世界经济 ›› 2020, Vol. 43 ›› Issue (1): 122-142.

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中国产业结构调整对全要素生产率的时变效应

殷红1, 张龙2, 叶祥松1   

  1. 1 广州大学经济与统计学院;
    2 西南财经大学中国金融研究中心 成都市柳台大道555号
  • 出版日期:2020-01-10 发布日期:2020-01-21
  • 通讯作者: 张龙(通讯作者):电子信箱:zhanglong@swufe.edu.cn E-mail:zhanglong@swufe.edu.cn
  • 作者简介:殷红:电子信箱:yinhongjlu@163.com;叶祥松:电子信箱:ye_jm501@163.com
  • 基金资助:
    国家社科基金重大招标项目(14ZDA031)、中央高校基本科研业务费引进人才科研启动资助项目(JBK190979)和中央高校基本科研业务费青年教师成长项目(JBK2001007)的资助

The Time-varying Effects of the Industrial Structure Adjustment on the Total Factor Productivity in China

Yin Hong1, Zhang Long2, Ye Xiangsong1   

  • Online:2020-01-10 Published:2020-01-21

摘要: 本文采用有向无环图(DAG)方法和带有时变参数的因子扩展向量自回归模型识别中国产业结构调整与全要素生产率(TFP)间的动态因果关系。研究结果显示,产业结构高级化、工业结构技术化及服务业结构生产化对TFP具有较强的影响力,且产业结构高级化与TFP间存在显著的双向因果关系;从时变效应来看,不同经济时期产业结构高级化对TFP均具有较强的促进作用,但TFP提高对产业结构高级化的冲击效应存在时变性,近年来TFP对产业结构高级化的带动作用开始凸显。另外,高技术产业的发展可以有效对冲经济下行,工业结构技术化调整更有利于TFP提高,而服务业结构生产化对TFP的促进作用并不明显,说明生产性服务业的技术外溢效应仍有待提升。

关键词: 产业结构调整, 全要素生产率, DAG分析, 时变方差分解

Abstract: This paper uses the DAG method and the factor-augmented vector autoregressive (FAVAR) model with time-varying coefficients to identify the dynamic causality between industrial structure adjustment and the TFP in China, investigating the time-varying effect between the two.The results of the study show that:(1)from the point of view of causality, an advanced and technological industrial structure and a productive services structure have a strong influence on the TFP, and there is a significant bidirectional causal relationship between an advanced industrial structure and the TFP; and (2)from the perspective of the time-varying effects, the advanced industrial structure adjustment in different economic periods has a strong promotional effect on the TFP, although the impact effect of TFP improvement on advanced industrial structure adjustment presents certain temporal variations.In recent years, TFP has been playing a significant role in upgrading the advanced industrial structure.However, productive services structure adjustment has no obvious effect on TFP, so the technological spillover effect of the productive services industry is yet to be improved.

Key words: industrial structure adjustment, total factor productivity, DAG analysis, time-varying variance decomposition