吉林省社会保障财政支出最优规模的动态分析--基于时变参数状态空间模型

A Dynamic Analysis of the Optimal Scale of Fiscal Social Security Expenditure in Jilin Province--Based on Time-varying Parameter State Space Model

利用Barro政府财政支出自然效率条件和扩展的柯布-道格拉斯生产函数,构建时变参数状态空间模型,运用Kalman滤波迭代算法测算1998—2018年吉林省最优社会保障财政支出规模的动态变化,并对如何实现最优规模进行探讨。研究发现:吉林省社会保障财政支出占财政总支出的最优比例呈现非线性的动态特征,在18.23%~18.57%范围间动态波动;最优社会保障财政支出规模的动态变化呈现非线性的逐年递增趋势,由34.66亿元增加到了697.07亿元;实际社会保障财政支出仅在2002—2006年超出最优规模,其余年份均未达到最优规模;社会保障财政支出存在刚性约束,其最优规模的实现应该是一个动态的渐进过程。为此,构建了动态最优取向模型,为吉林省“十四五”期间(2021—2025年)动态调整社会保障财政支出增长并趋向最优规模提出了可行方案。

Based on Barro's endogenous growth theory and expanded Cobb-Douglas production function,this paper constructs the time-varying parameter state space model,calculates the dynamically optimal fiscal social security expenditure of Jilin province from 1998 to 2018 by using Kalman filter iteration algorithm,and discusses how to achieve the optimal scale.The results show that the optimal ratio of fiscal social security expenditure to total financial expenditure in Jilin province presents a nonlinear dynamic characteristic,fluctuating between 18.23%and 18.57%.The dynamic change of optimal scale of fiscal social security expenditure shows a nonlinear increasing trend year by year,from 3.466 billion yuan to 69.707 billion yuan.The actual scale of fiscal social security expenditure only exceeded the optimal scale in 2002-2006,but did not reach the optimal scale in other years.There are rigid constraints on fiscal social security expenditure,and the realization of its optimal scale should be a dynamic and gradual process.Therefore,a dynamic optimal orientation model is constructed,and a feasible scheme is proposed for dynamically adjusting the growth of fiscal social security expenditure to the optimal scale during the 14th Five-Year Plan period(2021-2025)in Jilin province.