| 农业财政支出与农业GDP波动(1978-2001)——一个Granger因果检验 |
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| 引用本文： | 姚耀军,和丕禅.农业财政支出与农业GDP波动(1978-2001)——一个Granger因果检验[J].商业研究,2005(5):172-175. |
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| 作者姓名： | 姚耀军 和丕禅 |
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| 作者单位： | 浙江大学,农业现代化与农村发展研究中心,浙江,杭州,310029 |
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| 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。
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| 关 键 词： | 农业财政支出 农业GDP 协整 Granger因果关系 |
| 文章编号： | 1001-148X(2005)05-0172-04 |
| 修稿时间： | 2003年12月8日 |
The Fluctuation of the Budgetary Expenditure for Agriculture and Agriculture GDP in China (1978-2001)--A Granger Causality Test |
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| YAO Yao-jun,HE Pi-chan.The Fluctuation of the Budgetary Expenditure for Agriculture and Agriculture GDP in China (1978-2001)--A Granger Causality Test[J].Commercial Research,2005(5):172-175. |
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| Authors: | YAO Yao-jun HE Pi-chan |
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| Abstract: | 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. |
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| Keywords: | budgetary expenditure for agriculture agriculture GDP co-integration Granger causality test |
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