基于VAR模型的政府投资与产业结构关系的实证研究

通过构造一个由政府投资、第一产业产值结构、第三产业产值结构三个变量组成的VAR模型,结合我国1981年—2008年的时间序列数据,从一个新的角度探讨政府投资与产业结构之间的关系。研究结果发现:政府投资对产业结构存在着长期的正向影响,特别是对第一产业影响较为显著,但政府投资对第三产业影响不大。

An Empirical Study on the Relationship between Government Investment and Industrial Structure Based on the VAR Model

This study argues the relationship between the government investment and the industrial structure from a new perspective.By constructing VAR model which involves three variables of government investment,the ratio of primary industry output value and the ratio of the tertiary industry output value,an empirical study is made through Granger test,impulse function,variance decomposition for China′s time-series data of 1981-2007.The results show that government investment has positive effects on the industrial structure in the long-term,especially on the primary industry;but has little impact on the tertiary industry.