摘要
将频率滤波技术与Granger因果关系检验相结合,基于谱频率带分析了我国经济增长与物价波动之间的因果关系,从频率分量的角度,说明了我国经济增长和物价波动之间基本因果关系的成因.又对一个序列的某一频率分量与另一个序列之间的因果关系以及两序列对应频率分量之间的因果关系进行了分析.本文的结论可以为在经济实践中充分认识两者的关系,进而加以应用提供依据.
The frequency filter technology is combined with the Granger causality test to analyze the Granger causality between China economic growth and price fluctuation based on spectral frequency bands. From the aspect of frequency components, the reason of the basic causality between China eco- nomic growth and price fluctuation is explained. The Granger causality between a frequency component of one series and the other series along with the Granger causality between the corresponding frequency components of the two series are also analyzed. The conclusions can help us to better understand the relationship between the economic growth and the price fluctuation, and provide guidances for economic practice.
出处
《数理统计与管理》
CSSCI
北大核心
2014年第2期345-354,共10页
Journal of Applied Statistics and Management
