|本期目录/Table of Contents|

[1]吴利利,蔡风景.我国金融发展与经济增长关系的实证分析—基于非线性Granger因果检验[J].温州职业技术学院学报,2013,04:52-55.
 WU Lili,CAI Fengjing.Empirical Analysis on Relationship between China’s Financial Development and Economic Growth ——Based on Nonlinear Causality Test[J].Journal of Wenzhou Vocational and Technical College,2013,04:52-55.
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我国金融发展与经济增长关系的实证分析—基于非线性Granger因果检验(PDF)

《温州职业技术学院学报》[ISSN:1006-6977/CN:61-1281/TN]

期数:
2013年04期
页码:
52-55
栏目:
经济与管理
出版日期:
2013-12-15

文章信息/Info

Title:
Empirical Analysis on Relationship between China’s Financial Development and Economic Growth ——Based on Nonlinear Causality Test
作者:
吴利利;蔡风景
温州大学 数学与信息科学学院,浙江 温州 325035
Author(s):
WU Lili CAI Fengjing
School of Mathematics and Information Science, Wenzhou University, Wenzhou, 325035, China
关键词:
金融发展经济增长非线性Granger 因果检验
Keywords:
Financial development Economic growth Nonlinear Granger causality test
分类号:
F832.1
DOI:
-
文献标识码:
A
摘要:
现有我国金融发展与经济增长关系的研究大多基于线性框架,而相关实证研究发现,传统Granger 因果检验方法可能因忽略变量间的非线性关系而导致结论出现显著偏差。采用新发展的非线性Granger 因果检验 方法- 非参数Tn 检验方法,对我国金融发展与经济增长关系进行实证分析,结果表明,我国经济增长是金融发展 的线性Granger 原因,同时存在从金融发展到经济增长的非线性Granger 因果关系,即两者互为因果关系。
Abstract:
Present researches into the relationship between China’s financial development and economic growth are mainly based on the linear framework, however, the related empirical research finds that the traditional Granger causality test can result in flaws due to the neglect of nonlinear relation between variables. Applying the newly-developed nonlinear Granger causality test - non parameter T test, an empirical analysis is made on the relationship between China’s financial development and economic growth. It is shown that China’s economic growth results from the linear Granger of financial development and meanwhile, there is a nonlinear Granger causality from China’s financial development to economic growth, which means that the two reflect a two-way causality.

参考文献/References

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备注/Memo

备注/Memo:
[收稿日期]2013-09-02 [基金项目]教育部人文社会科学青年基金(12YJCZH002);温州大学实验室开放项目(13SK20A);浙江省大学生科技创新活动计划(新苗人才 计划)项目(2012R424005) [作者简介]吴利利(1991 —),女,浙江泰顺人,温州大学数学与信息科学学院本科生; 蔡风景(1977 —),男,浙江瑞安人,温州大学数学与信息科学学院副教授,博士.
更新日期/Last Update: 2013-12-20