北京邮电大学学报(社会科学版) ›› 2010, Vol. 12 ›› Issue (4): 56-60.

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#br# 信息产业对经济增长作用的实证研究

  

  1. 1北京邮电大学 经济管理学院,北京100876;2清华大学 核能与新能源技术研究所, 北京100084
  • 收稿日期:2010-04-19 出版日期:2010-08-30 发布日期:2010-09-13

Empirical Study on the Influence of Information Industry on Economic Growth

  1. 1. School of Economics and Management,Beijing University of Posts and Telecommunications,
    Beijing 100876,China;
    2 Institute of Nuclear and New Energy Technology, Tsinghua University,  Beijing 100084,China
  • Received:2010-04-19 Online:2010-08-30 Published:2010-09-13

摘要:

运用计量模型考察信息产业对经济增长的作用及其因果关系。基于历史数据分析,对相应时序变量进行了回归分析、向量自回归模型(VAR)分析和Granger因果关系检验。结果表明,我国信息产业与经济增长之间是协整的,信息产业对经济增长有显著的正相关性,信息产业滞后1期和滞后2期均对当期的经济增长有正弹性,综合弹性为1958%,信息产业在滞后期为2、3、4时是经济增长的Granger原因,从长期来看,信息产业与经济增长存在显著的正相关关系。

关键词: 信息产业, 经济增长, Granger因果关系检验

Abstract:

This paper uses econometric model to analyze the influence of information industry on economic growth and their causality Based on the historical data, it tests the time series variables through regression analysis, vector autoregressive model analysis and Granger causality tests The results indicate positive correlation between information industry and economic growth, and the two time series variables are co-integration In the lag time of 2, 3 and 4, information industry is Granger cause of economic growth In the long run, information industry and economic growth shows significant positive correlation

Key words: information industry, economic growth, Granger causality tests

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