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ɡɭɥɶɬɚɬɭ ɩɪɢɜɨɞɢɬ ɢ ɩɪɢɦɟɧɟɧɢɟ ɤɪɢɬɟɪɢɹ Ȼɪɨɣɲɚ-Ƚɨɞɮɪɢ ɫ

3. Ʉɪɢɬɟɪɢɣ ɍɚɣɬɚ ɞɚɟɬ

-valueP 0 433.

, ɧɟ

ɜɵɹɜɥɹɹ ɝɟɬɟɪɨɫɤɟɞɚɫɬɢɱɧɨɫɬɢ, ɚ ɤɪɢɬɟɪɢɣ ɀɚɪɤɚ-Ȼɟɪɚ ɞɚɟɬ

- value

0 445.

, ɧɟ ɜɵɹɜɥɹɹ ɫɭɳɟɫɬɜɟɧɧɵɯ ɨɬɤɥɨɧɟɧɢɣ ɪɚɫ-

ɩɪɟɞɟɥɟɧɢɹ ɨɲɢɛɨɤ ɨɬ ɧɨɪɦɚɥɶɧɨɝɨ.

ȼɫɩɨɦɧɢɦ, ɨɞɧɚɤɨ, ɩɪɨ ɤɪɢɬɟɪɢɣ Ƚɨɥɞɮɟɥɞɚ-Ʉɜɚɧɞɬɚ.

Ɉɩɹɬɶ ɜɵɞɟɥɹɹ ɩɟɪɢɨɞɵ ɫ 1960 ɩɨ 1969 ɝɨɞ ɢ ɫ 1976 ɩɨ 1985

ɝɨɞ, ɩɨɥɭɱɚɟɦ ɡɧɚɱɟɧɢɟ F -ɫɬɚɬɢɫɬɢɤɢ 3 354., ɫɨɨɬɜɟɬɫɬɜɭɸɳɟɟ

- value

0 0832.

, ɬɚɤ ɱɬɨ ɧɚ ɫɟɣ ɪɚɡ ɢ ɷɬɨɬ ɤɪɢɬɟɪɢɣ ɧɟ ɨɛɧɚ-

ɪɭɠɢɜɚɟɬ ɫɭɳɟɫɬɜɟɧɧɨɣ ɝɟɬɟɪɨɫɤɟɞɚɫɬɢɱɧɨɫɬɢ.

Ɍɟɦ ɫɚɦɵɦ, ɦɵ ɢɦɟɟɦ ɨɫɧɨɜɚɧɢɹ ɩɪɢɧɹɬɶ ɜ ɤɚɱɟɫɬɜɟ ɜɨɡ-

ɦɨɠɧɨɣ ɦɨɞɟɥɢ ɧɚɛɥɸɞɟɧɢɣ, ɨɛɴɹɫɧɹɸɳɟɣ ɢɡɦɟɧɟɧɢɹ ɨɛɴɟɦɚ

ɫɨɜɨɤɭɩɧɨɝɨ ɩɨɬɪɟɛɥɟɧɢɹ ɧɚ ɩɟɪɢɨɞɟ ɫ 1959 ɩɨ 1985 ɝɨɞ, ɨɰɟ-

ɧɟɧɧɭɸ ɦɨɞɟɥɶ

57.834 - 234.836

0.865 1.012 , .

CONS D D

DPI DPI t

tt t

ttt

 

() ( )

() ( ) ,,

12127



ɗɬɭ ɦɨɞɟɥɶ ɦɨɠɧɨ ɬɚɤɠɟ ɡɚɩɢɫɚɬɶ ɜ ɜɢɞɟ

57.834 0.865 , ,

- 234.836 + 1.012 ,

CONS

DPI t







114

15 27

,,.



ɋɨɨɬɜɟɬɫɬɜɟɧɧɨ ɩɨɫɥɟɞɧɟɣ ɮɨɪɦɟ ɡɚɩɢɫɢ ɬɚɤɚɹ ɦɨɞɟɥɶ ɧɚ-

ɡɵɜɚɟɬɫɹ

ɞɜɭɯɮɚɡɧɨɣ ɥɢɧɟɣɧɨɣ ɪɟɝɪɟɫɫɢɟɣ (ɢɥɢ ɥɢɧɟɣɧɨɣ ɦɨ-

ɞɟɥɶɸ ɫ ɩɟɪɟɤɥɸɱɟɧɢɟɦ). Ɂɚɦɟɬɢɦ, ɧɚɤɨɧɟɰ, ɱɬɨ ɞɨɩɭɫɬɢɜ

ɜɨɡɦɨɠɧɨɫɬɶ ɢɡɦɟɧɟɧɢɹ ɩɨɫɬɨɹɧɧɨɣ ɢ ɤɨɷɮɮɢɰɢɟɧɬɚ ɩɪɢ DPI

ɩɪɢ ɩɟɪɟɯɨɞɟ ɤɨ ɜɬɨɪɨɣ ɱɚɫɬɢ ɩɟɪɢɨɞɚ ɧɚɛɥɸɞɟɧɢɣ, ɦɵ ɦɨɠɟɦ

ɞɨɩɭɫɬɢɬɶ ɩɪɢ ɷɬɨɦ ɢ ɢɡɦɟɧɟɧɢɟ ɞɢɫɩɟɪɫɢɢ ɨɲɢɛɨɤ, ɬ.ɟ. ɩɨɥɚ-

ɝɚɬɶ, ɱɬɨ D

()

ɞɥɹ

t 114,,

ɢ D

()

ɞɥɹ

t 15 27,,

. Ɉɰɟɧɤɢ ɞɥɹ

ɜ ɷɬɨɦ ɫɥɭɱɚɟ ɪɚɜɧɵ, ɫɨɨɬ-

ɜɟɬɫɬɜɟɧɧɨ, 8 517. ɢ 14 886..

ɁȺɄɅɘɑȿɇɂȿ

ȼ ɪɚɦɤɚɯ ɤɨɪɨɬɤɨɝɨ ɜɜɨɞɧɨɝɨ ɤɭɪɫɚ ɦɵ ɭɫɩɟɥɢ ɪɚɫɫɦɨɬ-

ɪɟɬɶ ɬɨɥɶɤɨ ɨɫɧɨɜɵ ɩɨɫɬɪɨɟɧɢɹ ɢ ɫɬɚɬɢɫɬɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ ɦɨ-

ɞɟɥɟɣ ɫɜɹɡɢ ɦɟɠɞɭ ɷɤɨɧɨɦɢɱɟɫɤɢɦɢ ɮɚɤɬɨɪɚɦɢ. Ȼɚɡɨɜɵɦ ɹɜ-

ɥɹɥɨɫɶ ɩɪɟɞɩɨɥɨɠɟɧɢɟ ɨ ɬɨɦ, ɱɬɨ ɨɛɴɹɫɧɹɸɳɢɟ ɩɟɪɟɦɟɧɧɵɟ

ɹɜɥɹɸɬɫɹ ɧɟɫɥɭɱɚɣɧɵɦɢ ɜɟɥɢɱɢɧɚɦɢ, ɧɚ ɤɨɬɨɪɵɟ ɧɚɤɥɚɞɵɜɚ-

ɸɬɫɹ ɫɥɭɱɚɣɧɵɟ ɨɲɢɛɤɢ, ɢɦɟɸɳɢɟ ɧɨɪɦɚɥɶɧɨɟ ɪɚɫɩɪɟɞɟɥɟ-

ɧɢɟ.

Ɉɬɤɚɡ ɨɬ ɩɪɟɞɩɨɥɨɠɟɧɢɹ ɧɨɪɦɚɥɶɧɨɫɬɢ ɪɚɫɩɪɟɞɟɥɟɧɢɹ

ɨɲɢɛɨɤ ɜ ɦɨɞɟɥɢ

ɧɚɛɥɸɞɟɧɢɣ ɜɨ ɦɧɨɝɢɯ ɫɢɬɭɚɰɢɹɯ ɤɨɦɩɟɧɫɢ-

ɪɭɟɬɫɹ ɜɨɡɦɨɠɧɨɫɬɶɸ ɢɫɩɨɥɶɡɨɜɚɬɶ ɢɡɥɨɠɟɧɧɵɟ ɦɟɬɨɞɵ ɩɪɢ

“ɛɨɥɶɲɢɯ ɜɵɛɨɪɤɚɯ”, ɬ.ɟ. ɩɪɢ ɛɨɥɶɲɨɦ ɤɨɥɢɱɟɫɬɜɟ ɧɚɛɥɸɞɟ-

ɧɢɣ. Ɉɬɤɚɡ ɨɬ ɩɪɟɞɩɨɥɨɠɟɧɢɹ ɨ ɧɟɫɥɭɱɚɣɧɨɦ ɯɚɪɚɤɬɟɪɟ ɨɛɴ-

ɹɫɧɹɸɳɢɯ ɩɟɪɟɦɟɧɧɵɯ ɱɪɟɜɚɬ ɛɨɥɟɟ ɫɟɪɶɟɡɧɵɦɢ ɩɨɫɥɟɞɫɬɜɢɹ-

ɦɢ ɢ ɬɪɟɛɭɟɬ ɩɪɢɦɟɧɟɧɢɹ ɛɨɥɟɟ ɬɨɧɤɢɯ ɢ ɫɥɨɠɧɵɯ ɦɟɬɨɞɨɜ

ɫɬɚɬɢɫɬɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ, ɢɡɭɱɟɧɢɟ ɤɨɬɨɪɵɯ, ɜ ɫɜɨɸ ɨɱɟɪɟɞɶ,

ɬɪɟɛɭɟɬ ɫɭɳɟɫɬɜɟɧɧɵɯ ɡɧɚɧɢɣ ɜ ɨɛɥɚɫɬɢ ɬɟɨɪɢɢ ɜɟɪɨɹɬɧɨɫɬɟɣ

ɢ ɦɚɬɟɦɚɬɢɱɟɫɤɨɣ ɫɬɚɬɢɫɬɢɤɢ. Ɉɫɨɛɟɧɧɨ ɷɬɨ ɨɬɧɨɫɢɬɫɹ ɤ ɢɫ-

ɫɥɟɞɨɜɚɧɢɸ ɫɜɹɡɟɣ ɦɟɠɞɭ ɩɟɪɟɦɟɧɧɵɦɢ, ɷɜɨɥɸɰɢɨɧɢɪɭɸɳɢ-

ɦɢ ɜɨ ɜɪɟɦɟɧɢ (ɜɪɟɦɟɧɧɵɦɢ ɪɹɞɚɦɢ).

Ʉɚɤ ɭɠɟ ɨɬɦɟɱɚɥɨɫɶ ɜ ɉɪɟɞɢɫɥɨɜɢɢ, ɡɚɢɧɬɟɪɟɫɨɜɚɧɧɵɣ ɱɢ-

ɬɚɬɟɥɶ ɦɨɠɟɬ ɨɛɪɚɬɢɬɶɫɹ ɞɚɥɟɟ ɤ ɰɢɬɢɪɨɜɚɜɲɟɣɫɹ ɬɚɦ ɤɧɢɝɟ

Ʉ.Ⱦɨɭɝɟɪɬɢ, ɝɞɟ ɜ ɞɨɫɬɭɩɧɨɣ ɮɨɪɦɟ ɢɡɥɨɠɟɧɵ ɧɟɤɨɬɨɪɵɟ ɜɨ-

ɩɪɨɫɵ, ɫɜɹɡɚɧɧɵɟ

ɫ ɧɟɫɥɭɱɚɣɧɨɫɬɶɸ ɨɛɴɹɫɧɹɸɳɢɯ ɩɟɪɟɦɟɧ-

ɧɵɯ, ɦɨɞɟɥɢɪɨɜɚɧɢɟɦ ɞɢɧɚɦɢɱɟɫɤɢɯ ɩɪɨɰɟɫɫɨɜ ɢ ɨɰɟɧɢɜɚɧɢɟɦ

ɫɢɫɬɟɦ ɨɞɧɨɜɪɟɦɟɧɧɵɯ ɭɪɚɜɧɟɧɢɣ. ɉɨɥɟɡɧɨ ɬɚɤɠɟ ɨɛɪɚɬɢɬɶɫɹ

ɤ ɤɧɢɝɟ ə.Ɋ.Ɇɚɝɧɭɫɚ, ɉ.Ʉ.Ʉɚɬɵɲɟɜɚ ɢ Ⱥ.Ⱥ.ɉɟɪɟɫɟɰɤɨɝɨ (1997),

ɜ ɤɨɬɨɪɨɣ ɬɟ ɠɟ ɜɨɩɪɨɫɵ ɢɡɥɨɠɟɧɵ ɜ ɛɨɥɟɟ ɤɨɦɩɚɤɬɧɨɦ, ɧɨ ɢ

ɛɨɥɟɟ ɮɨɪɦɚɥɶɧɨɦ ɜɢɞɟ. Ɂɚɬɟɦ ɦɨɠɧɨ ɨɡɧɚɤɨɦɢɬɶɫɹ ɫ ɨɫɧɨɜɚ-

ɦɢ ɫɬɚɬɢɫɬɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ ɜɪɟɦɟɧɧɵɯ ɪɹɞɨɜ, ɨɛɪɚɬɢɜɲɢɫɶ ɤ

ɤɧɢɝɟ ɋ.Ⱥ.Ⱥɣɜɚɡɹɧɚ ɢ ȼ.ɋ.Ɇɯɢɬɚɪɹɧɚ (1998). Ɋɚɡɧɨɨɛɪɚɡɧɵɟ

ɷɤɨɧɨɦɟɬɪɢɱɟɫɤɢɟ ɦɨɞɟɥɢ ɢ ɦɟɬɨɞɵ ɚɧɚɥɢɡɚ ɷɬɢɯ ɦɨɞɟɥɟɣ ɨɛ-

ɫɭɠɞɚɸɬɫɹ ɜ ɤɧɢɝɟ W. H. Green (1993). ɉɨɞɪɨɛɧɵɣ ɨɛɡɨɪ ɫɨ-

ɜɪɟɦɟɧɧɵɯ ɦɟɬɨɞɨɜ ɫɬɚɬɢɫɬɢɱɟɫɤɨɝɨ ɚɧɚɥɢɡɚ ɫɜɹɡɟɣ ɦɟɠɞɭ

ɜɪɟɦɟɧɧɵɦɢ ɪɹɞɚɦɢ, ɢɦɟɸɳɢɦɢ ɜɵɪɚɠɟɧɧɵɣ ɬɪɟɧɞ, ɢɦɟɟɬɫɹ ɜ

ɤɧɢɝɟ Maddala G.,S., Kim In-Moo (1999), ɨɞɧɚɤɨ ɱɬɟɧɢɟ ɷɬɨɣ

ɤɧɢɝɢ ɬɪɟɛɭɟɬ ɫɭɳɟɫɬɜɟɧɧɨɣ ɦɚɬɟɦɚɬɢɱɟɫɤɨɣ ɩɨɞɝɨɬɨɜɤɢ. ȼ

ɩɪɢɜɨɞɢɦɨɦ ɧɢɠɟ ɫɩɢɫɤɟ

ɥɢɬɟɪɚɬɭɪɵ ɩɟɪɟɱɢɫɥɟɧɵ ɢ ɧɟɤɨɬɨ-

ɪɵɟ ɞɪɭɝɢɟ ɪɭɤɨɜɨɞɫɬɜɚ ɪɚɡɥɢɱɧɨɣ ɫɬɟɩɟɧɢ ɫɥɨɠɧɨɫɬɢ, ɢɡɞɚɧ-

ɧɵɟ ɜ ɩɨɫɥɟɞɧɟɟ ɞɟɫɹɬɢɥɟɬɢɟ.

ɋɉɂɋɈɄ ɅɂɌȿɊȺɌɍɊɕ

Ⱥɣɜɚɡɹɧ ɋ.Ⱥ., Ɇɯɢɬɚɪɹɧ ȼ.ɋ. (1998), ɉɪɢɤɥɚɞɧɚɹ ɫɬɚɬɢɫɬɢɤɚ

ɢ ɨɫɧɨɜɵ ɷɤɨɧɨɦɟɬɪɢɤɢ. Ɇ., ɘɇɂɌɂ.-1022 ɫ.

Ɇɚɝɧɭɫ ə.Ɋ., Ʉɚɬɵɲɟɜ ɉ.Ʉ., ɉɟɪɟɫɟɰɤɢɣ Ⱥ.Ⱥ. (1997), ɗɤɨɧɨ-

ɦɟɬɪɢɤɚ. ɇɚɱɚɥɶɧɵɣ ɤɭɪɫ. 3-ɟ ɢɡɞ. Ɇ., Ⱦɟɥɨ.-400 ɫ.

Ⱦɨɭɝɟɪɬɢ Ʉɪɢɫɬɨɮɟɪ (1997), ȼɜɟɞɟɧɢɟ ɜ ɷɤɨɧɨɦɟɬɪɢɤɭ. ɉɟɪ. ɫ

ɚɧɝɥ.- Ɇ., ɂɇɎɊȺ-Ɇ.- XIV, 402 c.

Maddala G.L., Kim In-Moo (1999), Unit Roots, Cointegration, and

Structural Change. Cambridge Univ. Press.

Davidson R., MacKinnon J.G. (1993), Estimation and Inference in

Econometrics. Oxford Univ. Press.

Hatanaka M. (1996), Time-Series Based Econometrics. Unit Root

and Cointegration. Oxford Univ. Press.

Green W.H. (1993),

Econometric Analysis ( second edition).

Macmillan Publishing Company.

Johnston, J., DiNardo J. (1997), Econometric Methods. McGraw-

Hill, Inc.