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1 ( ) Journal of Hunan Agriculural Universiy (Social Sciences), Apr. 2014, 15(2):58 63 DOI: /j.cnki.jhau(ss) 人力资本全要素生产率与经济增长的相关性基于中国年数据的验证金银亮 ( ) 摘要 Granger Nelson-Phelps 关键词 Granger 中图分类号 F124.7 文献标志码 :A 文章编号 : (2014) Relaionship beween human capial,oal facor produciviy and economic growh: Verificaion based on he daa from of China JIN Yin-liang (Taizhou College, Nanjing Normal Universiy, Taizhou , China) Absrac: Based on he daa of in China, his paper made per capia educaional level o define human capial, and adoped VEC and causaliy sa. o analyze a poenial mehod ha human capial could influence he economic growh. This paper illuminaed a possible way ha hrough affecing he TFP, human capial would furher influence he economic growh. The resuls showed ha causal relaion did exis beween HR and he echnical progress. Human capial was he origin of TFP, which verified Schulz s criicism o growh remaining value, and suppored Nelson-Phelps deducion ha human capial could no easily equal o general inpu Besides, he resuls furher indicaed he weakness of new classical model, which ignored he special significance ha human capial could affec echnical progress and underesimae he conribuion of human capial. Key Words: human capial; echnological advances; TFP; economic growh; Granger causaliy sa 一问题的提出 Solow 87.5% [1] [2] Nelson Phelps 收稿日期基金项目 (Q201205) 作者简介 (1980 ) (NP ) NP [3] Mankiw MRW 80% MRW [4] Islam MRW [5] Bils Klenow

2 [6] Klenow Rodriguez-Clare MRW 50% ( TFP) [7] MRW NP NP Benhabib Spiegel MRW [8] Acemoglu Aghion [9,10] 昉 [11,12] [13] [14] (Vecor Error Correcion, VEC) Granger (TFP) 二 VEC 模型与数据来源 1 VEC (Vecor AuoRegression VAR) VAR VEC p 1 Δ y = ecm + Γ Δ y + ε 1 i i i= 1 ' Δy ecm 1 = β y 1 Γ 2 Δ y = u + + Δ y + Δ y + Δ k + 1 1ecm 1 ϕ11 1 ϕ12 2 ξ11 1 ξ Δ k + λ l + λ l + ε (1) Δ l = u + + Δ y + Δ y + k + 2 2ecm 1 ϕ21 1 ϕ22 2 ξ21 1 ξ k + λ l + λ l + ε (2) ε1 ε 2 (1) λ = λ = Δl Δy H α 1 Δl Δy F Δl Δy (2) (1) α β γ ε Y = AK H L e (3) Y K H L ε α β γ A A = Ae ω 0 ω U( E ) H = e E U( E ) E U ( E ) [15] Psacharopoulos Anhony ~

3 60 ( ) hp:// U (0) = 0 α β γ TFP = Y / K H L (4) α ' β ε Y = AK H e (5) ' U ( E H ) = e L 2 (1) [16] Holz [17] Wang Yao [18] Holz Wang Yao Holz Holz Wang Yao (2) Chow Chow [19,20] Chow Chow 1998 三回归结果与要素贡献分析 ADF 表 1 回归结果 ( 年,Obs.=53) Ⅰ Ⅱ Ⅲ Ⅳ Ⅴ Cons *** 2.639*** 2.496*** 2.985*** (0.624) (0.516) (0.577) (0.584) (0.545) lnk 0.621*** 0.526*** 0.516*** 0.539*** 0.438*** (0.094) (0.064) (0.086) (0.089) (0.077) lnl (0.219) (0.200) lnh ** * (0.121) (0.161) (0.134) 0.025*** 0.029*** 0.030*** *** 0.031*** (0.008) (0.006) (0.005) (0.005) (0.005) AR(1) 0.868*** *** (0.080) (0.084) (0.091) (0.093) (0.105) Adj-R ADF Wald-P DW *** ** *1% 5% 10% 1 Ⅰ % % % 1 Wald

4 Ⅱ 是 Ⅰ Ⅱ % % Wald % Wald % [14] Chow Chow [19] ( 12.12% 3.96%) 39.34% 55.66% 2.84% 3.31% TFP 36.56% 表 2 以平均教育年限单独作为劳动投入的各要素贡献 /% /% Y L K H TFP L K H TFP R Ⅴ % 57.76% 2 3 表 3 以复杂劳动作为人力资本投入的各要素贡献 /% /% Y K H TFP K H TFP R Ⅲ 四 Granger 因果检验 2 3 TFP 40% TFP

5 62 ( ) hp:// Granger Granger X Y Y X 1974 ( ) ( 4) 表 4 单位根检验 ADF P ADF P H (C T 0) (C T 0) TFP (C T 1) (C T 0) (C T 0) C T 0 Schwarz I(1) EG OLS TFP= H 1% ADF P 0.01 [21,22] Δ TFP = a + ( γ Δ TFP ) + ( λδ H ) + 0 p ρect ECT i i i i i= 1 i= ε p (6) = TFP α β H ε Δ γ λ ρ TFP Granger ρ γ TFP TFP Granger λ TFP ρ λ γ TFP Granger 6 2 ( 5) VEC 2 表 5 VEC 模型滞后选择标准 Lag LR FPE AIC SC HQ 0 NA 6.09e e * 2.14e-08* * * * e e e e * ECT -1 =TFP H -1 (4) 6 DTFP(-1) 5% DTFP(-1) DTFP(-2) 12% DTFP P 7% 10% TFP 1 ECT DH 2 T

6 表 6 Granger 因果检验 ( 年 ) Cons. ECM DTFP(-1) DTFP(-2) DH(-1) DH(-2) DW Adj-R 2 Wald-P 0.02** -0.16* 0.38** (0.01) (0.09) (0.18) (0.19) (0.20) (0.20) ** *5% 10%1 2 Wald DTFP 五结论 VEC Granger Nelson-Phelps TFP 参考文献 : [1] Solow R Technical change and he aggregae producion funcion[j] Review of Economics and Saisics (1) [2] [M] 1999 [3] Nelson R Phelps E Invesmen in humans echnological diffusion and economic growh[j] American Economic Review Papers and Proceedings (2) [4] Mankiw N G David Romer David Weil A conribuion o he empirics of economic growh[j] The Quarerly Journal of Economics (2) [5] Islam N Growh Empirics A panel daa approach[j]. The Quarerly Journal of Economics (1) [6] Bils Mark Klenow Peer J Does schooling cause growh[j] American Economic Review (5) [7] Klenow Peer Andres Rodriguez-Clare The neoclassical revival in growh economics Has i gone oo far? [R] NBER Working Paper [8] Benhabib Jess Spiegel Mark M The role of human capial in economic developmen evidence from aggregae cross-counry daa[j] Journal of Moneary Economics (2) [9] Acemoglu Aghion and Ziliboi Disance o fronier selecion and economic growh[r] NBER Working Paper 2002 [10] Aghion P P Howi G L Violane General purpose echnology and wage inequaliy[j] Journal of Economic Growh (4) [11] [J] 2002(1) [12] 昉 [J] 2000(10) [13] [J] 2003(3) [14] [J] 2003(1) [15] [J] 2000(8) [16] [J] 2004(12) [17] Holz Carsen A China s economic growh wha we know oday abou China s economic growh omorrow[r] Hong Kong Universiy of Science & Technology Working Paper 2005 [18] Wang Yan Yao Yudong Sources of China s economic growh Incorporaing human capial accumulaion[j] China Economic Review (1) [19] Chow G C Lin An-loh Accouning for economic growh in Taiwan and mainland China A comparaive analysis [J] Journal of Comparaive Economics (4) [20] [J] 2004(10) [21] [M] 2004 [22] Gujarai D Basic Economerics (4TH)[M]. New York McGraw-Hill 责任编辑 : 李东辉

4/09 4/15 4/21 4/25 5/07 5/13 5/19 5/23 5/29 6/04 6/10 6/16 6/20 6/26 7/02 7/08 第 2 期湖南人文科技学院大学生学报 2 由表 1 可知, 白银期货价格序列与现货价格

4/09 4/15 4/21 4/25 5/07 5/13 5/19 5/23 5/29 6/04 6/10 6/16 6/20 6/26 7/02 7/08 第 2 期湖南人文科技学院大学生学报 2 由表 1 可知, 白银期货价格序列与现货价格第 2 期湖南人文科技学院大学生学报 No.2 2015 年 3 月 Journal of College Sudens of Hunan Universiy of Huaniies, Science and Technology Mar.2015 白银期货与现货价格引导关系研究麦琼辉, 吴丽萍, 黄姿 ( 湖南人文科技学