格兰杰因果检验在我国经济周期研究中的应用

被引：60

作者：

卢万青

沈培喜

机构：

[1] 中山大学岭南学院

[2] 中山大学研究生院招生办公室

来源：

统计研究 | 2002年 / 02期

关键词：

格兰杰因果检验; 经济周期; 投资;

D O I：

10.19343/j.cnki.11-1302/c.2002.02.012

中图分类号：

F222.33 [国民经济计算体系];

学科分类号：

摘要：

One of the main characteristics for business cycle is the co\|movements of many broadly defined economic aggregates. Which factor mainly causes the business cycle? Western business cycle theories have different opinions on this issue. This papers uses Unit Root Test and Granger Causality Test to do positive analysis on the causality relationship of the economic aggregates of Chinese business cycle and exploits the reasons and the fluctuation mechanism of Chinese business cycle from 1977 to 1999.

引用

页码：47 / 50

页数：4

共 5 条

[1] 对我国宏观经济波动中货币因素的实证研究 [J].