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-  2016 

基于脉冲响应的公路运输需求与产业结构优化的协整分析
Co-integration analysis between highway transport demand and optimization of industrial structurebased on impulse response

Keywords: 公路运输,产业结构,协整分析,脉冲响应,格兰杰检验
highway transport
,industrial structure,co-integration analysis,impulse response,Granger causality test

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Abstract:

基于时间序列数据,利用ADF检验、向量自回归(VAR)模型及脉冲响应、协整理论和Granger因果检验对“新丝绸之路”经济带沿线13个节点城市的公路运输需求与三大产业的关系进行实证研究,结果表明:经济带沿线公路运输需求与三大产业之间表现出一种长期均衡的关系,公路运输能够促进沿线产业结构的优化;公路客运量与第一、二产业无直接的因果关系,与第三产业存在双向因果关系;公路货运量与第一、二产业存在单向因果关系,与第三产业存在双向因果关系。
Based on the time series data, the relationship between highway transport demand and optimization of industrial structure along the “New Silk Road” economic belt is studied by virtue of co-integration theory, VAR model, impulse response and Granger causality test. The results show that there is a long-run equilibrium relationship between highway transport demand and three kinds of industrial growth, and highway transport can promote the optimization of industrial structure. Besides, there is no direct causal relationship between highway passenger traffic and the primary and secondary industry. However, a two-way causal relationship between highway passenger traffic and the tertiary industry is existed. The relationship between highway freight traffic and the primary and secondary industry are unidirectional causal, while it’s relationship with the tertiary industry is two-way causal

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