| 基于Granger因果关系检验的居民储蓄影响因素分析 |
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| 引用本文： | 孟毅,李永晓.基于Granger因果关系检验的居民储蓄影响因素分析[J].科技和产业,2009,9(3):40-43. |
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| 作者姓名： | 孟毅 李永晓 |
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| 作者单位： | 湛江师范学院,商学院,广东,湛江,524048 |
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| 摘 要： | 基于协整理论的因果关系研究,是现代计量经济学具有划时代意义的发展。本文通过因果关系来研究我国居民储蓄的影响因素,并对国内生产总值及利率对我国居民储蓄的影响因素进行了实证分析。
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| 关 键 词： | 居民储蓄 协整关系 Granger因果关系 检验方法 |
Analysis the Factors of Household Savings Based on Theory of Granger Causation |
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| MENG Yi,LI Yong-xiao.Analysis the Factors of Household Savings Based on Theory of Granger Causation[J].SCIENCE TECHNOLOGY AND INDUSTRIAL,2009,9(3):40-43. |
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| Authors: | MENG Yi LI Yong-xiao |
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| Institution: | Business School of Zhanjiang Normal College;Zhanjiang Guangdong 524048;China |
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| Abstract: | Research on causality based on the theory of co-integration is a great progress of epoch-making significance for modern econometrics.In this paper,to study the cause and effect relationship between the impact of China's household savings,and gross domestic product and interest rates on the savings of Chinese residents of the factors analyzed. |
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| Keywords: | household savings co-integration relationship Granger causation testing method |
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