Granger因果关系检验.docVIP

目 录 中文摘要·················································1 英文摘要（Abstract）······································1 一、问题的提出···········································1 二、研究现状·············································2 （一）国外研究现状·······································2 （二）国内研究现状·······································3 三、理论介绍·············································3 （一）ADF检验············································4 （二）协整检验···········································4 （三）误差修正模型·······································5 （四）Granger因果关系检验································5 四、实证分析·············································6 （一）数据选取···········································6 （二）ADF检验···········································7 （三）、协整检验·········································8 （四）误差修正模型······································9 （五）Granger因果关系检验 ·····························10 五、关于数据的一些问题 ·······························10 六、结论和建议·········································12 参考文献···············································13 中国对外贸易和经济增长关系的实证分析 摘要：发达国家和发展中国家的开放与经济增长关系一直是学术界和现实生活的热门话题。对外贸易对经济增长的作用一直存在着较大的争议。本文采用1977年～2007年我国进出口总额和GDP的时间序列数据，利用协整检验和Granger因果关系检验等计量方法，对进口和出口与GDP 的关系进行了检验，结果发现它们之间存在长期稳定的关系。 关键字：对外贸易，经济增长，协整检验，因果检验 Abstract： The relationship between opening up policy and economic growth in both developed and developing countries has long been a hot issue among academic circle and informal discussion. There are disputes on how does foreign trade influence economic growth. This paper adopt econometric methods such as co-integration and Granger-causality test to analyse the time series of China抯 export volume, import volume and GDP from the year 1977 to 2007,testing the relationship between GDP and trade(both export and import).This paper got the result that this relationship is stable in long term. Keywords：foreign trade, economic growth, co-integration, Granger-causality test 一、问题的提出 改革开放以来,我国对外贸易以高于国内生产总值GDP 的速度而呈现出高速增长的态势,成为拉动国民经济