区域性财政收入与经济增长之间的定量研究——基于向量自回归模型的经济计量分析

Quantitative Study of the Relationship between Regional Fiscal Income and Economic Growth in China——Econometric Analysis Based on the VAR Model

在分析1995年至2007年中国不同地区财政收入和经济增长变化趋势的基础上,运用VAR模型和脉冲响应函数对区域性财政收入与地区生产总值之间的关系进行了实证研究。研究表明,中国东、中、西部地区财政收入占比一个单位标准差的正向冲击对地区生产总值增长率均产生正向影响,而且随着时间间隔的增加,该冲击对地区生产总值增长率的影响各有不同。在方差分解中,东部地区财政收入占比冲击对地区生产总值增长率波动的贡献份额相对较小,西部地区较东部地区稍有增加,中部地区的贡献份额最大。

This thesis,based on the analysis of the great changes of fiscal income and economic growth in different areas from 1995 to 2007,has made an empirical study of the relationship between fiscal income and GDP by means of the model of VAR and impulse-response function.The study shows that the response of GDP to the impulsion of one S.D.fiscal income innovation in different areas are positive.But the response are different from the increase of time interval.We can see that the contribution proportion of GDP to the fluctuation of fiscal income in east area is small compared with that in west area,and the maximum amount of contribution exists in middle area clearly.