摘要
本文选用中国1978~2007年30年的数据,基于VAR模型运用Granger因果关系检验、脉冲响应分析、方差分解等方法分析投资、就业与经济增长三者之间的关系。实证结果表明:经济增长既是就业的格兰杰原因,也是投资的格兰杰原因;投资是就业的格兰杰原因;就业和经济增长均不是投资的格兰杰原因。投资可以促进就业和经济增长,经济增长也可以促进就业。
In this paper,the author conducts resear ch on the relationship among Chinese investment,employment and economic growth from 1978 to 2007 by using Granger causality test and impulse response analysis methods based on VAR model.The empirical results show that:economic growth is the Granger reason for employment and investment; investment is the Granger reason for employment; employment and economic growth are not the Granger reasons for investment. Investment can promote employment and economic growth,economic growth can also promote employment.
出处
《特区经济》
北大核心
2010年第3期282-283,共2页
Special Zone Economy
关键词
经济增长
协整
脉冲响应分析
Economic growth
Co-integration
Impulsere sponse analysis