基于协整与Granger因果分析的黑龙江入境旅游与经济增长研究

A Study on the Inbound Tourism and the Economic Growth in Heilongjiang Based on Co-integration and Granger Test

以黑龙江为例,采用协整分析和Granger因果检验,以1985—2006年数据为样本,探讨黑龙江入境旅游与经济增长之间的关系。结果表明,黑龙江入境旅游发展与经济增长之间具有长期稳定的正向关系,并通过建立误差修正模型说明两者间存在的动态均衡关系。同时,Granger因果检验表明黑龙江入境旅游与经济增长两者呈互为因果、互相促进的关系。

Taking Heilongjiang as an example, using co - integration analysis and Granger causality test, based on the years of 1985 - 2006 data, discusses the relationship between the inbound tourism and the economic growth in Heilongjiang. The result shows that there is a stable positive equilibrium relationship between the inbound tourism development and the economic growth in the long term, the ECM explains the short- term undulation. Granger Test shows that the inbound tourism and the economic growth in Heilongjiang reinforce each other and promote each other.