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协整分析与误差修正模型——从增长率看民营企业进出口对我国经济增长的影响 被引量:8

Co-integration Analysis and Error Correction Model——the Effect of CPEs' Imports and Exports on China's Economic Growth Seen from Growth Rate
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摘要 作者在计算民营企业净出口对我国经济增长的贡献度和贡献率,以及对1994年-2005年民营企业进、出口和我国 GDP数据进行协整分析的基础上,根据格兰杰定理运用EG两步法建立三者间的误差修正模型。实证分析表明从增长率的角度来看,民营企业进、出口对我国经济增长的促进作用非常显著。 The author first calculates the contribution extent and ratio of CPEs'net export to China's economic growth, then makes a co - integration analysis of the data of the imports and exports of CPEs and the GDP of our country in 1994 -2005, and on the basis of Granger Theorem and EC two - step method constructs the error correction model. The empirical analysis indicates that from the viewpoint of growth rate the CPEs'imports and exports have obviously promoted China's economic growth.
作者 何莉
出处 《经济经纬》 CSSCI 北大核心 2006年第3期108-110,共3页 Economic Survey
关键词 民营企业 对外贸易 经济增长 协整检验 误差修正模型 CPE exterior trade economic growth co - integration test error correction model
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