基于协整与Granger因果分析的地区一体化进程研究——以京津冀和长三角为例

A Study on the Regional Integration Process Based on Co-integration and Granger Test——With Jing-Jin-Ji Region and Yangzi River Delta as A Case

基于协整分析和Granger因果检验,分析了京津冀和长三角1980年以来地区一体化发展进程。研究发现,从总体上看,京津冀和长三角地区一体化进程都在不断加深。京津冀地区,1980—1992年,北京与天津、北京与河北间都不存在Granger关系,天津和河北不存在协整关系;1993—2004年间,京津冀区域一体化不断加深,北京是河北、北京是天津的Granger原因;长三角地区,上海与江苏不存在协整关系,1980—1992年,上海与浙江、江苏与浙江之间不存在Granger因果关系,而在1992—2004年,上海与浙江、江苏与浙江均存在Granger因果关系。

This paper examines the regional integration process of Jing-Jin-Ji region and Yangzi River delta based on co-integration and Granger test from the year of 1980. The research shows that the courses of integration both in Jing-Jin-Ji region and Yangzi River delta are deepening continually in general. More specific results are as follows ： （ 1 ） In the region of Jing-Jin-Ji, there was not a Granger relation between Beijing and Tianjing from 1980 to 1992. It was also the case between Beijing and Hebei. There did not exist co-integration between Tianjin and Hebei in the same period; （2） During the period of 1993 to 2004, the integration process of Jing-Jin-Ji region was strengthened constantly. Beijing was the Granger reason of Hebei and Tianjin simultaneously; （3） In the delta of Yangzi River, there did not exist co-integration between Shanghai and Jiangshu. Interestingly, there was not a Granger relationship between Shanghai and Zhejiang, there was not a Granger relationship between Shanghai and Jiangsu from 1980 to 1992. Also, it was the case between Shanghai and Zhejiang. However, from 1992 to 2004, there was a Granger causality relationship both between Shanghai and Zhejiang and between Jiangsu and Zhejiang.