基于VAR模型的甘肃经济增长与城乡收入差距的实证分析
Empirical Analysis of the Relation between Economic Growth and Urban-Rural Income Gap of Gansu Based on VAR Model
摘要
本文利用甘肃省1978-2008年的时间序列数据，通过协整关系检验和向量误差修正模型考察了城乡收入差距、经济增长、投资与人力资本的长期均衡关系和短期动态特征。结果表明，经济增长、投资、人力资本与城乡收入差距存在长期均衡关系，弹性系数为负，具有城乡收入差距缩减效应。经济增长、投资是城乡收入差距变动的Granger原因。方差分解结果表明经济增长、投资对城乡收入差距的解释力度随滞后期延长逐渐增强，且投资的贡献水平高于经济增长，人力资本的贡献水平最低。
Abstract
By the co-integration analysis and VAR model, this paper empirically researches into the long-run equilibrium relation and the short-run dynamic characteristics between urban-rural income gap, economic growth, fixed assets investment and human resource in Gansu in the period from 1978 to 2008.The empirical researches show that a long-run equilibrium relation exist between urban-rural income gap, economic growth, fixed assets investment and human resource. The elastic coefficients of the variables economic growth, fixed assets investment and human resource are negative. These variables have the reduction effect to urban-rural income gap. Economic growth and fixed assets investment are Granger cause of urban-rural income gap. Variance decomposition results show that the power of explanation of economic growth and fixed assets investment to urban-rural income gap strengthens as the lag period is prolonged. The contribution level of economic growth is higher than the level of human resource, and the level of fixed assets investment is highest.关键词
经济增长/城乡收入差距/向量自回归模型/协整分析Key words
economic growth/urban-rural Income gap/VAR/co-integration analysis引用本文复制引用
王贯杰.基于VAR模型的甘肃经济增长与城乡收入差距的实证分析[EB/OL].(2010-07-05)[2026-04-03].http://www.paper.edu.cn/releasepaper/content/201007-68.学科分类
经济学
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