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本文在基于多重结构变化最小LM单位根检验的基础上,利用Hsiao的检验方法对我国的出口贸易发展和经济增长之间因果关系进行了实证分析。单位根检验的结果表明:实际出口贸易和GDP总量都是分段趋势平稳的随机过程。这意味着建立在以差分的形式获取平稳序列的方式并不妥当,协整分析缺乏理论基础而导致模型的定式化错误。1952-2003年为样本期的实证分析表明,存在着从出口贸易增长到经济增长的单向Granger因果关系。本文的结论与大多数现有的研究存在者显著的区别,文章最后进一步对上述结论进行了阐释。
Based on the test of the smallest LM unit root based on multiple structural changes, this paper makes an empirical analysis of the causal relationship between the development of export trade and economic growth in China by Hsiao test. Unit root test results show that: the actual export trade and GDP are the stochastic process of sub-stable trend. This implies that it is not appropriate to establish a smooth sequence in the form of difference. Cointegration analysis lacks a theoretical basis and results in the formalization error of the model. The empirical analysis of the sample period from 1952 to 2003 shows that there is a one-way Granger causation from the growth of export trade to economic growth. The conclusions of this paper are significantly different from those of most existing researchers. Finally, the article further illustrates the above conclusion.