摘要
运用协整理论和误差修正模型研究固定资产投资和国内生产总值之间的关系,可以发现它们之间存在长期均衡的协整关系,使用误差修正模型比普通的单变量方程更能反映两者长期和短期的关系,还可以避免谬误回归问题。
The cointegration theory and error correction mechanism are used to study the relationship between fixed investment and GDP. It is found that a long-term equilibrium exists between fixed investment and GDP, so the error correction mechanism model can better reveal the long-term and short-term relation between the two than the ordinary linear regression model as well as avoid spurious regression.
出处
《江苏大学学报（社会科学版）》
2005年第6期85-89,共5页
Journal of Jiangsu University(Social Science Edition)
关键词
单位根
协整
误差修正模型
unit root
cointegration
error correction mechanism
