TFP冲击对两部门经济增长的影响研究

Research on TFP Shocks to the Two-Sectors Economic Growth

摘要:

首先对两位数工业行业分为投资品部门和消费品部门,然后通过DEA-Malmquist指数方法测算出了2006—2015年的两部门技术进步效率及其变化情况,两部门的TFP变化指数都超过了1,且投资品部门的TFP变化指数相对于消费品部门更高,投资品部门TFP变化指数呈上升趋势而消费品部门呈下降趋势,最后运用PVAR模型考察了两部门TFP冲击对产出、投资和就业的影响。TFP冲击的结果显示：两部门TFP冲击对经济都具有扩张效应,促进了产出和就业增加,且TFP冲击对投资品部门的影响作用更大,同时投资品部门的TFP冲击对投资具有促进作用而消费品部门对投资具有抑制作用。

Abstract:

This paper firstly divides double-digit industry into investment good sector and consumer good sector, and then takes advantage of DEA-Malmquist index method to calculate out the two sectors efficiency change value from 2006 to 2015.TFP change index of the two sectors is more than 1. TFP change index of investment good sector relative to higher consumer goods sector and TFP change index of investment good sector is rising but consumer goods sector is declining. Finally by using PVAR model considers TFP shocks of the two sectors on the economic. The result shows that TFP shocks of the two sectors has expansion effect on economy, and promotes the output and employment to increase, and obviously influence investment sector. TFP shock of investment sector has a promoting effect on investment but consumer goods sector has inhibitory effect on investment.