| 基于VAR模型的民航运输业与GDP关系实证分析 |
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| 引用本文： | 刘兰娟,董万好.基于VAR模型的民航运输业与GDP关系实证分析[J].财经研究,2009,35(8). |
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| 作者姓名： | 刘兰娟 董万好 |
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| 作者单位： | 上海财经大学信息管理与工程学院,上海,200433 |
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| 摘 要： | 文章针对民航运输业的产业发展情况,选取1978-2008年间的民航运输指标和GDP数据,建立VAR模型,在此基础上进行了协整分析、格兰杰因果检验分析其长期均衡关系、并用脉冲响应和方差分解对系统进行了动态分析.结果表明:民航运输对国民经济存在长期均衡关系,民航运输对国民经济的发展起到了推动作用.但是航线里程、货运等发展相对滞后.建议从调整航材进出口政策、航油放开和优化航线等方面促进民航业发展,进而推动国民经济发展.
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| 关 键 词： | 民航运输业 协整 格兰杰因果检验 脉冲响应 |
Empirical Analysis on the Relationship between Civil Aviation Transportation Industry and GDP in China Based on VAR Model |
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| LIU Lan-juan,DONG Wan-hao.Empirical Analysis on the Relationship between Civil Aviation Transportation Industry and GDP in China Based on VAR Model[J].The Study of Finance and Economics,2009,35(8). |
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| Authors: | LIU Lan-juan DONG Wan-hao |
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| Institution: | School of Information Management and Engineering;Shanghai University of Finance and Economics;Shanghai 200433;China |
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| Abstract: | Based on the civil aviation transportation index and GDP data from 1978 to 2008,the paper develops a VAR model and analyzes the long-term equilibrium relation of the industrial development of civil aviation transportation industry through co-integration test and Granger causality test.It makes dynamic analysis by using impulse response analysis and the variance decomposition,and the results show that there is a long term equilibrium between national economy and the civil aviation transportation industry.The... |
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| Keywords: | civil aviation transportation industry co-integration Granger causality test impulse response function |
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