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辽宁装备制造业利润波动性的协整VEC模型分析
引用本文:马健,关大宇. 辽宁装备制造业利润波动性的协整VEC模型分析[J]. 辽宁工程技术大学学报(社会科学版), 2007, 9(2): 138-141
作者姓名:马健  关大宇
作者单位:东北财经大学,研究生部,辽宁,大连,116025;东北财经大学,研究生部,辽宁,大连,116025
摘    要:通过建立VAR模型,运用脉冲响应函数和预测方差分解的方法对辽宁省装备制造业利润增长的波动情况进行实证分析。研究结论:无论长期还是短期出口对辽宁装备制造业利润的贡献都不大,辽宁装备制造业发展与出口导向型经济增长假说不相符,而与经济增长导致出口扩张假说(GLE)相符。表明振兴辽宁装备制造业不能仅依靠出口,关键在于产品技术和组织形式的创新。

关 键 词:装备制造业  VAR模型  脉冲响应  预测方差分解
文章编号:1008-391X(2007)02-0138-04
修稿时间:2006-10-25

Cointegrated VEC model analysis of volatility of equipment manufacturing profit in Liaoning
MA Jian,GUAN Da-yu. Cointegrated VEC model analysis of volatility of equipment manufacturing profit in Liaoning[J]. Journal of Liaoning Technical University(Social Science Edition), 2007, 9(2): 138-141
Authors:MA Jian  GUAN Da-yu
Affiliation:MA Jian , GUAN Da-yu (Graduate Department, Dongbei University of Finance and Economics, Dalian 116025,China)
Abstract:On the foundation of vector auto regression model,this paper identifies the long run equal relationship and the short run dynamic relationship,applies impulse response function and variance decomposition to make up empirical analysis,which refers to volatility of equipment manufacturing profit in Liaoning.The result shows that neither in the long run nor in the short run,the contribution of export is obvious,the development of equipment manufacturing in Liaoning does not accord with hypothesis of export-led growth,but hypothesis of GLE.The promotion of equipment manufacturing in Liaoning needs the innovation of productive technique and organization form besides export.
Keywords:equipment manufacturing  VAR model  impulse response  variance decomposition
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