广东产业结构变动与经济波动关系研究

Research on the Changes of Industrial Structure and Economic Fluctuation in Guangdong Province

采用Moore指数作为广东省三次产业结构变动的测量指标,以HP滤波后的经济波动成分作为衡量经济周期波动的指标,对广东省产业结构变动与经济周期波动之间的关系进行了格兰杰因果关系检验。结果显示,经济周期波动不是广东省产业结构变动的格兰杰原因,而产业结构变动是广东省经济波动的格兰杰原因。同时,利用VAR模型分析了三次产业结构变动对经济周期波动的影响程度。

Measuring the changes of industrial structure with Moore index,and using the fluctuation ingredient after HP filter as the measurement of economic fluctuation, this paper researches the relationship between them with Granger Causality tests. It finds, economic fluctuation is not Granger cause changes in industrial structure, but changes of industrial structure is Granger cause economic fluctuation in Guangdong. And it analyzes the influence between industry structure changes and the economic cyclical fluctuation through the VAR model.