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产业结构变动与我国宏观经济波动
引用本文:王延军, 温娇秀, 吴静茹,.产业结构变动与我国宏观经济波动[J].华东经济管理,2011,25(2):21-23.
作者姓名:王延军  温娇秀  吴静茹  
作者单位:1. 复旦大学,理论经济学博士后流动站,上海,200433;上海立信会计学院,经贸学院,上海,201620
2. 上海财经大学,公共政策研究中心,上海,200434
3. 中南财经政法大学,财政税务学院,湖北,武汉,430073
摘    要:采用结构变动值K和Moore指数作为我国三次产业结构变动的测量指标,并以总产出增长率和HP滤波后的波动成分作为衡量经济波动的指标,文章对我国产业结构变动与宏观经济波动之间的关系进行了格兰杰因果关系检验。结果显示:产业结构变动不是我国经济波动的格兰杰原因,而经济波动是产业结构变动的格兰杰原因;这说明产业结构变动不是我国经济波动的主要冲击来源,而我国的产业结构变动却受到了经济发展的影响。

关 键 词:产业结构  Moore指数  HP滤波  格兰杰因果关系检验

Changes of Industrial Structure and Macro-economic Fluctuation in China
WANG Yan-jun; ; WEN Jiao-xiu; WU Jing-ru.Changes of Industrial Structure and Macro-economic Fluctuation in China[J].East China Economic Management,2011,25(2):21-23.
Authors:WANG Yan-jun; ; WEN Jiao-xiu; WU Jing-ru
Institution:1.Station for the Post-Doctors of Theoretical Economics; Fudan University; Shanghai 200433; China; 2.School of International Trade and Economics; Shanghai Lixin College of Accounting; Shanghai 201620; 3.Centre of Public Policy; Shanghai University of Finance and Economics; Shanghai 200434; 4.Department of Finance and Tax; Zhongnan University of Economics and Law; Wuhan 430073; China
Abstract:Measuring the changes of industrial structure with K index and Moore index,and using the growth rate of total output and the fluctuation ingredient after HP filter as the measurement of economic fluctuation,this paper researches the relationship between them with Granger Causality tests.It finds,changes of industrial structure is not Granger cause economic fluctuations in china,but economic fluctuation Granger cause changes in industrial structure;this shows that the changes of industrial structure is not a...
Keywords:industrial structure  Moore index  HP Filter  Granger Causality test  
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