摘要
本文基于VAR模型的脉冲响应和方差分解,对1999年到2013年期间我国财政科学技术支出,金融机构城乡储蓄存款和生产总值三者之间长期的相关性进行研究。研究结果表明,在这14年间我国财政科学技术支出、金融机构城乡储蓄存款与生产总值三者呈现出正相关关系。财政科学技术支出、金融机构城乡储蓄存款与GDP之间具有长期稳定的协整关系;从脉冲响应函数来看,财政科学技术支出和金融机构城乡储蓄存款的增加,均会影响GDP的增加。
In this paper, based on the VAR model impulse response and variance decomposition, used during 1999 to 2013 the data of fiscal expenditure for science and technology in our country, domestic financial institutions of urban and rural savings deposits and GDP, the conclusion shows three indexes have long-term positive correlation in the 14 years. Fiscal expenditure for science and technology, inancial institutions of urban and rural savings deposits and GDP have a long-term stable cointegration relationship; From the impulse response function, fiscal expenditure for science and technology and domestic financial institutions of urban and rural savings deposits will affect the increase of GDP.
出处
《特区经济》
2016年第4期59-64,共6页
Special Zone Economy
关键词
财政科学技术支出
金融机构城乡储蓄存款
生产总值
VAR模型
fiscal expenditure of science and technology
Financial institutions of urban and rural savings deposits
Gross domestic product
The VAR model