我国国债规模对宏观经济影响实证分析
发布时间：2018-01-05 07:37
本文关键词：我国国债规模对宏观经济影响实证分析 出处：《数学的实践与认识》2014年22期 论文类型：期刊论文
【摘要】：随着以希腊债务危机为导火索的欧洲债务危机的愈演愈烈,国债对宏观经济的影响再一次成为了经济学讨论的热点.首先从直观图形着手,运用H-P滤度法去除趋势后,计算各变量的偏离趋势百分比,对比国债规模代替变量与宏观经济效应代替变量之间的偏离趋势图,从图形得到的定量关系为后面的实证分析做好准备.然后进一步进行协整分析,并在向量自回归(VAR)框架下通过脉冲响应函数考察变量之间的相互影响路径,最后通过建立误差修正模型(ECM)分析各个变量之间的长期均衡关系和短期波动特征,以量化各变量之间影响程度的大小.全面系统地研究了国债对宏观经济增长的影响程度并做出实证分析,对于深刻认识国债的本质,规避国债的风险,科学合理地制定国债政策有着重要的理论价值和实际意义.
[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.
【作者单位】： 东北财经大学数学与数量经济学院;
【分类号】：F812.5;F124;F224
【正文快照】： 1国债与宏观经济关系理论从国债e缶眯в砺鄣姆⒄估汤纯，
本文编号：1382197
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