| 干散货船新接订单量与世界GDP增长率的协整分析 |
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| 引用本文： | 赵金楼,吕春雷,孔祥婧,李根.干散货船新接订单量与世界GDP增长率的协整分析[J].华东船舶工业学院学报(社会科学版),2011(4):73-77. |
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| 作者姓名： | 赵金楼 吕春雷 孔祥婧 李根 |
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| 作者单位： | [1]哈尔滨工程大学船舶工业经济管理研究所,黑龙江哈尔滨150001 [2]哈尔滨工程大学水声工程学院,黑龙江哈尔滨150001 |
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| 基金项目： | 国家自然科学基金资助项目（70971026） |
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| 摘 要： | 基于协整检验理论和误差修正模型,利用1977～2009年大跨度数据,对干散货船新接订单量与世界GDP增长率关系进行了实证分析,结果表明两者之间存在着长期稳定的正向关系。Granger因果关系检验证实世界GDP增长率对干散货船新接订单量有着单向的因果关系。
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| 关 键 词： | 干散货船新接订单量 GDP增长率 协整 误差修正模型 Granger因果关系检验 |
Analysis of Co-integration on Relation Between Dry Bulk Carrier Contracts and World GDP Growth Rate |
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| ZHAO Jinlou,LV Chunlei,KONG Xiangjing,LI Gen.Analysis of Co-integration on Relation Between Dry Bulk Carrier Contracts and World GDP Growth Rate[J].Journal of East China Shipbuilding Institute(Social Science Edition),2011(4):73-77. |
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| Authors: | ZHAO Jinlou LV Chunlei KONG Xiangjing LI Gen |
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| Institution: | 1(1.Shipping Industry Economic Management Institute,Harbin Engineering University,Harbin Heilongjiang 150001,China; 2.College of Underwater Acoustic Engineering,Harbin Engineering University,Harbin Heilongjiang 150001,China) |
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| Abstract: | This paper analyzes the relation between the world dry bulk carrier contracts and world GDP growth rate based on the co-integration and error correction model with the data from 1977 to 2009.The empirical results show that there is a stable positive equilibrium relation between them in the long run.Through the Granger causality test,we come to the conclusion that there is a unidirectional causality from the GDP growth rate to the world dry bulk carrier contracts. |
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| Keywords: | dry bulk carrier contract GDP growth rate co-integration error correlation model Granger causality test |
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