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公路货物运输与国民经济的统计关系研究

Research on the Statistical Relationship between Carriage of Goods by Road and National Economy

【作者】 王婷;

【导师】 王炼;

【作者基本信息】 长安大学 , 交通运输规划与管理, 2009, 硕士

【摘要】 结合国内外已取得的共识,本论文主要从定量的角度验证公路货物运输业自身发展规律以及与国民经济发展的关系。其中,公路货物运输指标主要选取了公路货物运输价格和公路货运量,国民经济指标主要选取了食品零售价格,日用品零售价格,燃料零售价格,社会消费零售总额,工业增加值。然而,经济数据往往是单位根过程,如此一来,对于并没有相互关系的经济指标,会显出它们之间具有显著的相关关系(称为“伪回因此,如果直接使用回归模型,而不对经济现象本身是否具备回归模型所必需的特性进行检验和分析,结果不能正确地反映经济指标之间的相互关系。对于具有单位根过程的经济指标数据,传统的时间序列方法不能使用,但是,经济现象往往又表现出它们具有长期的协整关系,因此,对于多个单位根过程,可以寻求它们之间的协整关系,如果经济指标之间具有协整关系,则它们之间就具有长期均衡关系,而其它因素的作用都是短期冲击而已。本文应用协整理论对我国公路货物运输业与国民经济发展之间的关系进行实证分析。文章通过对各个指标进行单整分析,确定单整阶数,从而分析了公路货物运输价格与食品零售价格,公路货物运输价格与日用品零售价格,公路货物运输价格与燃料零售价格,公路货运量与社会消费零售总额,公路货运量与工业增加值之间的协整关系,并给出了Granger因果关系检验以及向量自回归模型,定量研究了公路货物运输业与国民经济之间是如何相互影响、相互引导的。

【Abstract】 Combine with the domestic and international consensus that has been achieved,this paper mainly analyzes the law development of carriage of goods by road and the relationship between national economic development and carriage of goods by road in the quantitative perspective. The carriage of goods by road price and highway freight traffic are choosen to be the indicators of carriage of goods by road industry,the food retail prices, retail prices of daily necessities, fuel retail prices, total retail sales of social consumption and industrial added value are choosen to be the indicators of national economy.But,economic data are always the unit root process,it will always show a significant correlation (known as "pseudo-regression") if there is no correlation between the economic indicators.Therefore,if we use the regression models directly rather than analyze the economic data whether they has the necessary characteristics of regression models,it will not show the correct relationship between the economic indicators. For the economic indicator datas which have a unit root process, the traditional time series methods can not be used, but the economic phenomenon often demonstrate that they have a long-run equilibrium relationship,therefore,for numbers of unite root processes,we can find the cointegration relationship between them,if they have cointegration relationship,they will have the long-run equilibrium relationship, while other factors are short-term random shocks’In this paper, we use the cointegration theory to analyze the relationship between carriage of goods by road and national economic development. In this paper,we analyze the single combination of all indicators,make sure the orders of these indicators and give out the cointegration relationship between food retail prices and carriage of goods by road price, retail prices of daily necessities carriage of goods by road price, fuel retail prices carriage of goods by road price, total retail sales of social consumption and highway freight traffic , industrial added value and highway freight traffic separately. What’s more,we give out the Granger relationship analysis and VAR modal of this indicators and do research on how the national economic and carriage of goods by road industry influence each other in the quantitative perspective.

  • 【网络出版投稿人】 长安大学
  • 【网络出版年期】2009年 12期
  • 【分类号】F224;F540
  • 【被引频次】14
  • 【下载频次】490
  • 攻读期成果
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