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福建省进出口和GDP关系的实证分析
引用本文:吴承业,陈燕武.福建省进出口和GDP关系的实证分析[J].华侨大学学报(自然科学版),2005,26(1):97-101.
作者姓名:吴承业  陈燕武
作者单位:华侨大学商学院,福建,泉州,362021
基金项目:福建省社会科学研究“十五”规划重点基金资助项目 (2 0 0 3A0 0 5 )
摘    要:根据协整理论方法,利用福建省1981~2002年的年度经济数据,对福建省进出口和GDP的关系进行实证分析.实证结果表明,福建省进出口和GDP的3个因素中,进口与GDP是出口增长的Granger原因,出口与GDP是进口增长的Granger原因.在出口增长与进口增长之间,存在双向因果关系。

关 键 词:误差修正模型  因果关系检验  脉冲响应  方差分解
文章编号:1000-5013(2005)01-0097-05

Positive Analysis of the Relationship between Import-Export and GDP of Fujian Province
Wu Chengye,Chen Yanwu.Positive Analysis of the Relationship between Import-Export and GDP of Fujian Province[J].Journal of Huaqiao University(Natural Science),2005,26(1):97-101.
Authors:Wu Chengye  Chen Yanwu
Abstract:Based on the method of co integration theory, the authors make a positive analysis of the relationship between import export and gross domestic product (GDP) of Fujian province by using economic data of 1981 2002 fiscal years. As shown by the positive results on exports, imports and GDP these three factors, imports and GDP are the Granger cause of the growth of exports; exports and GDP are the Granger cause of the growth of imports; and moreover, there exists bidirectional causal relationship between export growth and import growth.
Keywords:error correction model  Granger test or test of causal relationship  impulse response  variance decomposition
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