| 基于结构突变的兵团和新疆经济增长的协整分析 |
| |
| 引用本文： | 徐永利,胡锡健. 基于结构突变的兵团和新疆经济增长的协整分析[J]. 石河子大学学报(哲学社会科学版), 2009, 23(5): 18-21 |
| |
| 作者姓名： | 徐永利 胡锡健 |
| |
| 作者单位： | [1]石河子大学师范学院,新疆石河子832003 [2]新疆大学数学与系统科学学院,新疆乌鲁木齐830046 |
| |
| 摘 要： | 该文采用结构突变与协整分析,研究新疆生产建设兵团和新疆1952-2006年GDP增长的相关关系。结果显示,兵团GDP序列及兵团和新疆经济的协整关系在1975年前后发生了突变,以此为依据分别从整体和两个区间1952-1973年和1978-2006年论证了兵团和新疆的GDP增长均存在显著的协整关系。但是通过格兰杰因果关系检验发现在整个样本区间及1978-2006年区间内,兵团的GDP增长均不显著影响新疆经济,但是在1952-1973年内兵团和新疆的经济增长有双向的促进作用。
|
| 关 键 词： | 经济增长 协整分析 结构突变 格兰杰因果检验 |
Cointegration Analysis of Economic Growth between Xinjiang Construction Group and Xinjiang Based on Structural Changes |
| |
| XU Yong-li,HU Xi-jian. Cointegration Analysis of Economic Growth between Xinjiang Construction Group and Xinjiang Based on Structural Changes[J]. Journal of SHIHEZI University(Philosophy and Social Science), 2009, 23(5): 18-21 |
| |
| Authors: | XU Yong-li HU Xi-jian |
| |
| Affiliation: | 1. College of Teachers,ShiHezi University,Shihezi 832003,Xinjiang,China; College of Mathematics and System Science,Xinjiang University, Urumqi 830046,Xinjiang, China) |
| |
| Abstract: | This paper studies the relationship of GDP growth 1952--2006 between Xinjiang Construction Group（XJCG） and Xinjiang by analysis of structural changes and co-integration. The results indicate that XJCG＇s GDP series and the co-integration structure between Xinjiang and XJCG had changed in at- round 1975,and found that either in whole period from 1952--2006 or in parted period 1952--1973 and 1978--2006, the economic growth of XJCG and Xinjiang has obvious co-integration relationship . By G-ranger Causality tests, we found that in whole period and in period 1978--2006, XJCG＇s GDP growth didn＇t have evident impact on Xinjiang＇s GDP growth, but in period 1952--1973 they have dual Granger Causality relationships. |
| |
| Keywords: | Economic Growth Co-integration analysis structural change Granger Causality test |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
