东南大学学报（英文版）2006，Vol.22Issue(2)：238-241,4.
中国经济增长与消费的变结构协整分析
Cointegration analysis with structural changes between consumption and economic growth in China
郭建平 1何建敏1
作者信息
- 1. 东南大学经济管理学院,南京,210096
- 折叠
摘要
Abstract
In order to investigate the existence of a stable long-run equilibrium relationship between economic growth and consumption in China, the relationship between the gross domestic product (GDP) and consumption in China was investigated by the cointegration analysis method. Using the Engle-Granger (EG) test and considering the possibility of structural changes, the impact of external economic shocks on the long-run equilibrium relationship between economic growth and consumption in China was analyzed. Analysis results show that without considering structural changes, the EG test cannot detect cointegration in the series subjected to structural changes; in considering structural changes, cointegration is successfully detected by specifying the dummy variable. In addition, the error correction models were constructed in different periods. This study verifies the existence of a long-run equilibrium relationship between economic growth and consumption in China, and this relationship has significantly changed in 1989 and 1997, respectively.关键词
变结构协整/经济增长/虚拟变量/消费/误差修正模型Key words
cointegration with structural changes/economic growth/dummy variable/consumption/error correction model分类
管理科学引用本文复制引用
郭建平,何建敏..中国经济增长与消费的变结构协整分析[J].东南大学学报（英文版）,2006,22(2):238-241,4.
