摘要: |
采用协整分析法研究重庆笔电产业和经济增长的长期均衡状态,研究发现二者间存在协整关系,笔电产值当期波动1单位,使得重庆GDP同向波动1.819 294单位,当期短期波动偏离均衡状态时,误差修正项会以1.387 042的力度将非均衡状态拉到均衡状态,通过运用VAR模型来研究重庆笔电产业与经济增长间的动态关系,研究发现重庆笔电产业发展是经济增长的原因,而重庆经济增长不是重庆笔电产业发展的格兰杰因。 |
关键词: 笔电产业 协整检验 VAR模型 |
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Cointegration Analysis of the Contribution of Chongqing LaptopComputer Industry Development to Economic Growth |
CHENG Yan1, CHEN Ying ling2
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Abstract: |
This paper uses cointegration analysis to study the long term equilibrium state between Chongqing laptop computer and economic growth and the research finds that the two has cointegration relation. The output value of the laptop computer in one period changes 1 unit while Chongqing GDP changes 1.819294 unit in the same direction. When short term volatility deviates from the equilibrium state, the error correction item brings disequilibrium state to equilibrium state in the magnitude of 1.387042. VAR model is also used to study the dynamic relation between Chongqing laptop computer industry development and economic growth and the research finds that Chongqing laptop computer development is the cause of its economic growth, however, Chongqing economic growth is not Granger cause of Chongqing laptop computer industry development. |
Key words: laptop computer industry cointegration test VAR model |