基于扩展(Lag-Augmented) VAR 模型的国防支出与经济增长的因果关系检验

国防支出与经济增长的关系一直是经济学家们着迷的话题。学者们也一直在为阐释两者之间的关系寻找理论基础,而他们所得出的结论往往具有不确定性。我国的国防支出与经济增长到底是什么关系需要实证检验,通过对以往实证文献的评述以及实证数据的分析,文章选用扩展的VAR模型对我国国防支出与经济增长的因果关系进行了检验,结果证明,国防支出与经济增长之间只存在经济增长到国防支出的单项因果关系。

Causality Test of Defense Spending and Economic Growth Based on Lag-Augmented VAR Model

The velationship of defense spending and economic growth has always been the focused topicforeconomists.Scholans have been finding the theoretical basis for explaining the velationship between them but the conclusions are often uncertain.What is on earth the relationslip between China’s defense spending and economic growth needs empirical tests.By the comments of the previous empirical literature and empirical data analysis,the article chooses Lag-Augmented VAR model to test the causality of China’s defense spending and economic growth.The conclusion proves that there is only one-way causation from economic growth to defense spending.