需求结构变动非我国经济波动主要冲击源之验证

A Test on that Demand Structure Change is not the Main Shocking Source of Economic Fluctuation in China

将Moore结构变动指数引入我国需求结构中,测度出我国需求结构变动情况,并利用HP滤波的方法分离出经济波动的成分,最后对我国需求结构变动与经济波动之间的关系进行了Granger因果检验。研究发现:经济波动是经济结构变动的Granger原因,在短期,需求结构变动不是经济波动的Granger原因。然而在中长期某时点需求结构变动是经济波动的Granger原因。这说明我国需求结构变动受到了经济发展的影响,而需求结构变动不是我国经济波动的主要冲击来源。

By introducing the Moore index into the demand structure in China, I measure the changes of national demand structure, and analyze the relative data of economic fluctuation by using the HP filter method, and finally make a Granger Causality test on the relationship between the demand structure changes and economic fluctuation. It shows that economic fluctuation is the Granger reason of economic structure changes, in a short term, demand structure changes is not the Granger reason of economic structure changes. However, for a medium and long period, demand structure change is the Granger reason of economic fluctuation. It turns out that the national demand structure change is influenced by the economic development, and the demand structure change is not the main shocking source of national economic fluctuation.