五Granger因果关系检验.docVIP

目 录 中文摘要·················································1 英文摘要（Abstract）······································1 一、引言·················································1 二、文献综述·············································2 （一）早期的理论·········································2 （二）现代实证经济学的理论·······························3 三、模型结构·············································6 （一）时间序列的平稳性···································6 （二）平稳性的单位根检验·································6 （三）协整关系的确立和检验·······························7 （四）建立误差修正模型···································7 （五）Granger因果关系检验································8 四、数据选取·············································8 五、江苏省经济增长与对外贸易的实证分析···················10 （一）图形分析···········································10 （二）ADF检验············································11 （三）协整检验···········································11 （四）误差修正模型·······································12 （五）Granger因果关系检验 ·······························13 六、总结和评价···········································13 参考文献·················································16 江苏省对外贸易与经济增长的关系研究 统计051 马超 2070405134 摘要：本文通过用单位根检验、协整检验，并建立误差修正模型，分析对外贸易与经济增长之间的关系，并通过格兰杰因果检验分析之间的因果关系；进口增长对江苏省经济增长具有较大的促进作用,而出口增长对经济增长的影响不显著。 关键词：单位根检验，协整检验，误差修正模型，格兰杰因果 Abstract: In this paper, unit root test, cointegration test and the building of error correct model are used for analysing the relation between the foreign trade and economic growth, furthermore, granger causality is used for examining and analysing the cause-effect relationship between the foreign trade and economic growth,and there comes to an conclusion that the growth in imports has significant promoting effect on the economic development of Jiangsu,but the growth in exports shows little influence on it. Keywords: unit root test , cointegration test , error correct model , granger causality 一、引言 自改革开放以来, 江苏省作为经济强省，其国民收入和对外贸易增长迅猛, 对外贸易在江苏省经济发展中的影响越来越显著, 国外要素已经渐渐成为一国或地区发展经济、增进居民福利的重要手段。虽然理论界对于对外贸易的作用存在各种的不同看法,甚至差别很大，但不