| 我国经济增长与利用外资的变结构协整分析 |
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| 引用本文： | 郭建平,何建敏.我国经济增长与利用外资的变结构协整分析[J].数理统计与管理,2007,26(2):273-278. |
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| 作者姓名： | 郭建平 何建敏 |
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| 作者单位： | 东南大学经济管理学院,江苏南京,210096 |
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| 摘 要： | 本文分析了我国利用外资与经济增长之间的关系。运用协整分析方法,考虑数据结构突变的可能性,本文研究发现,对结构突变的数据序列,恩格尔—葛兰杰检验没有检测到协整关系;通过设定虚拟变量,成功检测到该协整关系,并建立误差修正模型。基于现有数据的实证结果表明我国经济增长与利用外资之间的协整关系在1997年发生了变化。
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| 关 键 词： | 变结构协整 经济增长 虚拟变量 误差修正模型 |
| 文章编号： | 1002-1566（2007）02-0273-06 |
| 修稿时间： | 2005-10-17 |
Co-Integration Analysis with Structural Changes Between Foreign Capital and Economic Growth in China |
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| GUO Jian-ping,HE Jian-min.Co-Integration Analysis with Structural Changes Between Foreign Capital and Economic Growth in China[J].Application of Statistics and Management,2007,26(2):273-278. |
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| Authors: | GUO Jian-ping HE Jian-min |
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| Institution: | Economy and Management College of Southeast University, Nanjing, 210096, China |
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| Abstract: | The relationship between foreign capital and economic growth in China is analyzed in this paper. Using the method of co - integration analysis and considering the possibility of structural changes, this paper finds that Engle - Granger test cannot detect the co - integration subject to structural changes series. Through specifying the dummy var- iable, this co - integration is successfully detected. In addition, error correction model is built. The empirical result based on real data indicates the change of the co - integration between foreign capital and economic growth in 1997 in China. |
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| Keywords: | co - integration with structural changes economic growth dummy variable error correction model |
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