政府支出与国民收入之间的因果关系

On the Casual Relationship between Government Expenditures and National Income

Review of Economics and Statistics · 1990
被引 175
人大 AFT50ABS 4

中文导读

提出一种新的检验方法,区分推断与预测问题,并用多秩F检验重新检验政府支出与国民收入的关系,结果支持凯恩斯理论而非瓦格纳假说。

Abstract

A research strategy is suggested that separates the issue of inference from the problems of prediction or of quantitative policy analysis of an empirical parametric model and illustrates a new methodology that enables this in a test for prima facie causality. Unlike the conventional parametric test, the more powerful multiple rank F test is invariant to monotonic transformations of the variables and independent of the error distribution. Employing this test, the Wagnerian hypothesis, supported by conventional parametric analysis, is rejected and the conventional Keynesian theory is accepted. Copyright 1990 by MIT Press.

政府支出国民收入格兰杰因果检验Wagner假说Keynesian理论