中国对外贸易与经济增长的协整分析及因果关系检验

The Integration Analysis and the Causality Detection of Chinese Foreign Trade and Economic Growth

根据1978-2005年中国的经济数据,分析了中国进口、出口与经济增长之间是否存在协整关系,在存在协整关系的情况下,从短期和长期来看各变量之间是否构成因果关系以及因果关系的性质,并对实证分析结果做出了总体评价。

According to the economic data in China during 1978 to 2006, it is analyzed whether there is an integration relationship among the import, export and economic growth in China. Then the cause and effect relationship existing among different variables and their causality property are examined from the perspective of short - term and long - term when there is integration relationship. At last, the general evaluation is made on the result of empirical analysis.