杭州三次产业结构的研究---基于VAR和VEC模型的实证分析
hree-industry-structure analysis based on the VAR and VEC model: exemplary test of economic data of Hangzhou city during 30 years from 1978 to 2008
通过对过去文献的综述,鉴于传统的经济建模方法分析及存在的不足,结合经济计量分析的特点,提出了基于向量自回归(vector auto regression,VAR)及向量误差修正(vector error correction,VEC)模型的经济数据的分析方法,阐述了该方法在经济计量分析中的优点,并介绍了VAR和 VEC的模型构建。通过杭州市1978年至2008年三次产业数据的实例分析,揭示了杭州市三次产业的之间的关系,其分析结果与杭州实际状况相吻合,具有指导意义,能为国家或地区的政策制定和投资策略指明方向。
hrough past literature reviews, the article points out the defect and the limitation of traditional statistic approaches.Considering these problems and characteristic of those econometrics analyses, it puts forward the application of conbination of vector auto regression (VAR) and vector error correction (VEC) to the analysis of three industries,and explains its advantages in the econometrics analysis, and introduces its theory, then shows its modeling steps through exemplification. Through the data analysis of three industries of Hangzhou city from 1978 to 2008 using the method, it comes to conclusion that the analysis is in accordance with its facts, so it reflects the method is constructive and can be used in the practice.
阳长征
经济学
产业结构向量自回归修正模型实证检验
industrial industriesvector auto regressionvector error correctionexemplary test
阳长征.杭州三次产业结构的研究---基于VAR和VEC模型的实证分析[EB/OL].(2011-04-01)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/201104-25.点此复制
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