摘要
笔者基于1981年～2012年固定资产投资数据，运用Eviews6．0，对数据进行ADF检验、协整分析和Granger因果关系检验。结果表明：中国经济的投资与经济增长之间存在协整关系，投资对经济增长影响显著，在时间上具有一定的滞后性。此外，投资的波动效应具有以下规律：投资波动与经济波动周期发生频率相等，波长基本一致，投资波动的幅度明显大于经济波动幅度，经济增长波动滞后于投资波动。
Investment is one of the key factors that influence the economic growth. Based on the data of the fixed investments from 1981 -2012, the author conducts an ADF test, a co-integration analysis and a Granger test of causality upon the data with the help of Eviews 6.0. The results show that there exists a co-integration relationship between the investments and economic growth, and the for- mer has remarkable impact on the latter. Our study also reveals that the investment fluctuation shares the same frequency of occurrence with the economic fluctuation, and a similar wave length. In relative terms, the amplitude of the investment fluctuation is significantly greater than the economic fluctuation; in other words, economic growth is lagging behind investments.
出处
《经济经纬》
CSSCI
北大核心
2014年第5期150-155,共6页
Economic Survey
基金
国家哲学社会科学基金重点项目(11AZD045)
关键词
固定资产投资
经济增长
经济波动
Fixed Investment
Economic Growth
Economic Fluctuation
