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宏观经济波动与产业结构变动的实证研究 被引量:36

An empirical analysis of maro economic fluctuation and industry construction change
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摘要 宏观经济波动与产业结构变动密切相关,产业结构的调整必然会引发宏观经济波动。然而,由于各大产业的内部构成和运作方式存在重大差异,因此,它们的变动对宏观经济波动的贡献率是各不相同的。计量经济分析的结果表明,第二产业和第一产业对宏观经济波动贡献率最大,但是,第一产业的作用在统计上更为显著,而第三产业的变动与宏观经济波动之间不存在因果关系。而宏观经济波动不是产业结构调整的根本原因。 Macro economic fluctuation and industrial structure are closely related in that adjustment of the latter will definitely trigger the former.However,inner structures and operating modes of all major industries are quite different,so they make different contributions to macro economic fluctuation.The results of quantitative economic analysis indicate that the secondary and the primary industries make the maximum contribution to macro economic fluctuation.But the primary industry plays a statistically more sig...
作者 李云娥
出处 《山东大学学报(哲学社会科学版)》 CSSCI 北大核心 2008年第3期120-126,共7页 Journal of Shandong University(Philosophy and Social Sciences)
基金 国家社会科学基金重大项目(07&ZD045)
关键词 宏观经济波动 产业结构 格兰杰因果检验 脉冲响应函数 方差分解 macro economic fluctuation industry structure Granger causality test Impulse-response function variance decomposition
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参考文献4

  • 1[1]Arnold,L.G.,2002,Business Cycle Theory,Oxford University Press.
  • 2[2]Hansen,G..and E.Prescott,1993,"Did Technology Shocks Cause the 19901991 Recession?",American Economic Review Papers and Proceedings 83.
  • 3[3]Greenwood,J.,Z.Hercowitz and G.Huffman,1988,"Investment,Capacity Utilization,and the Real Business Cycle",American Economic Review 78.
  • 4[4]Dejong,D.N.,B.F.Ingram and C.H.Whiteman,2000,"Keynesian Impulses Versus Solow Residuals:Identifying Sources of Business Cycle Fluctuations",Journal of Applied Econometrics 15.

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