摘要
从理论上来看,宏观经济周期是反映整体经济波动的经济变量,而中观的产业结构又是构成宏观经济的重要载体,因此,经济周期波动与产业结构变动存在相互影响的关系。文章选取1952-2011年的我国GDP和产业结构数据,采用Granger因果检验方法和VAR模型来分析产业结构和经济周期波动之间的关系及其影响程度。研究认为,我国产业结构变动是引起宏观经济周期波动的深层次原因,同样,经济周期波动也是引起产业结构变动的显著原因,二者之间存在双向影响的Granger因果关系。
In theory, macroeconomic cycle is an economic variable to reflect the overall economic activities, and the medium industrial structure is an important intermediary comprising the macroeconomy, therefore, there is an interactive relationship between economic cycle fluctuation and the change of industrial structure. This paper selects data of GDP and industrial structure between 1952 and 2011 in China, uses the Granger causality test and the VAR model to analyze the relationship and the interactive degree between industrial structure and economic cycle fluctuation, and finds that there is a two-way Granger causality relationship between the industrial structure change and the fluctuation of macroeconomic cycle in that the former is an underlying reason causing the latter, and the latter is a significant factor affecting the former.
出处
《会计与经济研究》
北大核心
2013年第1期91-96,共6页
Accounting and Economics Research
基金
教育部人文社科一般项目(12YJA790007)
关键词
产业结构变动
经济周期波动
GRANGER因果检验
产业经济
the change of industrial structure
economic cycle fluctuation
Granger causality test
industrial economy