产业结构变动与城乡收入差距关系的协整分析

根据中国1952-2008年的数据,运用协整理论和Granger因果检验分析了中国产业结构变动与城乡收入差距的关系.协整检验及误差修正模型结果表明,二者之间在所研究期间内存在长期稳定的正向均衡关系,并且短期动态校正作用明显.同时,Granger因果关系检验结果说明中国的产业结构变动与城乡收入差距扩大之间存在双向因果关系.

Cointegration Analysis on the Relationship between Change in Industrial Structure and Urban-rural Income Gap

Using the method of conintegration analysis and Granger causality test,this paper empirically analyzes the relationship between change in industrial structure and urbanrural income gap based on data from 1952 to 2008 in China.According to the rusults of cointegration test,there is a long-term positive equilibrium relationship between the two variables.And ECM model results show that the corrective function is evident.Meanwhile, Granger causality test results indicate that a bilateral Granger causality lies between change in industrial structure and urban-rural income disparity in China.