摘要
利用Johansen协整检验和向量误差修正模型,采用地区工业总产值数据对地区工业经济发展的关联进行研究。结果表明,地区工业经济存在区域间长期稳定的协整关系,短期波动受到这种长期关联的影响,据此建立了几个地区间的误差修正模型,解析了当长期均衡发生偏离时,短期波动的调整程度。
With Johansen cointegration test and Vector Error Correct Model （VECM）,the regional relationship among some industry development zones is studied based on the gross industrial output values from the areas. Results indicate that the relationship is stable in a long term among the areas and the fluctuation in a short term may be influenced by the relationship. VEC model for the areas is built to adjust the short term wave when long term relationship is unbalanced.
出处
《长春工业大学学报》
CAS
2017年第2期117-121,共5页
Journal of Changchun University of Technology
基金
教育部人文社会科学研究一般项目(12YJA790187)
吉林省教育厅"十二五"社会科学研究项目(吉教科文合字[2014]第57号)
吉林省科技发展计划项目软科学项目(20140418053FG)
