【作者】 郭鹏辉；

【导师】 钱争鸣；

【作者基本信息】 厦门大学 ， 数量经济学， 2006， 硕士

【摘要】 本研究以内生经济增长理论为基础,利用线性结构方程模型对中国各省市的经济数据进行实证分析,旨在研究内生经济增长理论对中国经济的适用性和线性结构方程模型在经济研究中的应用。文中分别以多个观测变量测度物质资本、人力资本和技术水平三个外生潜变量和经济增长内生潜变量,继而估计三大因素对经济增长的影响和贡献程度及各因素之间的相互影响。实证结果表明,三大因素对经济增长的影响与内生经济增长理论发展的第一阶段主要思想相一致,各因素之间的相互影响与罗默等人的思想相符。总而言之,实证结果证实了内生经济增长理论适用于解释中国经济发展。同时,本文把线性结构方程应用于宏观经济的研究是一种创新性研究方法的新尝试。本研究得出以下三点主要结论:一、人力资本、物质资本和技术水平三大要素正向影响中国经济增长,即资本的增加和技术的积累能够有效地推动经济增长,其影响力依次为物质资本、人力资本、技术水平。二、三次产业对经济增长的测度效力依次为第三产业、第二产业、第一产业,这表明,中国经济已脱离传统的农业经济,步入现代工业经济,且已在信息经济和服务经济的发展浪潮中取得相当的进步。三、资本与技术水平相互影响,实证结果验证了技术的内生性,即内生经济增长理论适用于中国经济研究。本研究的创新一、本文尝试用新的研究方法来考察经济增长的源泉问题。传统研究中,对经济增长或经济增长源泉的实证研究方法,往往选取个别指标作为自变量直接解释因变量——经济增长率或经济增长量。但是经济中备受关注的经济增长因素,如人力资本、物质资本、技术水平等要素,是没有现成指标可以衡量的,也难以用一个或几个指标直接代替。因此笔者尝试引进包括有测量方程和结构方程两部分组成的结构方程模型(Structural Equation Models,SEM)来考察经济增长源泉。结构方程模型允许用多个指标测度诸如人力资本、物质资本和技术水平等难以直接度量的潜变量,并对内生潜变量和外生潜变量之间的内在联系作进一步的考察。一方面可以以更小的误差测度经济增长的影响因素,并据此搜索最适当的经济模型;另一方面可以测量要素之间的内在影响关系,对内生经济增长理论及其模型也具有一定程度的检验功效。二、本文的研究说明,结构方程模型适合用于研究中国的内生经济增长。研究结果表明,对中国经济增长推动最大的是人力资本和物质资本两大要素,而非技术的进步,这与内生经济增长第一阶段的主旨一致;进一步还证明了技术是内生而非外生的,并且其与资本是相互影响的,这正与内生经济增长理论的核心思想相吻合。这结果一方面证明了内生经济增长第一阶段的理论在中国的适用性,同时也证明了结构方程模型方法在经济研究中的适用性。更多还原

【Abstract】 Based on endogenous growth theory, this study takes advantage of Linear Structural Model empirically analyzing the panel data of China, aiming at determining the applicability of endogenous growth theory on China economy and the applicability of Linear Structural Model on economics study. This dissertation respectively uses some observed variables to measure three exogenous latent variables, including material capital, human capital and technique, and one endogenous latent variables-economic growth. Then we estimate the interactions between these three factors with economy growth and among these three factors. The result of this empirical study shows that, the interactions between three factors and economy growth are consistent with the main idea of endogenous growth theory at the first stage, and the interactions among three factors are consistent with the idea of Romer and Lucas. In conclusion, the result of this empirical study validates the applicability of endogenous growth theory on China economy and the applicability of Linear Structural Model on economy study.We get three main conclusions from this study: Firstly, human capital, material capital and technique positively affect economic growth, which means capital and technique accumulations are able to enhance economic development. Among the affects of these three factors, material capital ranks No1, while human capital and technique come to heel. Secondly, the measured effects of three industries rank as the Third Industry, the Second Industry and the First Industry, which means the economy of China has derived from traditional agricultural economy and enters into modern industrial economy, and has improved a lot in the wave of information economy and service economy. Thirdly, there exist interactions between capital and technique. The empirical result proves the endogenous of technique, which means the endogenous economic growth theory fits for the study of Chinese economy.The Innovation of This StudyFirstly, the innovation of this study is mainly in the method used. Based on endogenous growth theory, this study gives up the traditional measure used in former empirical research about the origin of economic growth, which always took some indicators as direct dependent variables or independent variables. The factors on researchers pay much attention, such as human capital, real capital and technique, are almost unobservable and difficult to be replaced just by indictors directly. Therefore,we try to introduce SEM, which allows to use some indictors to measure the factors referred above to discovery the inner connections among endogenous latent variables and exogenous latent variables. The advantages of use of SEM are not only at its smaller measured error in measuring economic growth, but also at its testing and searching effects in detecting the interactions among measured variables.Secondly, the result of this study also contains some new discoveries. At some extent, the result of this study proves not only the applicability of endogenous growth theory in China, but also the applicability of SEM in economic research. The result shows that, the greatest factors of enhancing economic growth are human capital and real capital, but not the technique, which is consistent with the main idea of endogenous growth theory in its first stage. The result also proves the technique to be endogenous but not to be exogenous, which is fit for the kernel idea of endogenous growth theory. And what’s more, the analysis and economic meaning prove the applicability of SEM in economic research.更多还原