基于SVAR模型的自主创新投入产出动态效应分析—以我国大中型工业企业为例

科研管理 ›› 2014, Vol. 35 ›› Issue (1): 25-32.

基于SVAR模型的自主创新投入产出动态效应分析—以我国大中型工业企业为例

卢方元, 李小鸽

郑州大学商学院, 河南郑州 450001

收稿日期:2011-09-30 修回日期:2012-09-12 出版日期:2014-01-25 发布日期:2014-01-25

A dynamic analysis of innovation inputs and outputs based on SVAR model—A case study of China's large and medium industrial enterprises

Lu Fangyuan, Li Xiaoge

Business School of Zhengzhou University, Zhengzhou 450001, China

Received:2011-09-30 Revised:2012-09-12 Online:2014-01-25 Published:2014-01-25

摘要/Abstract

摘要： 在平稳性检验、协整检验、格兰杰因果检验的基础上，建立SVAR模型。利用脉冲响应和方差分解技术对我国大中型工业企业的自主创新投入与产出进行实证分析。结果表明：自主创新经费投入强度、R&D人员投入强度和生产设备投入能力与创新产出之间存在着长期均衡的关系;R&D经费投入强度冲击、R&D人员投入强度冲击和生产设备投入能力冲击都会对自主创新产出产生正向的影响，其中生产设备投入能力的贡献最大，其次为R&D人员投入强度;R&D经费投入强度的增加对创新产出的影响具有长期的滞后性。

关键词: 自主创新投入, 自主创新产出, SVAR模型, 脉冲响应, 方差分解

Abstract: This paper establishes the SVAR model based on the stationary test, co-integration test and Granger causality test, and makes an empirical analysis on Chinese LME independent innovation input-output using the impulse response and variance decomposition technology. The results show that the R&D investment intensity, R&D personnel investment intensity and production equipment input capability have a long-term equilibrium relationship with the innovation output. The shocks which come from the R&D investment intensity, R&D personnel investment intensity and production equipment input capability have a positive impact on the independent innovation output, and the production equipment input capability contributes the most while the R&D personnel investment intensity ranks the second in the contribution. However, there exists a long-term lagging between the increment of R&D investment intensity and its effect on the innovation output.

Key words: independent innovation inputs, independent innovation outputs, SVAR model, impulse response, variance decomposition

中图分类号:

F403.8

卢方元, 李小鸽. 基于SVAR模型的自主创新投入产出动态效应分析—以我国大中型工业企业为例[J]. 科研管理, 2014, 35(1): 25-32.

Lu Fangyuan, Li Xiaoge. A dynamic analysis of innovation inputs and outputs based on SVAR model—A case study of China's large and medium industrial enterprises[J]. Science Research Management, 2014, 35(1): 25-32.

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