福建省财政收入与三大产业GDP的协整分析与误差修正模型研究

文章利用协整理论，根据福建省1978～2007年度数据，对福建省财政收入与三大产业GDP之间的关系进行实证研究，研究结果表明：(1)福建省财政收入与三次产业GDP之间存在着长期均衡的协整关系和短期动态调整机制；(2)福建省财政收入对第一产业GDP的弹性大于1，而对第二产业GDP和第三产业GDP的弹性小于1；(3)根据Granger因果关系检验，第一产业GDP和第二产业GDP不是财政收入的Granger因，财政收入也不是第一产业GDP和第二产业GDP的Granger因。在滞后期为1的情况下，第三产业GDP是财政收入的Granger因，但财政收入不是第三产业GDP的Granger因。

Cointegration Study and Error Correction Model between Financial Income and the Three Major Industries GDP of Fujian Province

The relationship between the financial income and the three major industries GDP of Fujian Province is analyzed with the annual data between 1978-2007 in Fujian Province using the cointegration theory. The results show that: (1) There is a long-term equilibrium cointegration relationship and short-term dynamic adjustment mechanism between the financial income and the three major industries GDP of Fujian Province; (2) Fujian Provincial financial income elasticity is greater than 1 for the primary industry GDP, while the elasticity is less than 1 for the secondary industry GDP and the tertiary industry GDP; (3) According to the Granger causality test, the primary industry GDP and secondary industry GDP is not the Granger result of the financial income, the financial income is also not the Granger result of the primary industry GDP and secondary industry GDP. In the case of the lag period of 1, the tertiary industry GDP is the Granger result of the financial income, but the financial income is not the Granger result of the tertiary industry GDP.