对外贸易与经济增长的协整与因果关系——基于我国1978～2012年数据的实证分析  

Co-integration and Causal Relationship of Foreign Trade and Economic Growth:Empirical Analysis Based on the Data during 1978-2012

作　　者：王保滔[1] 张婷[1] 

机构地区：[1]西北工业大学西部经济研究中心,西安710072

出　　处：《价值工程》2013年第13期174-175,共2页Value Engineering

摘　　要：为了验证当前形势下我国经济增长与对外贸易之间的关系是否发生变化,本文选取1978～2012年进出口和GDP数据,利用EG协整检验方法和Granger因果关系检验方法进行实证分析。结果表明,对外贸易与经济增长之间仍然存在着长期的动态均衡关系,进、出口贸易与经济增长三者之间均存在着双向的因果关系,并且进口对经济增长的促进作用较出口略微显著。In order to verify whether the relationship changes between China＇s economic growth and foreign trade, this paper selects the data of import, export and GDP from 1978 to 2012, use E-G eointegration and Granger causality test models to analysis empirically. The results show that long-term dynamic equilibrium still exists between the foreign trade and economic growth, among the three variables exist two-way causal relationship, and the import role has a slightly significant affection in promoting economic growth than exports.

关 键 词：经济增长 对外贸易 EG协整检验 GRANGER因果关系 

分 类 号：F752[经济管理—国际贸易]