摘要
运用现代经济计量学的方法对我国国债发行规模进行了实证研究。采用GDP与财政支出中的投资性支出这两个最主要的变量,建立国债发行规模的EGARCH模型,预测我国未来5年的国债发行量,以此判断国债发行规模的适度性。
The article researches the scale of national debt issuance by means of the econometrics and empirical methods. According to the principal variables of GDP and investment expenditure, this paper establishes the EGARCH models of the national debt scales to forecast its issuance size in the next five years, in order to judge the appropriate scale of the national issuance.
出处
《经济问题》
CSSCI
北大核心
2010年第1期103-105,共3页
On Economic Problems
关键词
国债
发行规模
财政风险
national debt
issuance scales
fiscal risk