摘要
传统的Granger因果关系检验只适用于平稳变量.中国经济的快速增长使得多数宏观经济变量表现出非平稳特征.协整以及建立在协整关系基础上的误差修正模型为研究非平稳变量之间的因果关系指明了新的途径.本文利用1953～2003年中国科技投入和经济增长的年度数据,建立了一个反映二者动态关系的误差修正模型.通过基于误差修正模型的Granger 因果检验,发现中国科技投入和经济增长之间存在双向因果关系.
The traditional Granger causality test can only be used to analyze the relationship between two stationary variables. The rapid economic growth makes most macroeconomic variables non-stationary in China. Cointegration and error correction model provide us a way to test causality between non-stationary variables. This paper constructs an error correction model to reflect the dynamic relationship between expenditure for science ＆ technology and economic growth based on annual data from 1953 to 2003. The testing of Granger causality to error correction model indicates that there is bilateral Granger causality between expenditure for science ~. technology and economic growth in China.
出处
《系统工程》
CSCD
北大核心
2005年第7期85-88,共4页
Systems Engineering
基金
国家自然科学基金资助项目(70271040)
关键词
科技投入
经济增长
GRANGER因果检验
误差修正模型
Expenditure for Science ＆ Technology
Economic Growth
Granger Causality
Error Correction Model
