财政支出结构与经济增长关系的VAR模型分析

Research on the Relationship between Fiscal Expenditure Structure and Economic Growth Based on VAR Model

通过变量的平稳性检验、最优滞后阶数确定等建立了1990~2006年中国财政支出结构影响经济发展的VAR模型。研究发现:滞后一期、二期和三期的以GDP表征的经济发展变量对其当期发展水平的影响系数分别达到1.162、0.606和0.604,表明经济发展具有一定的惯性效应,并且随着滞后期的延长,影响效应呈递减趋势;国家防务支出、社会保障支出、支农支出和社会文化教育支出对经济发展呈现正向影响,能够有效促进经济增长;经济建设支出、行政管理支出对经济发展起到显著的抑制作用。

Based on the stationary test and lagged differences of variables,the paper constructs a VAR model about the influence of fiscal expenditure structure on economic growth during 1990 to2006. Research shows that the influence indexes of economic growth variables represented by GDP in the lagged first,second and third stages on the economic development level have reached 1. 162,0. 606 and 0. 604 respectively. This indicates that economic growth has inertial effect,and with the extension of lag period,the effect is decreasing. The expenditures on national defense,social security,financial aid on agriculture and social cultural education all have positive effect on economic growth,which can promote the economic growth effectively. Economic construction expenditure and administrative expenditure have obvious negative effect on economic growth.