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我国城镇化水平和经济发展关系的协整分析

     

摘要

利用协整理论、误差修正模型和Granger因果检验理论,对我国城镇化水平和GDP之间的关系进行了实证研究,并对三次产业与城镇化水平之间关系进行了对比分析.结果表明,城镇化与国内生产总值、第一、二、三产业国内生产总值之间的相关系数分别为0.97、0.95、0.97、0.97,相关性很强;城镇化与经济发展之间是长期均衡关系,长期均衡中,城镇化每增加1%,可以促使国内生产总值增长4.82%;短期均衡中,如果均衡在第i期偏离了长期均衡,那么在第i+1期,模型将会以-0.06的调整力度自动进行反向调整,使其向长期均衡状态方向移动;经济增长对城镇化为单向因果关系,第一、二产业与城镇化水平之间的关系同样如此,而第三产业与城镇化水平之间是双向因果关系.%This paper utilizes cointegration theory,error correcting model and Granger causality testing theory to make an empirical research on the relation between urbanization and GDP in China, and also implements a comparative analysis to the relation between three industries and degree of urbanization, the related coeffecient is 0. 97,0. 95,0. 97,0. 97. And the result shows a long-term balance between these two factors,and the promoting effect to tertiary industry by urbanization is more obvious. Urbanization and economic growth are the long - term balanced relations. In the long- term balance,every 1% increment of urbanization can make 4.82% increment of GDP; In short-term balance, if the balance depart from the long- term balance at the i-th term, the model will take automatic reversal adjustment with -0.06 adjusting strength at the (i + 1 )th term, to make it move to the long-term balance. The economic growth onto urbanization is one-way causality relationship, the primary and secondary industry onto urbanization is also one-way causality relationship. However,the tertiary industry onto urbanization is both-way causality relationship.

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