对经济变量间因果关系检验方法的探讨

A Study of Testing for Causal relationship between Economic Variables

本文从时空二个维度上提出了要对经济变量之间因果关系的检验问题。对空间维上的两个变量给出了具有相关关系的因果关系检验方法以及利用方差分析的因果关系检验方法 ;对时间维上的两个时序变量给出了利用Granger经济计量因果关系检验模型以及Hsiao提供的因果关系技术 ,同时还强调指出因果关系检验首先要判断时序数据列是否是协整的。

This study addesses the issue of testing for the causal relationship between economic variables from both the time and space domains.In particular,this study provides the procedure for the economic variables that are correlated in the space domain,and the testing method based on the analysis of variance is also discussed.The Granger economtric and Hsiao causality testing techniques for time series variables are discussed and the importance of determining the co-integration relationship between econmic variables before carrying out the causality tests,is also discussed.