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我国经济增长与铁矿石进口的协整分析
引用本文:侯运炳,杨娟,杨华,李维明.我国经济增长与铁矿石进口的协整分析[J].资源与产业,2010,12(2):35-39.
作者姓名:侯运炳  杨娟  杨华  李维明
作者单位:(1中国矿业大学 资源与安全工程学院,北京 100083;
2河南省有色金属地质矿产局第三地质大队,河南 郑州 450006)
摘    要:运用计量经济学模型,以我国1980—2008年实际数据为样本对我国铁矿石进口进行协整检验,研究表明铁矿石进口量(IM)与国内消费量(CN)、国内生产总值(GDP)之间存在长期均衡关系。Granger因果关系检验揭示了IM与GDP、CN分别存在单向的Granger因果关系,广义脉冲响应和方差分解分析说明消费量在长期对进口量的影响是非常重要的,短期来看GDP对进口有影响,但影响不显著。

关 键 词:经济增长  铁矿石进口量  Granger因果检验  广义脉冲响应
收稿时间:2009-09-16
修稿时间:2010-01-14

EMPIRICAL ANALYSIS OF IRON ORE IMPORT BASED ON ECONOMIC GROWTH
HOU Yun-bing,YANG Juan,YANG Hua,LI Wei-ming.EMPIRICAL ANALYSIS OF IRON ORE IMPORT BASED ON ECONOMIC GROWTH[J].Resources & Industries,2010,12(2):35-39.
Authors:HOU Yun-bing  YANG Juan  YANG Hua  LI Wei-ming
Affiliation:(1. College of Resources and Safety Engineering, China University of Mining and Technology, Beijing 100083, China; 
2. No.3 GeoBrigade, Henan Bureau of Geology and Exploration for Non ferrous Metals, Zhengzhou 450006, China)
Abstract:Using annual data 1980-2008, the nexus between iron ore import volume and economic growth in China is investigated within a multivariate framework which includes import volume (IM), consumption (CN) and  GDP, with results showing that there is a long-run equilibrium between import volume and the two other variables. The Granger causality test shows that there is one way Granger causality relationship from IM  to CN and GDP. The generalized impulse response and variance decomposition analysis reveal that the impact of the consumption of import volume is much larger than that of GDP, and that long term impact of consumption is very important, but not remarkable in a short term.
Keywords:economic growth  iron ore import volume  Grange causality test  generalized impulse response
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