基于结构突变的兵团和新疆经济增长的协整分析

Cointegration Analysis of Economic Growth between Xinjiang Construction Group and Xinjiang Based on Structural Changes

该文采用结构突变与协整分析,研究新疆生产建设兵团和新疆1952-2006年GDP增长的相关关系。结果显示,兵团GDP序列及兵团和新疆经济的协整关系在1975年前后发生了突变,以此为依据分别从整体和两个区间1952-1973年和1978-2006年论证了兵团和新疆的GDP增长均存在显著的协整关系。但是通过格兰杰因果关系检验发现在整个样本区间及1978-2006年区间内,兵团的GDP增长均不显著影响新疆经济,但是在1952-1973年内兵团和新疆的经济增长有双向的促进作用。

This paper studies the relationship of GDP growth 1952--2006 between Xinjiang Construction Group（XJCG） and Xinjiang by analysis of structural changes and co-integration. The results indicate that XJCG＇s GDP series and the co-integration structure between Xinjiang and XJCG had changed in at- round 1975,and found that either in whole period from 1952--2006 or in parted period 1952--1973 and 1978--2006, the economic growth of XJCG and Xinjiang has obvious co-integration relationship . By G-ranger Causality tests, we found that in whole period and in period 1978--2006, XJCG＇s GDP growth didn＇t have evident impact on Xinjiang＇s GDP growth, but in period 1952--1973 they have dual Granger Causality relationships.