节点文献
改革以来我国经济波动与消费、投资及进出口关系的协整分析
Cointegration Test between Economic Fluctuation and Consumption,Investment,Import and Export of China since Reform
【摘要】 根据协整检验和误差修正模型,利用我国1979~2003年的年度国民经济统计数据,分析了我国经济波动与消费、投资及进出口之间长期稳定的动态均衡关系和短期的波动关系。研究结果表明,消费和投资是影响我国经济波动的两大主要力量,进口和出口对我国经济波动的影响不大,净出口对我国经济波动的影响不明显。
【Abstract】 Cointegration test and error correction model are applied on the annual national economic statistic data from 1979 to 2003 of China to analyze the long and steady dynamic equilibrium relations and short-term fluctuation relations between economic fluctuation and consumption,investment,and import and export of China.Research results indicate that consumption and investment are two main strengths affecting economic fluctuation of China,while the interactions between business fluctuation and import and export are limited,and the interaction between business fluctuation and net export is even not obvious.
【Key words】 Economic Fluctuation; Cointegration Test; Error Correction Model;
- 【文献出处】 财经理论与实践 ,The Theory and Practice of Finance and Economics , 编辑部邮箱 ,2006年02期
- 【分类号】F224
- 【被引频次】8
- 【下载频次】630