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基于VAR模型的湖北省制造业、物流业与金融发展环境动态关系研究

Research on Dynamic Relationship between Manufacturing, Logistics and Financial Development Environment in Hubei Based on VAR Model

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【作者】 雷礼陈思杭李诗珍

【Author】 LEI Li;CHEN Sihang;LI Shizhen;Yangtze University;

【通讯作者】 李诗珍;

【机构】 长江大学

【摘要】 基于2000-2019年湖北省制造业、物流业与金融发展环境面板数据,建立向量自回归模型(VAR),运用格兰杰因果检验、脉冲响应函数分析、方差分析等检验方法分析制造业、物流业与金融发展环境之间的动态作用关系。结果表明:制造业发展水平是物流业发展水平、金融发展环境的单向格兰杰原因,物流业发展水平与金融发展环境互为格兰杰原因;制造业发展水平对物流业发展水平、金融发展环境均有长期正向促进作用;物流业发展水平对制造业发展水平、金融发展环境具有短期抑制作用与长期促进作用;金融发展环境对制造业发展水平具有短期促进作用与长期抑制作用,对物流业发展水平的作用是正向促进作用与反向抑制作用交替而行。最后,基于实证结果,对湖北省制造业、物流业的发展提出相关建议。

【Abstract】 In this paper, based on the panel data of the manufacturing industry, logistics industry and financial development environment of the Hubei Province from 2000 to 2019, we set up a vector autoregressive model(VAR) and analyzed the dynamic relationship between the manufacturing industry, logistics industry and financial development environment of the province using the Granger causality test, impulse response function analysis, and variance analysis, etc. The result showed that the development level of the manufacturing industry was the one-way Granger cause for the development level of the logistics industry and the financial development environment; the development level of the logistics industry and the financial development environment constituted mutually the Granger cause for each other;the development level of the manufacturing industry had long-term propulsive effect on the development level of the logistics industry and the financial development environment; the development level of the logistics industry had short-term inhibitory and long-term propulsive effect on the development level of the manufacturing industry and the financial development environment; and the financial development environment had alternately short-term propulsive and long-term inhibitory effect on the development level of the manufacturing industry.Finally, based on the empirical results, we made some relevant suggestions for the development of the manufacturing and logistics industries in Hubei Province.

【基金】 湖北省教育厅哲学社会科学研究项目“湖北省制造业与物流业耦合协调的时空演化及融合共生路径研究”(20TO35);湖北农村发展研究中心项目“科技创新、产业升级与荆州市农业高质量发展研究”(CD202002)
  • 【文献出处】 物流技术 ,Logistics Technology , 编辑部邮箱 ,2021年09期
  • 【分类号】F259.27;F832.7;F427
  • 【下载频次】260
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