农业财政支出与农业GDP波动(1978-2001)——一个Granger因果检验被引量：1

The Fluctuation of the Budgetary Expenditure for Agriculture and Agriculture GDP in China (1978-2001) -A Granger Causality Test

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摘要中国农业财政支出与农业GDP增长都呈循环波动形式。为表明农业财政支出波动受农业GDP波动影响,利用一个非参数检验法识别出两者的非随机波动之后,基于两者波动的协整关系,建立误差修正模型,检验两者波动的Granger因果关系。 Budgetary expenditure for agriculture increased in a cycle flucturation form in China (1978-2001), and the same to agriculture GDP. In this paper, a non-parameter test is used to identify the fluctuation from random effects. Based on a co-integration relationship and an error correction model, this paper uses a Granger causality test to empirically analyze the causality relationship of the fluctuation of budgetary expenditure for agriculture and the fluctuation of agriculture GDP.

作者姚耀军和丕禅

机构地区浙江大学农业现代化与农村发展研究中心

出处《商业研究》北大核心 2005年第5期172-175,共4页 Commercial Research

关键词农业财政支出农业GDP 协整 GRANGER因果关系 budgetary expenditure for agriculture agriculture GDP co-integration Granger causality test

分类号 F323.8 [经济管理—产业经济]

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