| 我国货运量与经济增长关系的协整分析 |
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| 引用本文： | 熊浩,孙有望.我国货运量与经济增长关系的协整分析[J].系统工程,2010(9). |
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| 作者姓名： | 熊浩 孙有望 |
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| 作者单位： | 长沙理工大学交通运输工程学院;同济大学交通运输工程学院; |
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| 摘 要： | 以我国1978~2007年统计年鉴的统计数据为样本,对我国货运量及货运生成量进行协整分析,协整检验结果说明货运量(取对数)与第一产业产值、第二产业比例和第三产业比例之间存在长期均衡关系,货运生成量与国内生产总值GDP(取对数)和第一产业比例存在长期均衡关系。Granger因果关系检验揭示了第一产业产值对货运量、第一产业比例对货运生成量存在单向的Granger因果关系。正交脉冲响应和方差分解分析说明第一产业产值对货运量和第一产业比例对货运生成量具有持续的正影响,而国内生产总值GDP(取对数)对货运生成量具有持续的负影响。
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| 关 键 词： | 货运量 货运生成量 协整分析 格兰特检验 |
Analysis of Co-integration and Causality between Freight Traffic Volume and Economic Growth in China |
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| XIONG Hao,SUN You-wang.Analysis of Co-integration and Causality between Freight Traffic Volume and Economic Growth in China[J].Systems Engineering,2010(9). |
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| Authors: | XIONG Hao SUN You-wang |
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| Institution: | XIONG Hao1,2,SUN You-wang1(1.School of Traffic and Transportation Engineering,Tongji University,Shanghai 201804,China,2.Schoolof Traffic and Transportation Engineering,Changsha University of Science & Technology,Changsha 410076,China) |
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| Abstract: | Using annual data of the period 1978 to 2007,the nexus between freight traffic volume and economic growth in China was investigated within a multivariate framework which includes freight traffic volume,GDP,structural changes.The co-integration estimation results show that there is a long-run equilibrium between freight traffic volume and the three other variables,as well as the freight traffic generation volume and the two other variables.Furthermore,the Granger causality test results suggest that there is ... |
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| Keywords: | Freight Traffic Volume Freight Traffic Generation Volume Co-integration Analysis Granger Causality Test |
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