保险业与经济增长关系的 Granger 因果检验
Granger Causality Test on Relationship between Insurance Industry and Economic Growth
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摘要: 我国保险业发展和经济增长之间的关系是经济领域中的重要问题。选取保险密度、保险深度作为保险业发展的表征变量，选取 GDP 作为经济增长的表征变量，借助 ADF 检验、协整检验、Granger 检验开展实证研究。根据1980-2015年的数据，实证结论显示我国保险业发展和经济增长存在长期均衡关系，并且二者之间互为 Granger原因。Abstract: The relationship between the development of insurance industry and economic growth in China is an important issue in the economic field.By selecting the insurance density,insurance depth as the charac-terization of the development of the insurance industry,and the GDP as a token of economic growth varia-bles with the help of ADF test,co integration test,Granger test,an empirical research has been carried out.According to 1 980 -2015 data,the empirical results show that China's insurance industry develop-ment and economic growth has a long-term equilibrium relationship,and the interaction between the two are Granger reasons.
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