Shandong Information Industry and Economic Growth: An Empirical Analysis Based on Co-integration Theory

被引:0
|
作者
Cai Yanbing [1 ]
Liu Xueni [1 ]
机构
[1] Shandong Inst Business & Technol, Sch Econ, Jinan 264005, Peoples R China
关键词
Information industry; Economic growth; Co-integration analysis; Granger causality test; Impulse response function;
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
Based on the co-integration theory, the paper makes an empirical analysis on the short-term and long-term relationship between the information industry and economic growth in Shandong province, by using data from 1995 to 2009. The main steps are: the unit root test, description co-integration theory, error correction modeling, Granger causality tests and the analysis of generalized impulse response function. The results suggest: there is a co-integration between the information industry and economic growth in Shandong province; information industry has significant influence on economic growth; information industry has individual Granger causality relation to economic growth; impulse response analysis shows that there is a positive response to the interaction in a long run.
引用
收藏
页码:84 / 90
页数:7
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