北京市出口、消费与经济增长关系研究

Research on Relationship Between Export Trade,Consumption and GDP Growth of Beijing

本文主要依据北京市1979-2005年度数据,采用协整理论以及Granger因果关系检验方法,对北京市出口、消费与GDP增长的内在关系进行了实证研究.实证结果表明,北京市出口、消费与经济增长之间存在稳定的协整关系.北京市出口是北京市经济增长和消费的Granger成因,但北京市经济增长和消费不是北京市出口的Granger成因;北京市消费是北京市经济增长的Granger成因,但北京市经济增长不是北京市消费的Granger成因.

According to the co-integration theory, the Granger causality test, and the annual statistic data from 1979 to 2005 of Beijing, the authors study the interaction between export trade, consumption and economic growth of Beijing. The empirical analytical results indicate that the export trade, consumption and GDP growth bears a stable co-integration relationship. Beijing＇s export trade is the Granger cause of its economic growth and consumption. But Beijing＇s economic growth and consumption are not the Granger cause of its export trade. Moreover, Beijing＇s consumption is the Granger cause of its economic growth, but not vice versa.