进口的经济增长效应——基于趋势突变的协整检验分析

The Growth Effect of China's Import——The Analysis Based on the Co-integration Test Presenting Structural Breaks

当时间序列存在结构突变时,会降低单位根检验和协整检验的检验势。通过对进口对于经济增长的影响作用进行实证分析,可以得到进口没有发挥出应有的促进经济增长的作用;结构突变理论比较适合于研究转型期的中国经济问题的结论。

The test power of unit root test and co-integration test will be much lower when time series present structural breaks. Based on the introduction of the method of testing co-integration and building VEC model with a VAR process in the presence of structural breaks, this paper makes an empirical study of the impact of China＇ s import on the economic growth. The finding of the paper is as follows： China＇ s import didn＇ t play the role of improving economic growth and the theory of structural breaks is suitable to analyze the China economy in transformation. Period.