利用单根检验、协整检验、因果分析的典型案例

论文选读： 国防支出与经济增长的长期均衡与因果关系 ——对中国 19542000 年数据的实证讨论内容提要：国防支出与经济增长的关系引起学术界和现实各国的极大关注和长久争论。本论文以中国为案例对 1954—2000 年样本区间内国防支出与经济增长的关系进行实证性讨论。文章在利用根检验对变量平稳性考察的基础上，应用协整方法对变量的长期均衡进行分析，应用格兰杰因果检验方法对变量之间的因果关系进行经验性讨论。结果表明，在 1954-2000 年样本区间内国防支出与经济增长之间缺乏长期的均衡关系;1980—2000 年样本区间内则存在这种长期的均衡关系，在这一区间内，经济增长是国防支出的格兰杰原因，而国防支出并不是经济增长的格兰杰原因。关键词:国防支出 经济增长 协整 因果关系 JEL 分类:H56 H23 E62 A NOTE ON THE CAUSAL RELATIONSHIP BETWEEN DEFENCE SPENDING AND GROWTH IN CHINA：1954—2000Abstract: The issue between defense spending and economic growth has attracted considerable attentionand has been the subject of many studies。 This paper empirically investigates the hypothesis of a causalrelationship between defense spending and economic growth in China over the period 1954—2000。Specialattention is paid to the integration properties of the series and in addition to analyzing the data usingstandard “pre—cointegration” Granger causality techniques this paper employ modern vectorautoregression methodologyVAR. The result of cointegration reveal the absence long-run equilibriumbetween defense spending and economic growth in China over the period 1954—2000 but exist thislong—run equilibrium over the period 1980-2000. Using the concept of Granger-causality the findingherein suggest that the economic growth is the Granger-causality of defense spending but this is notsustained in the reverse direction over the period 1980—2000.Key words: defense spending economic growth cointegration Granger-causality 一、引言 国防支出与经济增长是一个众说纷纭的话题。尽管如...