北京市进出口贸易与经济增长协整关系研究

A Cointegration Analysis on the Relationship between Foreign Trade

10.6338/JDA.200608_1(4).0003

付韶军(Shao-Jun Fu)；姜延书(Yan-Shu Jiang)；高亚春(Ya-Chun Gao)

单位根 ； 协整 ； 因果检验 ； Unit root ； co-integration,causes and effects examination

Journal of Data Analysis

1卷4期（2006 / 08 / 01）

45 - 54

簡體中文

本文主要利用北京市1986~2004年度数据，采用近年来主流的协整理论以及Granger因果关系检验方法，对北京市进出口贸易与GDP增长的内在关系进行了实证研究，实证结果表明北京市进出口与经济增长之间存在稳定的协整关系，北京市GDP增长是北京市出口的单向Granger成因，但北京市的出口和进口以及进口与GDP增长之间不存在相互的Granger因果关系。

This article mainly uses the data of Beijing 1986~2004 year, adopts the co-integration theory and the Granger causal relation inspection method which are the mainstream in recent years. Carrying on empirical analysis to the relations between Beijing import-export trade and GDP growth. The empirical analysis results indicated that between Beijing's import-export and economy growth exists stable co-integration relations, Beijing's GDP growth is the unidirectional Granger cause to Beijing's exports, but between Beijing's export and import as well as import and GDP growth don't exist the mutual Granger causal relation.

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