發(fā)布時間：2018-01-05 07:37

  本文關(guān)鍵詞：我國國債規(guī)模對宏觀經(jīng)濟影響實證分析　出處：《數(shù)學(xué)的實踐與認(rèn)識》2014年22期 　論文類型：期刊論文

  更多相關(guān)文章： 國債規(guī)模 宏觀經(jīng)濟 VAR模型 VEC模型

【摘要】：隨著以希臘債務(wù)危機為導(dǎo)火索的歐洲債務(wù)危機的愈演愈烈,國債對宏觀經(jīng)濟的影響再一次成為了經(jīng)濟學(xué)討論的熱點.首先從直觀圖形著手,運用H-P濾度法去除趨勢后,計算各變量的偏離趨勢百分比,對比國債規(guī)模代替變量與宏觀經(jīng)濟效應(yīng)代替變量之間的偏離趨勢圖,從圖形得到的定量關(guān)系為后面的實證分析做好準(zhǔn)備.然后進一步進行協(xié)整分析,并在向量自回歸(VAR)框架下通過脈沖響應(yīng)函數(shù)考察變量之間的相互影響路徑,最后通過建立誤差修正模型(ECM)分析各個變量之間的長期均衡關(guān)系和短期波動特征,以量化各變量之間影響程度的大小.全面系統(tǒng)地研究了國債對宏觀經(jīng)濟增長的影響程度并做出實證分析,對于深刻認(rèn)識國債的本質(zhì),規(guī)避國債的風(fēng)險,科學(xué)合理地制定國債政策有著重要的理論價值和實際意義.
[Abstract]:With the Greek debt crisis as the trigger of the European debt crisis intensified, the impact of government bonds on the macroeconomic has once again become the focus of economic discussion. First, from the intuitive graphics. After removing the trend by H-P filtering method, the deviation trend percentage of each variable is calculated, and the deviation trend map between the scale of national debt substitute variable and the macroeconomic effect replacement variable is compared. The quantitative relationship obtained from the graph is prepared for the later empirical analysis. Then cointegration analysis is carried out further. The path of interaction between variables is investigated by impulse response function under the framework of vector autoregressive (VAR). Finally, the long-term equilibrium relationship and short-term fluctuation characteristics of each variable are analyzed by establishing an error correction model (ECM). In order to quantify the degree of influence between the variables, this paper comprehensively and systematically studied the impact of national debt on macroeconomic growth and made an empirical analysis, for a deep understanding of the nature of national debt, avoid the risk of national debt. Scientific and reasonable formulation of national debt policy has important theoretical value and practical significance.
【作者單位】： 東北財經(jīng)大學(xué)數(shù)學(xué)與數(shù)量經(jīng)濟學(xué)院;
【分類號】：F812.5;F124;F224
【正文快照】： 1國債與宏觀經(jīng)濟關(guān)系理論從國債e缶�疾[в�赖Z鄣姆⒄估�硿�純，

本文編號：1382197