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国家“十二五”规划纲要将打造“首都经济圈”纳入国家区域发展总体战略,文章选取首都经济圈内两市三省1981-2011年的相关数据,计算出了各省市的年人均实际GDP,运用VAR模型以及脉冲响应方法考察了山西与天津和内蒙古人均实际GDP的相关关系.得出山西省的经济发展还较为封闭,没有与首都经济圈内的各省市进行全面的经济合作.文章认为,山西应当根据自身实际情况,充分借助自身发展优势,通过区域协作,建立与区域内各省市经济发展良性互动格局,推动山西省经济健康可持续发展.“,”The national “Twelfth Five-Year Plan” will create a “capital economic circle” into the overall national strategy for regional development, this paper selects the relevant data of the capital economic circle in two provinces during 1981-2011, the calculation of the provinces and cities in the real per capita GDP, using VAR model and impulse response methods to investigate the relationship of Shanxi and Tianjin and Inner Mongolia real per capita GDP. The economic development of Shanxi province is relatively closed, no comprehensive economic cooperation with provincial capital economic circle. This paper indicates Shanxi should according to their own actual situation and make full use of its development advantages, through regional cooperation, establishment and regional cities economic development benign interaction pattern, promoting sustainable economic development in Shanxi province health.