基于HP滤波法和VEC模型的R&D投入与经济增长的动态关系研究

Research on the Dynamic Relationship between R&D Input and Economic Growth based on HP filter and Vecm

摘要:

运用HP滤波分析、VEC模型、脉冲响应函数和方差分解等方法,从动态角度分析了R D投入和经济增长之间的互动关系。研究结果表明: R D经费投入的波动幅度大于R D人员数量的波动幅度；我国R D投入与经济增长之间存在着双向互动关系,R D投入的冲击会引起经济增长正向响应,但是当经济增长发生波动时,会对R D投入产生负向效果；文章认为在当前阶段,我国应当持续增加R D投入。

关键词:R&D投入;经济增长 HP滤波法 VEC模型

Abstract:

The paper analyzes R&D input and economy growth based on HP filter, vector error correct model, impulse-response function and variance decomposition from dynamic perspective. The results shows amplitude of fluctuation of R&D expenditure is bigger than the amplitude of fluctuation of number of R&D personnel. There is a two-way interactive relationship between R&D input and t the economic growth. The impact of response of R&D input on economic growth is positive, but the impact of response of economic growth is negative. According to the article in the current stage, China should continue to increase R&D investment.

Key words:R D input; economic growth; HP filter; vector error correct model