五granger因果关系检验

五granger因果关系检验

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时间:2018-05-15

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1、南京财经大学本科毕业论文目录中文摘要·················································1英文摘要(Abstract)······································1一、引言·················································1二、文献综述·············································2(一)早期的理论·········································2(二)现代实证经济学的理论·····

2、··························3三、模型结构·············································6(一)时间序列的平稳性···································6(二)平稳性的单位根检验·································618南京财经大学本科毕业论文(三)协整关系的确立和检验·······························7(四)建立误差修正模型···································7(五)Granger因果关系检验·

3、·······························8四、数据选取·············································8五、江苏省经济增长与对外贸易的实证分析···················10(一)图形分析···········································10(二)ADF检验············································11(三)协整检验···········································11(四)误差修正模型····

4、···································12(五)Granger因果关系检验·······························1318南京财经大学本科毕业论文六、总结和评价···········································13参考文献·················································16江苏省对外贸易与经济增长的关系研究统计051马超2070405134摘要:本文通过用单位根检验、协整检验,并建立误差修正模型,分析对外贸易与经济增长之间的关系,并通过格兰杰因果

5、检验分析之间的因果关系;进口增长对江苏省经济增长具有较大的促进作用,而出口增长对经济增长的影响不显著。关键词:单位根检验,协整检验,误差修正模型,格兰杰因果Abstract:Inthispaper,unitroottest,cointegrationtestandthebuildingoferrorcorrectmodelareusedforanalysingtherelationbetweentheforeigntradeandeconomicgrowth,furthermore,grangercausalityisusedforexaminingandanalysingtheca

6、use-effectrelationshipbetweentheforeigntradeandeconomicgrowth,andtherecomestoanconclusionthatthegrowthinimportshassignificantpromotingeffectontheeconomicdevelopmentofJiangsu,butthegrowthinexportsshowslittleinfluenceonit.Keywords:unitroottest,cointegrationtest,errorcorrectmodel,grangercausality1

7、8南京财经大学本科毕业论文一、引言自改革开放以来,江苏省作为经济强省,其国民收入和对外贸易增长迅猛,对外贸易在江苏省经济发展中的影响越来越显著,国外要素已经渐渐成为一国或地区发展经济、增进居民福利的重要手段。虽然理论界对于对外贸易的作用存在各种的不同看法,甚至差别很大,但不可否认的是对外贸易已经成为影响经济增长的重要因素。自从改革开放以来,对外贸易不断发展,经济增长速度显著提高,成为全球经济增长速度最快的国家之一。随着经济全球化趋势的不断深入,中国与国际事

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