农业财政支出与农业GDP波动(1978-2001)——一个Granger因果检验  

The Fluctuation of the Budgetary Expenditure for Agriculture and Agriculture GDP in China (1978-2001) -A Granger Causality Test

作　　者：姚耀军[1] 和丕禅[1] 

机构地区：[1]浙江大学农业现代化与农村发展研究中心,浙江杭州310029

出　　处：《商业研究》2005年第5期172-175,共4页Commercial Research

摘　　要：中国农业财政支出与农业GDP增长都呈循环波动形式。为表明农业财政支出波动受农业GDP波动影响,利用一个非参数检验法识别出两者的非随机波动之后,基于两者波动的协整关系,建立误差修正模型,检验两者波动的Granger因果关系。Budgetary expenditure for agriculture increased in a cycle flucturation form in China (1978-2001), and the same to agriculture GDP. In this paper, a non-parameter test is used to identify the fluctuation from random effects. Based on a co-integration relationship and an error correction model, this paper uses a Granger causality test to empirically analyze the causality relationship of the fluctuation of budgetary expenditure for agriculture and the fluctuation of agriculture GDP.

关 键 词：农业财政支出 农业GDP 协整 GRANGER因果关系 

分 类 号：F323.8[经济管理—产业经济]