基于VEC模型的财政收入与经济增长的实证研究

Based on the VEC model of financial income and economic growth empirical research

我国是一个社会主义国家,有着特色的市场经济体制,这使得我国的经济增长方式有别于其他国家,研究我国的经济增长就存在一定的必要性。本文是基于自回归分布滞后(ADL)模型,对我国1978-2013年的财政收入与国内生产总值进行了单位根检验,即判断数据的平稳性,然后进行协整检验及Granger检验,判断两者的长期均衡关系。最后构建误差修正(VEC)模型,从实证视角验证了财政收入与经济增长间的动态关系。

China is a socialist country, has the characteristic of market economy system, which makes our country＇s economic growth mode is different from other countries, studies our country＇s economic growth has certain necessity. This article is based on the model - autoregressive distributed lag （ ADL ） on our country＇s fiscal revenue in 1978 - 2013 with gross domestic product （GDP） for a unit root test, namely the judgment stationarity of data, then carries on the cointegration test and Granger test, judge the long - term equilibrium relationship between the two. Finally build the error correction model （ VEC ）, from the perspective of empirical validation the dynamic relationship between the fiscal revenue and economic growth.