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基于VAR模型的旅游对经济发展的溢出效应研究——以北京旅游业发展为例
引用本文:马丽君,龙云.基于VAR模型的旅游对经济发展的溢出效应研究——以北京旅游业发展为例[J].西部经济管理论坛,2018,29(5):50-57.
作者姓名:马丽君  龙云
作者单位:湘潭大学商学院 湖南湘潭 411105
摘    要:目的/意义旅游发展具有溢出效应,不仅对本地经济发展具有溢出效应,而且对其他地区的经济发展也具有溢出效应,本研究着重分析旅游业发展对其它省区经济发展的影响,为丰富旅游对经济发展影响的相关研究,全面认识旅游发展的作用,以及提升旅游发展的溢出效应提供参考。方法/过程收集1994—2015年北京市旅游收入与我国其他30个省区(不含港澳台)的地区生产总值数据,构建VAR模型,利用格兰杰因果关系检验、脉冲响应函数、方差分解等工具,分析北京市旅游业发展对其他省区经济发展的影响。结果/结论1) 北京市旅游的发展对其它地区经济的发展具有溢出效应,但溢出效应的显现往往需要一个较长的时间,历时越短,溢出效应越小,溢出的空间范围越小,反之,溢出效应越大,溢出的空间范围越大。2)北京市旅游发展对16个省区的经济发展具有溢出效应,溢出效应及其大小受旅游和经济贸易联系的密切程度以及投资价值的高低等因素的影响。旅游对经济发展的冲击作用随时间的推移而减弱,一般会在加入滞后变量结束后的后一期结束。3)旅游对经济的冲击作用一般发生在初期,在滞后期后第1~2期达到峰值,旅游对经济发展的影响一般表现为正向溢出效应,冲击作用在滞后末期将趋于平稳,逐步减少或消失。

关 键 词:旅游    经济    溢出效应    VAR模型    格兰杰因果检验    脉冲响应函数
收稿时间:2017-12-13

The Study of Spillover Effect of Tourism on Economy Based on Vector Autoregressive Model——Taking Beijing Tourism as An Example
Authors:Ma Lijun  Long Yun
Affiliation:School of Business, Xiangtan University, Xiangtan, Hunan 411105, China
Abstract:Purpose/significanceTourism development has a spillover effect, not only on local economic development, but also on the economic development of other regions. This study focuses on the analysis of the impact of tourism development on the economic development of other provinces and districts, providing a reference for enriching the relevant studies on the impact of tourism on economic development, fully understanding the role of tourism development and enhancing the spillover effects of tourism development.Methods/processesThe data of Beijing's tourism receipts and other 30 provinces' GDP from 1994 to 2015 are collected to construct a VAR model, and the impact of the Beijing tourism development on the economic development of other provinces and regions is analyzed by using Granger causality tests, impulse response functions, and variance decomposition tools.Result/ Conclusion(1) Development of Beijing tourism has spillover effect on economic development in other 30 provinces, but it takes a long time to show up. The shorter the time, the smaller the effect, and the smaller the space scope. On the other hand, the larger the spillover effect, the larger the space scope. (2)The spillover effect and its degree are influenced by the correlation between tourism and economy as well as value of investment. Furthermore, the impact of tourism on development of economy wenkens as time goes by, and will disappear in later period after adding the lag variable. (3)The impact effect of tourism on economy usually occurs in the early stage, and peaks in the first or second period after the lag phase. The effect of tourism on development of economy will take on positive spillover effect, and the impact effect appears to have leveled off and then disappears gradually in the last period of lag phase.
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