我國財政風(fēng)險指數(shù)構(gòu)建及區(qū)制狀態(tài)研究
發(fā)布時間：2018-08-01 16:15
【摘要】：該文基于財政風(fēng)險矩陣構(gòu)建我國財政風(fēng)險指標(biāo)體系,并利用主成分分析法合成我國財政風(fēng)險指數(shù)。在此基礎(chǔ)上應(yīng)用Markov區(qū)制轉(zhuǎn)移模型對財政風(fēng)險指數(shù)的動態(tài)路徑進行了模擬分析。估計和檢驗結(jié)果說明Markov區(qū)制轉(zhuǎn)移模型能夠更好地說明我國財政風(fēng)險的內(nèi)生轉(zhuǎn)移機制,我國財政風(fēng)險的波動具有周期性規(guī)律和非對稱特征,財政風(fēng)險轉(zhuǎn)移具有一定的惰性。同時,我國財政風(fēng)險指數(shù)區(qū)制狀態(tài)轉(zhuǎn)移與國家宏觀政策密切相關(guān)。在經(jīng)濟運行過程中,"強刺激"的宏觀經(jīng)濟政策會為財政風(fēng)險監(jiān)管帶來一定難度。
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者單位】： 暨南大學(xué)深圳旅游學(xué)院;吉林大學(xué)商學(xué)院吉林大學(xué)數(shù)量經(jīng)濟研究中心;
【基金】：國家社會科學(xué)基金青年項目(編號:14CJY004) 國家社科基金重點項目(編號:15AZD001) 教育部人文社會科學(xué)研究青年基金項目(編號:15YJC790055) 中央高�；究蒲袠I(yè)務(wù)費專項資金(編號:22614817)的資助
【分類號】：F812
本文編號：2158131
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者單位】： 暨南大學(xué)深圳旅游學(xué)院;吉林大學(xué)商學(xué)院吉林大學(xué)數(shù)量經(jīng)濟研究中心;
【基金】：國家社會科學(xué)基金青年項目(編號:14CJY004) 國家社科基金重點項目(編號:15AZD001) 教育部人文社會科學(xué)研究青年基金項目(編號:15YJC790055) 中央高�；究蒲袠I(yè)務(wù)費專項資金(編號:22614817)的資助
【分類號】：F812
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