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基于Granger因果关系检验的居民储蓄影响因素分析 被引量:8

Analysis the Factors of Household Savings Based on Theory of Granger Causation
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摘要 基于协整理论的因果关系研究,是现代计量经济学具有划时代意义的发展。本文通过因果关系来研究我国居民储蓄的影响因素,并对国内生产总值及利率对我国居民储蓄的影响因素进行了实证分析。 Research on causality based on the theory of co-integration is a great progress of epoch-making significance for modern econometrics. In this paper, to study the cause and effect relationship between the impact of China's household savings, and gross domestic product and interest rates on the savings of Chinese residents ot the factors analyzed.
作者 孟毅 李永晓
出处 《科技和产业》 2009年第3期40-43,共4页 Science Technology and Industry
关键词 居民储蓄 协整关系 GRANGER因果关系 检验方法 household savings co-integration relationship Granger causation testing method
作者简介 孟毅(1982-),女,辽宁阜新人,湛江师范学院商学院,助教,硕士研究生,研究方向:数据挖掘、时间序列分析。
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