研发投入与技术创新关联性的动态分析--基于协整检验和状态空间模型的研究

摘要

This paper analyzes this relationship of the R&D input and technology innovation based on state space model, impulse response function and variance decomposition in the period from 1992 to 2011. There results show the elastic coef-ficient of R&D input and financial science and technology innovation in China presents an apparent stage characteristics. The interaction relationship of labor input is higher than that of capital. All of these methods’result are integrated,and complement and verify each other.%运用状态空间模型对1992-2011年我国研发投入与技术创新的关系进行变系数估计，采用协整检验、脉冲响应函数、方差分解分析研发投入与技术创新的动态交互效应。采用 Kalman 滤波法的动态分析发现，研发资金投入和研发人力投入对我国技术创新的弹性系数呈现出明显的阶段性特征。脉冲响应函数和方差分解的结果发现，研发人力投入与技术创新之间的互动关系要强于研发资金投入与技术创新的关系。状态回归模型、脉冲响应函数、方差分解的结果是可以互相验证和互相补充的。