我國財政風險指數構建及區(qū)制狀態(tài)研究
發(fā)布時間:2018-08-01 16:15
【摘要】:該文基于財政風險矩陣構建我國財政風險指標體系,并利用主成分分析法合成我國財政風險指數。在此基礎上應用Markov區(qū)制轉移模型對財政風險指數的動態(tài)路徑進行了模擬分析。估計和檢驗結果說明Markov區(qū)制轉移模型能夠更好地說明我國財政風險的內生轉移機制,我國財政風險的波動具有周期性規(guī)律和非對稱特征,財政風險轉移具有一定的惰性。同時,我國財政風險指數區(qū)制狀態(tài)轉移與國家宏觀政策密切相關。在經濟運行過程中,"強刺激"的宏觀經濟政策會為財政風險監(jiān)管帶來一定難度。
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者單位】: 暨南大學深圳旅游學院;吉林大學商學院吉林大學數量經濟研究中心;
【基金】:國家社會科學基金青年項目(編號:14CJY004) 國家社科基金重點項目(編號:15AZD001) 教育部人文社會科學研究青年基金項目(編號:15YJC790055) 中央高校基本科研業(yè)務費專項資金(編號:22614817)的資助
【分類號】:F812
本文編號:2158131
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者單位】: 暨南大學深圳旅游學院;吉林大學商學院吉林大學數量經濟研究中心;
【基金】:國家社會科學基金青年項目(編號:14CJY004) 國家社科基金重點項目(編號:15AZD001) 教育部人文社會科學研究青年基金項目(編號:15YJC790055) 中央高校基本科研業(yè)務費專項資金(編號:22614817)的資助
【分類號】:F812
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