新疆进出口贸易与经济增长的协整分析

Xinjiang Import-Export Trade and Economic Growth Co-integration Analysis

本文根据新疆1985-2010年的年度样本数据,通过单位根检验验证了新疆经济增长(GDP)和新疆进出口贸易(EX、IM)的时间序列具有二阶差分平稳性;Granger因果关系检验表明,新疆经济增长与出口贸易之间具有良好的互动性,新疆的经济增长带动了新疆进口的显著增加;协整检验和误差修正模型(ECM),证实了新疆经济增长与进出口贸易之间存在着长期的协整关系,并利用误差修正模型以及动态相关系数研究了新疆经济增长与进出口贸易的之间的动态相关性。

According to Xinjiang 1985 -2010 annual sample data, the time series of Xinjiang＇ s economic growth （GDP） and Xinjiang＇ s import-export trade （EX, IM） are verified the second order differential stability by u-sing the econometrics method of ADF unit root test; Granger causality test indicate that good interactivity are found between the economic growth and export trade in Xinjiang. The economic growth driven the import＇ growth signifi-cantly in Xinjiang; A long co - integrating relationship between economic growth and import - export trade is con-firmed by the co - integration test and the error correction model （ECM） in Xinjiang, and the dynamic correlation between economic growth and import - export trade is studied by using the error correction model and dynamic cor-relation coefficient in Xinjiang.