基于时间序列单方向因果测度的多国电子信息产业经济发展分析

通过主体对比法研究中、美、日3国电子信息产业的发展历程,从中寻找对中国电子信息发展的启示。以专利产出对产业经济的影响为研究点,利用计量经济学方法探究了多个专利指标与经济指标在宏观动态经济系统中的内稳态关系。基于协整和误差修正概念建立向量自回归模型,将时间序列计量方法应用于产业经济状况分析,在Granger因果测度条件下,利用多变量时间序列的单方向因果测度,定量描述专利发展对电子信息产业经济的FMO,OMO值。得出以下结论:授权数与GDP在Granger理论意义上存在弱因果关系;发明占比与GDP存在双向的因果关系;专利数量和发明占比对GDP的OMO值为0.450,两者存在内生联系,对经济发展具有协同作用。

Research of electronic information industry economy growth based on time series and measures of one-way effect

The development history of electronic information industry in China, America and Japan is studied through subject comparison to find out enlightenments for China. The promoting role of patent technology to electronic information industry economy is focused, and econometric quantitative method is used to explore the homeostasis between multiple patent and economic indices in the macro dynamic economic system. Based on the concepts of cointegration and error correction vector auto-regressive model, time series is applied to the analysis of industry economy. Under the condition of Granger causality measure, by using multivariate time series measure of one-way effect, the FMO value and OMO value of patents to industry development are quantitatively described. The main results are as follows: 1)there is a weak Granger causality form NL to GDP; 2)there is a two-way Granger causality between IR and GDP; 3)OMO from NL+IR to GDP is 0.450 indicating these indices are endogenous, and having synergy effects on economic growth.