区域经济增长传导机制与路径——基于交互效应SpSVAR模型

发布时间：2018-03-01 11:14

本文关键词： 区域经济增长空间面板结构向量自回归模型交互效应 Monte Carlo模拟　出处：《系统工程》2017年05期 　论文类型：期刊论文

【摘要】：构建了交互效应空间面板结构向量自回归模型(SpSVAR)以分析区域经济增长传导机制,建立了共同因素已知情形下交互效应SpSVAR的估计程序,并采用Monte Carlo模拟对模型估计方法的有效性进行了分析。最后,基于本文构建的模型分析了区域经济增长空间传导机制与路径,发现本模型对其具有很好的解释能力。结果证实了区域经济增长传导路径的存在性。从时间上来看,在短期内,经济增长、出口对其邻近省份的经济增长波动较大,甚至出现抑制作用,而消费、投资对其邻近省份的经济增长具有显著的带动作用;在长期内,消费、投资促进作用较为显著,而经济增长、出口促进水平较低。从空间上看,随着空间距离的增加,本省对其邻近省份的传导作用降低。
[Abstract]:In order to analyze the transmission mechanism of regional economic growth, an interactive space panel structure vector autoregressive model (SpSVARA) is constructed, and a program for estimating the interactive effect SpSVAR under the condition of known common factors is established. The validity of the model estimation method is analyzed by Monte Carlo simulation. Finally, the spatial conduction mechanism and path of regional economic growth are analyzed based on the model constructed in this paper. It is found that this model has a good ability to explain it. The results confirm the existence of the transmission path of regional economic growth. In the short term, economic growth and export fluctuate greatly to the economic growth of its neighboring provinces. There is even a restraining effect, and consumption and investment have a significant driving effect on the economic growth of its neighboring provinces. In the long run, consumption and investment promotion are more significant, while economic growth and export promotion levels are relatively low. With the increase of spatial distance, the conduction effect of the province to its neighboring provinces is reduced.
【作者单位】：北方工业大学经济管理学院;华中科技大学经济学院;
【基金】：国家自然科学基金资助项目(71301002) 北京青年英才计划项目(15036) 北方工业大学优势学科项目(XN081)
【分类号】：F127

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