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基于VAR模型的港口与临港城市经济增长协整关系研究
引用本文:毕蕾,马龙飞,庄亚明.基于VAR模型的港口与临港城市经济增长协整关系研究[J].物流科技,2009,32(10):83-88.
作者姓名:毕蕾  马龙飞  庄亚明
作者单位:东南大学,经济管理学院,江苏,南京,211189
摘    要:运用Jonhansen协整检验和Granger因果检验等计量经济方法,选取连云港港1988-2007年货物吞吐量和第一、二、三产业的GDP数据为样本,从第一、二、三产业分别考察连云港港与城市经济增长的关系。实证结果表明,连云港市第一、二、三产业增长与港口货物吞吐量之间存在长期协整关系,在短期内,第一产业增长和第二产业增长与所对应的港口货物吞吐量之间存在双向因果关系,第三产业港口货物吞吐量是第三产业增长的Granger原因,反之这种关系不成立。

关 键 词:港口  经济增长  VAR模型  协整分析  Granger因果检验

Cointegration Relations Research Based on the VAR Model Between ports and port City's Economic Growth
BI Lei,MA Long-fei,ZHUAN Ya-ming.Cointegration Relations Research Based on the VAR Model Between ports and port City's Economic Growth[J].Logistics Management,2009,32(10):83-88.
Authors:BI Lei  MA Long-fei  ZHUAN Ya-ming
Institution:(School of Economics and Management, Southeast University, Nanjing 211189, China)
Abstract:This paper chooses the cargo throughput of lianyungang port and the primary, secondary, and tertiary industry GDP figures for samples, applying the cointegration test and Jonhansen Granger causality test method, then analyzes the relationship between the port and economic growth. As the research result, there is cointegration relations between the cargo throughput of lianyungang port and the economic growth from the long-time in terms of the three industries. From the short-term, there is two- way causalities between the primary industrial growth and the second industrial growth and corresponding cargo throughput, the cargo throughput of the tertiary industry is the Granger reason for the tertiary industry growth.
Keywords:port  economic growth  VAR model  cointegration analysis  granger causality test
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