摘要
本文基于广西1991-2008年数据,利用计量经济学中的协整检验、误差修正模型和格兰杰因果检验对广西固定资产投资和经济增长的关系进行分析。结果表明,广西固定资产投资与经济增长之间存在长期稳定的关系。取滞后期为1、3年时,广西固定资产投资是广西经济增长的格兰杰原因,取滞后期为2年时,广西固定资产投资与广西经济增长存在双向的因果关系,两者互相影响。
Based on data for the year 1991-2008 in Guangxi, studying the relationship of Guangxi investment in fixed assets and economic growth, which use cointegration test, error correction model and granger causality test in econometrics. The results show that the relationship of investment in fixed assets and economic growth in Guangxi stays long-term stability. Taking the time lag period of 1,3 years, Guangxi investment in fixed assets is Granger causes of economic growth, taking the time lag of 2 years, Guangxi investment in fixed assets and economic growth, which affect each other, existing two-way causal relationship.
出处
《价值工程》
2010年第20期32-33,共2页
Value Engineering
关键词
广西
固定资产投资
经济增长
协整检验
格兰杰因果检验
Guangxi
investment in fixed assets
economic growth
cointegration test
Granger causality test