我国经济增长数量与经济增长质量关系研究——基于2000—2019年数据的混频Granger因果关系检验

Research on the Relationship between Economic Growth Quantity and Economic Growth Quality——Mixing Granger Causality Test Based on 2000-2019 Data

经济发展涵盖数量增加和质量提升两个方面,经济高质量发展是经济增长数量与质量的高度统一。经济增长数量与质量之间的关系较为复杂,本文运用混频动态因子模型测算经济增长质量指数,进一步采用混频Granger因果关系检验我国经济增长数量与质量之间的关联性。结果表明:我国经济增长数量与质量分别呈现拖平长尾与微波增长特征,经济增长数量与质量之间存在快速发展情形下的"虚假背离"现象;不同预测基准期和滞后阶下,经济增长数量与质量之间的同频P值和混频P值存在差异,甚至存在同频检验和混频检验结果矛盾的现象;混频Granger因果关系检验在接受原假设时的P值更大,拒绝原假设时的P值更小,混频Granger因果关系检验效果优于同频Granger因果关系检验效果。由上述检验可知,我国经济增长数量与质量之间具有异质性因果关系,宏观调控过程中应积极发挥经济增长数量与质量间的协同互动效应,引导我国经济高质量发展。

Economic development covers two aspects:quantity increase and quality improvement.High economic quality is a high degree unity of quantity and quality.The relationship between economic growth rate and growth quality is more complicated.This paper uses the mixing dynamic factor model to measure the economic growth quality index,and further uses the mixing Granger causality to test the correlation between the quantity of economic growth and the quality of economic growth in China.The results show that:China’s economic growth quantity and economic growth quality present the characteristics of flattened long tail and microwave growth respectively,and there is a phenomenon of"false deviation"under the rapid development situation between the economic growth quantity and economic growth quality;Under different forecast base periods and lag steps,there are differences in the P value of the same frequency and the P value of the mixing frequency between the quantity of economic growth and the quality of economic growth,and there is even a contradiction between the results of the same frequency test and the mixing test;Mixing The P value of Granger causality test is larger when accepting the null hypothesis and smaller when the null hypothesis is rejected.The effect of mixed Granger causality test is better than that of same frequency Granger causality test.From the above test,it can be seen that there is a heterogeneous causal relationship between the quantity of economic growth and the quality of economic growth in China.In the process of macroeconomic regulation and control,the synergistic interaction effect between the quantity of economic growth and the quality of economic growth should be actively used to guide the high-quality development of China’s economy.