This paper is based on the average wages of staff and workers in Shanghai and the data of per capita GDP from 2000 to 2016, and the average wages of workers in different industries in Shanghai from 2006 to 2015.using co-integration analysis and error correction model, Granger causality tests, these show that there is a positive correlation between average wages of workers and per capita GDP, there is a long-term stable co-integration relationship on the whole，the dynamic adjustment mechanism of two variables can automatically achieve long-term equilibrium. And cluster analysis is carried out in different industries where employees are located, some suggestions are put forward to narrow the wage gap in different industries.