本文關(guān)鍵詞：基于GVAR模型的我國省際間財政支出波動的溢出效應(yīng)研究，，由筆耕文化傳播整理發(fā)布。

網(wǎng)友dadad近日為您收集整理了關(guān)于基于GVAR模型的我國省際間財政支出波動的溢出效應(yīng)研究.pdf的文檔，希望對您的工作和學(xué)習(xí)有所幫助。以下是文檔介紹：285201510JournalofXi’anUniversityofFinanceandEconomicsVol.28No.5Oct.2015:2015-02-10:(1969-),,,,,,;(1991-),,,,。GVAR,(,100876):,。28、、,,1985—2012。:,,;,。,。:;;GVAR:F812.7:A:1672-2817(2015)05-0011-08、2000—2013,20.7%,。,,,,。,2014,,,。,、(2009)[1]、、(2010)[2]、、(2010)[3]、、、(2013)[4],,,。,GDP。,,,,,,。,,。,,。,,。11(GVAR),,,。、()。,,,。CaseRosen(1993),,,,。:“,170”[5]。,。,Brueckner(1998),,[6]。Baiker(2005)[7]、Revelli(2002)[8],Albert(2006)[9]。。、(2009)[1]、、(2010)[2]、(2007)[10]、、(2009)[11]:;,(、、,2012[4];、,2009[12])。(),、,,。,、、:,、(CaseRosen,1993[5];Albert,2006[9])。Albert(2006)[9],。,,Gordon(1983)[13],。,(CaseRosen,1993[5])。CaseRosen(1993)[5]、、,“”,、GDP,。,,,(Baiker,2005[7])。Baiker(2005),[7]。,,GDP。、(2009)[1]。、、(2013)[4],,、,。,、,,(,2004)[14],,,,。21。(),。,,、、、,,,。,,,。,、,,。,,,,。Wildasin(1988)[15],,,。,,。,,。,,GVAR(),,。、,,(1)。1,:,,,,,。,,,,,。,,。,、,,“”,,。:,,。31,:GVAR,,。,。,,,,,。、GVAR(),,。,,GDP。,GDP。:xit=(exp,gdp)′,x*it=exp*,dt=BIexp,gdpGDP,exp*,BIGDP。△expVECMX:Δexpt=a0+a1t+a2expt-1+a3gdpt-1+a4BIt-1+a5exp*t-1+b1Δexp*t+b2ΔBIt+b3gdpt-3Δexpt-1+b4Δexp*t-1+b5Δgdpt-1+εt(1),、,1995、,28、、,N+1=29。,1985-2012GDP,57,。,,1985CPI。,GDP。()WVARXGVAR,wij。CaseRosen(1993)[5]“”,、、,。、(2010)[2],GDP0.31,,GDP。GVAR。:wij=1|gdpi-gdpj|×∑j1|gdpi-gdpj[]|(i≠j)wij=0,(i=j)(2)gdpi291985-2012,0,128*28。()Pesaran(2004)[16],、,(GVARADF)。,95%GDP,GDP。,,GDPGDP。GDP,GDPGDP,。:gdpt=lnGDPt-lnGDPt-1=lnGDPtGDPt-1、VAR,GVARVECM,。VAR41。GVAR()。11,。,,,。1(:%)412345672627281.931.466.863.260.860.258.854.653.7(33.5)(33.8)(38.9)1.829.758.850.650.549.949.549.348.9(12.3)(14.4)(21.4)1.519.244.743.140.339.439.136.134.3(19.6)(23.8)(27.8)1.529.759.453.252.451.148.647.846.5(18.1)(30.7)(40.8)1.521.251.245.042.842.838.636.936.2(22.1)(22.9)(28.8)1.317.842.037.734.633.933.832.031.9(14.5)(15.9)(21.5)1.219.239.138.537.536.835.734.632.8(21.6)(23.2)(23.4)1.118.941.039.437.837.534.534.032.0(18.6)(20.5)(26.7)1.116.431.831.630.829.428.925.825.5(12.4)(18.0)(18.3)1.115.031.331.329.929.929.427.324.3(13.1)(17.3)(17.5)1.111.332.922.021.520.919.116.616.4(10.4)(11.3)(13.9)1.013.730.728.227.023.422.722.622.0(11.5)(14.8)(15.2)1.016.836.435.935.333.032.932.528.2(15.4)(19.7)(21.2)1.016.632.131.631.130.630.028.428.4(16.0)(17.1)(18.0)0.97.022.016.013.413.112.311.510.1(5.1)(5.9)(6.6)0.98.421.118.317.116.815.615.414.7(7.9)(8.1)(12.2)0.813.530.827.525.925.522.521.621.2(13.1)(13.5)(18.0)0.812.243.229.028.825.623.319.619.2(13.0)(15.5)(20.9)0.812.430.329.225.023.722.521.621.6(12.9)(13.5)(18.2)0.76.915.514.214.013.512.912.812.7(6.6)(7.0)(8.8)51,:GVAR1412345672627280.711.330.027.324.624.619.615.114.5(13.2)(25.2)(26.1)0.68.928.621.219.619.619.318.417.7(10.8)(12.5)(15.2)0.56.617.614.614.413.913.613.212.4(9.5)(10.2)(11.2)0.54.119.811.711.610.310.310.08.6(6.2)(6.4)(7.2)0.56.025.914.814.714.113.812.912.1(8.2)(10.8)(10.9)0.47.231.521.818.117.517.116.615.8(9.6)(12.3)(14.9)0.42.69.48.27.97.57.57.46.2(4.5)(5.7)(5.8)0.410.620.019.719.516.314.313.813.3(6.1)(7.5)(8.4)()1,4,:GDP,,,。,,、、。、、、、、,1.91%、1.81%、1.50%、1.49%、1.47%、1.27%;0.79%~1.1%;、

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  本文關(guān)鍵詞：基于GVAR模型的我國省際間財政支出波動的溢出效應(yīng)研究，由筆耕文化傳播整理發(fā)布。