摘要
数字化时代,数字经济已经成为推动我国经济社会发展的新动力。基于2002—2021年数字经济与实体经济数据,构建向量自回归模型来探究数字经济、实体经济两组数据之间的联系,利用脉冲响应函数和方差分解法,探究二者之间的动态交互关系及当存在外部冲击时模型中变量对其反应速度。研究发现:数字经济与实体经济之间存在着长期稳定的协整关系,存在单向的格兰杰因果关系,即数字经济是实体经济增长的格兰杰原因;数字经济对实体经济具有驱动作用,可以为经济高质量发展提供有力支撑。
In the digital era,digital economy has become an emerging driving force for the economic and social development of our country.Based on the data of digital economy and real economy from 2002 to 2021,a vector-autoregressive model was established to explore the connection between the two types of economy,and meanwhile,the impulse response function and variance decomposition approach were applied to study the dynamic interactive relationship of the two and velocity of response of the variables to the external stimulation.The study found the existence of a long-term stable cointegration relationship between the two types of economy,and an unidirectional Granger causality,i.e.,the digital economy could be the Granger cause of the growth of the real economy;the digital economy has a driving effect on the real economy which can provide solid support for high-quality economic development.
作者
温凤媛
Wen Fengyuan(College of International Business,Shenyang Normal University,Shenyang Liaoning 110034)
出处
《沈阳师范大学学报（社会科学版）》
2024年第1期68-73,共6页
Journal of Shenyang Normal University(Social Science Edition)
基金
辽宁省教育厅基本科研面上项目(LJKMR20221436)
辽宁省社会科学规划基金项目(L21BTJ002)。
关键词
数字经济
实体经济
向量自回归模型
digital economy
real economy
vector-autoregressive model(VAR Model)
