基于误差修正模型的湖北省居民消费水平与GDP的协整分析  

The Co-integration Analysis Based on Error Correction Model of the Level of Consumption and GDP of Hubei

作　　者：胡曙[1] 干晓蓉[1] 

机构地区：[1]昆明理工大学理学院,昆明650500

出　　处：《科学技术与工程》2011年第18期4286-4290,共5页Science Technology and Engineering

摘　　要：选取湖北省地区生产总值和居民消费水平两个经济变量,基于协整理论,通过协整分析和误差修正模型对两经济变量进行实证分析。结果表明,尽管两经济变量都是非平稳的,但两者之间存在长期的均衡关系。通过Granger因果检验可知,两者之间只存在单向关系,即地区生产总值是居民消费水平的格兰杰原因。短期内,居民消费水平会随着经济的波动而成正向响应。最后通过脉冲响应函数的分析,也反映了这一点。The two economic variables GDP and consumption levels in Hubei are selected.Based on the co-integration theory,the two economic variables are analyzed by co-integration analysis and errorcorrection model.The result shows that although the two economic variables are non stationary,however,there is a longterm equilibrium relationship between them.By Granger causality test that can see there is only one-way rela-tionship between the two,GDP is the Granger causes of the level of consumption,in the short term,the level of consumption will fluctuate with the economy made a positive response.Finally,by the impulse response function analysis also reflects this.

关 键 词：协整分析 误差修正模型 GRANGER因果检验 脉冲响应函数 

分 类 号：F224.7[经济管理—国民经济]