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保险业与经济增长关系的Granger因果检验 被引量:2

Granger Causality Test on Relationship between Insurance Industry and Economic Growth
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摘要 我国保险业发展和经济增长之间的关系是经济领域中的重要问题.选取保险密度、保险深度作为保险业发展的表征变量,选取GDP作为经济增长的表征变量,借助ADF检验、协整检验、Granger检验开展实证研究.根据1980-2015年的数据,实证结论显示我国保险业发展和经济增长存在长期均衡关系,并且二者之间互为Granger原因. The relationship between the development of insurance industry and economic growth in China is an important issue in the economic field. By selecting the insurance density, insurance depth as the characterization of the development of the insurance industry, and the GDP as a token of economic growth variables with the help of ADF test, co integration test, Granger test, an empirical research has been carried out. According to 1980 - 2015 data, the empirical results show that China's insurance industry development and economic growth has a long-term equilibrium relationship, and the interaction between the two are Granger reasons.
作者 蒲善霞
出处 《西南师范大学学报(自然科学版)》 CAS 北大核心 2016年第9期46-51,共6页 Journal of Southwest China Normal University(Natural Science Edition)
关键词 保险业 经济增长 协整检验 GRANGER检验 insurance industry economic growth cointegration test Granger causality test
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