| 中国科技投入与经济增长的Granger因果关系分析 |
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| 引用本文： | 王海鹏,田澎,靳萍.中国科技投入与经济增长的Granger因果关系分析[J].系统工程,2005,23(7):85-88. |
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| 作者姓名： | 王海鹏 田澎 靳萍 |
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| 作者单位： | 1. 上海交通大学,安泰管理学院,上海,200030
2. 重庆大学,科研处,重庆,400044 |
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| 基金项目： | 国家自然科学基金资助项目（70271040） |
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| 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。
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| 关 键 词： | 科技投入 经济增长 Granger因果检验 误差修正模型 |
| 文章编号： | 1001-4098（2005）07-0085-04 |
| 收稿时间： | 2005-03-20 |
| 修稿时间： | 2005-03-20 |
Granger Causality Analysis to the Relationship between Expenditure for Science & Technology and Economic Growth in China |
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| WANG Hai-peng,TIAN Peng,JIN Ping.Granger Causality Analysis to the Relationship between Expenditure for Science & Technology and Economic Growth in China[J].Systems Engineering,2005,23(7):85-88. |
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| Authors: | WANG Hai-peng TIAN Peng JIN Ping |
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| Abstract: | 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. |
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| Keywords: | Expenditure for Science & Technology Economic Growth Granger Causality Error Correction Model |
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