| 中国资本形成与经济增长的动态相关性——基于协变模型的实证分析 |
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| 引用本文： | 赵娜,张少辉.中国资本形成与经济增长的动态相关性——基于协变模型的实证分析[J].财经研究,2007,33(8):132-143. |
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| 作者姓名： | 赵娜 张少辉 |
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| 作者单位： | 南开大学,国际经济研究所,天津,300071;郑州航空工业管理学院,工商管理系,河南,郑州,450015 |
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| 摘 要： | 文章根据1952～2005年的样本数据,利用带有结构突变的单位根检验方法和协变模型判定了我国国内生产总值和资本形成总额时间序列均是带有一次均值突变的趋势平稳过程,证实了我国经济增长与资本形成之间存在着同期协变关系;并利用脉冲响应函数、方差分解以及动态相关系数研究了中国经济增长和资本形成间的动态相关性.最后,文章在此分析基础上得出了主要结论,并提出相应的政策建议.
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| 关 键 词： | 经济增长 资本形成 结构突变 协变 |
| 文章编号： | 1001-9952（2007）08-0132-12 |
| 收稿时间： | 2007-05-08 |
| 修稿时间： | 2007年5月8日 |
The Studies on the Dynamic Correlations between Chinese Capital Formation and Economics Growth: Empirical Evidence Based on Co-breaking Model |
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| ZHAO Na,ZHANG Shao-hui.The Studies on the Dynamic Correlations between Chinese Capital Formation and Economics Growth: Empirical Evidence Based on Co-breaking Model[J].The Study of Finance and Economics,2007,33(8):132-143. |
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| Authors: | ZHAO Na ZHANG Shao-hui |
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| Institution: | 1. The Institute of International Economics , Nankai University, Tianj in 300071 , China ;2. Industrial and Commercial Administration Department ,Zhengzhou Institute of Aeronautical Industry Management, Zhengzhou 450015 ,China |
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| Abstract: | The paper justifies that Chinese GDP and gross capital formation time series are all trend stationary with one structural changes against unit root hypothesis based on 1952 - 2005 data. Then a VAR model with contemporaneous structural breaks is built, i. e. co-breaking model. And the paper also studies the dynamic correlations between capital formation and economics growth by using impulse response function, variance decomposition and cross correlation. Finally, the paper puts forward the important results and some countermeasures. |
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| Keywords: | economics growth capital formation structural break co-breaking |
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