食品行业增长波动与经济波动的相关性分析

经济波动是国民经济各行业波动的综合反映,也是各行业波动的原因,波幅的大小决定于各行业的自身特征和行业比重。将产业关联作为食品行业增长波动与经济波动的影响机制;然后通过HP滤波法分解出二者的波动成分和趋势成分,在此基础上,利用协整和格兰杰检验了食品行业和实际GDP在水平值、增长率及其波动成分之间的因果关系。结果发现,实际GDP产出波动将引起食品行业产出波动,其他形式下二者的影响不显著,说明宏观经济的稳定是食品行业稳健增长的重要因素。

Research on the Correlation between the Growth of Food Industry and Economic Fluctuation

Economic fluctuation is a comprehensive reflection of national industries and may cause the volatility of the various industries.The volatility depends on the feature and propotion of the industry.The paper takes the theory of industrial correlation as interaction mechanism between the growth of food industry and economic fluctuation,then,decomposes the fluctuation and trend components through the HP filter method.On this basis,it tests the causal relationship between the food industry and actual GDP in different forms of level value,the growth rate and the fluctuation components with Cointegration and Granger Analysis.The results showed that the volatility of actual GDP leads to the growth fluctuation of the food indutry,while the mutual effect in other forms is not obvious.This means that macroeconomic stability is an important factor to food industry in steady growth.