| 基于VAR的中国总产值、总消费、总投资关系研究及预测 |
| |
| 引用本文： | 方秋莲,江涛,陈小杰.基于VAR的中国总产值、总消费、总投资关系研究及预测[J].数学的实践与认识,2017(7):1-10. |
| |
| 作者姓名： | 方秋莲 江涛 陈小杰 |
| |
| 作者单位： | 1. 中南大学 数学与统计学院,湖南 长沙,410075;2. 华东师范大学 统计学院,上海,200241;3. 中山大学 岭南学院,广东 广州,510275 |
| |
| 基金项目： | 湖南省自然科学基金项目(12JJ5002) |
| |
| 摘 要： | 先通过VAR模型的脉冲响应分析和方差分解,研究了中国总产值变化量、总消费变化量和总投资变化量之间的关系,得出总消费和总投资联合对总产值有正的影响,而总消费和总投资之间相互影响、方向相同.其次,通过建立VECM模型分析了中国总产值、总消费、总投资之间的短期非均衡关系及其调整机制,并进行了短期预测.
|
| 关 键 词： | VAR模型 脉冲分析 方差分解 VECM模型 |
Research on the Relationship and Forecast of Chinese GDP,CONS and INV Based upon VAR |
| |
| FANG Qiu-lian,JIANG Tao,CHEN Xiao-jie.Research on the Relationship and Forecast of Chinese GDP,CONS and INV Based upon VAR[J].Mathematics in Practice and Theory,2017(7):1-10. |
| |
| Authors: | FANG Qiu-lian JIANG Tao CHEN Xiao-jie |
| |
| Abstract: | In this paper,we firstly built a VAR model and researched the relationship among Chinese GDP,CONS and INV by impulse response analysis and variance decomposition.Then we found that CONS and INV have a positive effect on GDP together.On the other hand,CONS and INV have an interaction in the same direction.Secondly we analyzed the short-run disequilibrium relationship among Chinese GDP,CONS and INV,and built its adjustment mechanism by VECM model.Finally,we had a short-run forecast for the three variables. |
| |
| Keywords: | VAR model impulse response analysis variance decomposition VECM model |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
