뗚23뻭뗚3웚뿕뻼샗듯톧풺톧놨쓪6퓂컄헂뇠뫅1673-8691(2009)03-0200-03컒맺맺럀횧돶폫뺭볃퓶뎤뗄킭헻럖컶췵훐퇞샮즯삽맹헦췻(뿕뻼샗듯톧풺믹뒡늿커몺430019)햪튪헫뛔맺럀횧돶폫뺭볃퓶뎤횮볤뗄맘쾵컞튻훂뷡싛틔컒맺1954~2004쓪볤뗄맺럀횧돶폫뺭볃퓶뎤뗄쫽뻝캪퇹놾뿕볤뛔솽헟횮볤뗄맘쾵뷸탐킭헻볬퇩웤볬퇩뷡맻뇭쏷컒맺뗄맺럀횧돶폫뺭볃퓶뎤횮볤좱랦뎤웚뗄뻹뫢맘쾵퓙틔19802004쓪뗄쫽뻝캪퇹놾뿕볤솽헟볤퓲듦퓚헢훖뎤웚뗄뻹뫢맘쾵늢쟒뺭볃퓶뎤쫇맺럀횧돶뗄룱삼뷜풭틲뛸맺럀횧돶늢늻쫇뺭볃퓶뎤뗄룱삼뷜풭틲맘볼듊맺럀횧돶뺭볃퓶뎤ADF볬퇩킭헻룱삼뷜풭틲훐춼럖샠뫅F224컄쿗뇪횾싫ADOI:
3201솽랽쏦뷸탐퇐뺿떱좻튪폃떽헢솽룶뇤솿뗄쪱탲쪽훐t캪냗퓫짹탲쇐,캪쾵쫽n캪퇹놾솿쫽뻝퓚뺭볃톧훐뒦샭쪱볤탲쇐쫽뻝쪱뒫춳랽램m,k럖뇰캪Yt,Xt뇤솿뗄훍뫳뷗쫽쇮쪽6뗄닐닮훷튪폐ퟮ킡뛾돋램ퟔ믘맩틆뚯욽뻹램ARMA욽랽뫍캪ESS1쪽7뗄닐닮욽랽뫍캪ESS0쯹폃쫽뻝펦캪욽컈쫽뻝뛸쿖쪵훐뗄뺭볃쫽뻝뺭쇣볙짨H0:j=0놸퓱볙짨H1:jj=1,2,뎣쫇럇욽컈뗄내헕Granger-Engle랽램뛔럇욽컈,k죴쇣볙짨돉솢퓲쪱볤탲쇐쫽뻝뿉닉폃죧쿂늽훨뷸탐뒦샭뛔쪱F=ESS0ESS1/mE,nkm1SS1/nkm~Fm탲쫽뻝뷸탐떥캻룹볬퇩ADF볬퇩볬퇩웤욽컈1탔떱볬퇩뗄쫽뻝럇욽컈벴듦퓚떥캻룹쟒벴F뗄춳볆솿럾듓뗚튻ퟔ평뛈캪m뗚뛾ퟔ평뛈룷룶탲쇐춬뷗떥헻쪱뿉닉폃킭헻볬퇩살좷뚨뇤캪nk+m+1뗄F럖늼죴F볬퇩횵듳폚뇪ힼF솿횮볤쫇럱듦퓚킭헻맘쾵평킭헻볬퇩뷡맻뿉럖늼뗄쇙뷧횵퓲뻜뻸쇣볙짨헢쮵쏷X쫇Y뗄룱횪뇤솿횮볤쫇럱듦퓚뎤웚뗄뻹뫢맘쾵죧듦퓚삼뷜풭틲뿉닉폃룱삼뷜틲맻볬퇩살퇩횤뇤솿횮볤쫇럱듦3쪵횤럖컶폫맀볆뷡맻퓚틲맻맘쾵놾컄폃Granger-Engle랽램뛔쫽뻝뷸탐볬퇩욽컈탔볬퇩쇮gt,mt럖뇰뇭쪾뺭볃퓶뎤폫맺럀횧돶gt,볬퇩Pmt럖뇰뇭쪾웤닮럖뇤솿펦폃ADF볬퇩뛔컒맺짨쒳튻쪱볤탲쇐yt럾듓AR맽돌yt=c+1954~2004쓪볤뫍1980~2004쓪볤뗄맺럀횧돶폫i=0뺭볃퓶뎤뗄쫽뻝뷸탐욽컈탔볬퇩볬퇩뷡맻죧뇭iyti+t웤훐t~,죴뛔펦뗄쳘헷랽돌pp1p21쯹쪾웤훐ttr럖뇰뇭쪾냼몬뎣쫽쿮냼몬뎣12p1p=0뗄룹좫실퓚떥캻풲쓚퓲룃탲쇐쫇욽컈뗄럱퓲룃탲쇐쫇놬햨탔쫽쿮뫍쿟탔쪱볤쟷쫆쿮뗄쟩뿶******럖뇰뇭뗄쎻폐쪵볊틢틥쯹틔탨튪볬퇩쳘헷룹뗄쒣쫇럱쪾퓚90%95%99%훃탅쮮욽짏뗄쿔훸탔[]쓚퇏룱킡폚1캪쇋랽뇣퓚쪵볊볬퇩쪱붫랽돌킴돉뗄쫽ퟖ뇭쪾훍뫳뷗쫽쯼쫇룹뻝AICힼ퓲늢뾼싇y헻쳥볬퇩쟩뿶좷뚨뗄t=yt1+1yt1+2yt2++p1ytp+1+tퟷ쇣볙짨H뇭1뺭볃퓶뎤싊폫맺럀뢺떣뗄ADF볬퇩0:2=0뫍놸퓱볙짨H1:20죴2뗄ADF횵듳폚쇙뷧횵퓲뻜뻸쇣볙짨H0뛸뷓쪱볤뇤솿ttr쫜H1헢쮵쏷Xt쫇I0욽컈탲쇐럱퓲듦퓚[0]**[0]떥캻룹벴럇욽컈탲쇐헢쪱탨튪뷸튻늽볬퇩횱1954~[2][2]훁좷죏쯼쫇d뷗떥헻캪횹벴캪Id탲쇐볓죫[0][0]룶훍뫳쿮쫇캪쇋쪹닐닮t캪냗퓫짹**[0][2]킭헻볬퇩1980~2004죴쪱볤탲쇐x1t,x2t,,xmt뚼쫇d뷗떥헻뗄쟒***[1]**[2]듦퓚튻룶쿲솿=T1,2,,n쪹뗃~**[0]***[1]헢샯t=x1t,x2t,,xmtdb0퓲돆탲쇐x1t,x2t,듓볬퇩뷡맻뾴1954~2004쓪쟸볤쓚뗄gt캪,xmt쫇d,b뷗킭헻뗄틲맻맘쾵볬퇩I0쮵쏷뺭볃퓶뎤쫽뻝쫇욽컈탔쪱볤탲쇐쫽뻝룱삼뷜틲맻맘쾵볬퇩뗄믹놾풭샭쫇퓚Y뛔mt캪I1쮵쏷맺럀뢺떣쫽뻝쫇럇욽컈탔뗄솽헟웤쯻뇤솿냼삨ퟔ짭뗄맽좥횵ퟷ믘맩쪱죧붫뗄헻뷗늻춬킭헻볬퇩쪧킧뾼싇떽컒맺룄룯뾪랢X뗄훍뫳횵튲뾼싇뷸좥Y뗄풤닢룄뷸쿔훸헢쪱뻍잰뫳뗄맺볒뺭볃랢햹헾닟뗄뇤뮯1980~2004쓪돆X쫇Y뗄룱삼뷜풭틲샠쯆뗘뚨틥Y쫇X뗄쟸볤쓚뗄쪱볤탲쇐gt늻욽컈떫웤튻뷗닮럖욽컈룱삼뷜풭틲캪듋릹퓬돶컞쳵볾쿞훆쒣탍캪1뷗떥헻I1퓲뛔웤뷸탐킭헻볬퇩킭헻볬퇩Y)t=+iYti+jXtj+(t6닉폃Johansen킭헻램뛔1980~2004쓪뗄맺럀i=1j=1폐쳵볾쿞훆쒣탍횧돶폫뺭볃퓶뎤뷸탐킭헻럖컶H0r=0캪컞킭m헻맘쾵H1r=1듦퓚킭헻맘쾵훍뫳뷗쫽뗄톡퓱Yt=+iYti+(t7)i=1춬짏킭헻볬퇩뷡맻죧뇭2쯹쪾
202뿕뻼샗듯톧풺톧놨2009뇭2Johansen킭헻볬퇩뷡맻쪱볤쇣볙짨놸퓱볙짨쳘헷횵쯆좻뇈5%뗄쇙뷧횵1%뗄쇙뷧횵킭헻랽돌룶쫽r=0r=쎻폐**1980~2004r1r=훁뛠튻룶**볬퇩뷡맻쿔쪾뛔폚맺럀횧돶폫뺭볃퓶뎤퓚쇣볙짨H0r=0쿂쿔훸탔쮮욽듳폚5%뗄쇙뷧4뷡싛횵뷓쫜놸퓱볙짨H1r=1춬쪱퓚H0r1쿂놾컄샻폃킭헻럖컶랽램폫틲맻럖컶랽램뛔컒춳볆솿횵킡폚쿔훸탔쮮욽쿂뗄쇙뷧횵뷓쫜쇣볙맺1954~2004쓪뗄뻼럑횧돶폫뺭볃퓶뎤쫽뻝뷸탐짨H0r1쮵쏷맺럀횧돶폫뺭볃퓶뎤횮볤듦퓚쇋쪵횤퇐뺿1980~2004쓪훐맺뗄맺럀횧돶폫뺭킭헻맘쾵헢뇭쪾1980틔살훐맺뗄맺럀횧돶폫뺭볃퓶뎤횮볤듦퓚뎤웚뻹뫢맘쾵죧맻붫쪱볤탲쇐볃퓶뎤횮볤듦퓚튻훖뎤웚뻹뫢삩햹캪1954~2000쓪퓲컞뎤웚뻹뫢헢훖뷡맻뗄틲맻맘쾵볬퇩돶쿖폫컒맺룄룯뾪럅잰뫳뺭볃랢햹헾닟폐맘틲퓚킭헻볬퇩뗄믹뒡짏퓙뛔1980~2004쓪맺듋솽헟횮볤뗄맘쾵쫜듳뗄헾닟펰쿬좻뛸듓틲럀횧돶폫뺭볃퓶뎤횮볤뗄맘쾵뷸탐룱삼뷜틲맻맻맘쾵랽쏦랢쿖맺럀횧돶폫뺭볃퓶뎤횮볤횻폐맘쾵볬퇩웤볬퇩뷡맻죧뇭3쯹쪾힢춳볆솿p떥쿲틲맻맘쾵늢늻듦퓚뮥캪틲맻뗄랴삡탔솪쾵횵캪볬퇩뗄룅싊횵죴p<뇭쪾틲맻맘쾵퓚벴뺭볃퓶뎤쫇맺럀횧돶뗄룱삼뷜풭틲뛸맺럀횧5%뗄쿔훸탔쮮욽쿂돉솢죴p<뇭쪾틲맻맘쾵돶늢늻쫇뺭볃퓶뎤뗄룱삼뷜풭틲헢튲쫇컒맺훷퓚10%뗄쿔훸탔쮮욽쿂돉솢랴횮틲맻맘쾵늻돉헅쫀뷧뫍욽뗄랴펳횻쫇닉좡믽벫럀폹뗄맺럀횧돶솢뇭3맺럀횧돶폫뺭볃퓶뎤뗄틲맻맘쾵볬퇩닎뾼컄쿗쪱볤틲맻맘쾵볙뚨Fp횵뷡싛[1]슬훜살훐맺맺럀뺭볃톧[M]놱뺩맺럀듳톧돶냦짧200496-97mt늻쫇gt뗄풭틲뷓쫜[1980~20042]JulideYildirimSelamiSezginDemocracyandMilitarygt늻쫇mt뗄풭틲***뻜뻸Expenditure:ACross-CountryEvidence[J]TransitionStudiesReview,2005,121:93-100듓볬퇩뷡맻뾴맺럀횧돶뛔뺭볃퓶뎤뗄펰쿬[3]SUNQian,늻쏷쿔떫뺭볃퓶뎤뛔맺럀횧돶뗄펰쿬쿔훸맺럀Expenditures:1965-93[J].JournalofPeaceResearch,1999,횧돶폫뺭볃퓶뎤횮볤횻폐떥쿲틲맻맘쾵늢늻듦36(1):23-33.퓚뮥캪틲맻솪쾵[4]샮ퟓ쓎볆솿뺭볃톧[M]놱뺩룟뗈뷌폽돶냦짧2000[5]틗떤믔쫽뻝럖컶폫Eviews펦폃[M]놱뺩훐맺춳볆돶냦짧2002AnalysisofCoordinationandIntegrationBetweenDefenceExpenditureandEconomicGrowthinChinaWANGZhong-yan,LISha-lan,GUOZhen-wang(DepartmentoftheBasics,AFRA,Wuhan430019,China)AbstractAimedatthevariousopinionsontherelationbetweendefenceexpenditureandeconomicgrowth,-2004asasamplespace,itcanbeseenthattherewasalong-playingbalancingrelationshipbetweenthemandtheeconomicgrowthisGranger-causalityofdefenceexpenditure,(ADF)testcoordinationandintegrationGranger-causality
