【摘要】：財(cái)政在整個(gè)宏觀經(jīng)濟(jì)中占據(jù)著重要的地位,財(cái)政風(fēng)險(xiǎn)的出現(xiàn)往往對(duì)國(guó)民經(jīng)濟(jì)產(chǎn)生強(qiáng)烈沖擊,甚至影響到社會(huì)的穩(wěn)定。赤字風(fēng)險(xiǎn)是衡量財(cái)政風(fēng)險(xiǎn)程度的一個(gè)較好的尺度。在大部分時(shí)間里,我國(guó)赤字風(fēng)險(xiǎn)都較為平穩(wěn)地處于中、低度風(fēng)險(xiǎn)狀態(tài)。但在1999年到2003年的后東南亞金融危機(jī)時(shí)期,以及2008年之后的國(guó)際金融危機(jī)及經(jīng)濟(jì)轉(zhuǎn)型時(shí)期,我國(guó)赤字風(fēng)險(xiǎn)程度都上升到了較高的水平。運(yùn)用門(mén)限自回歸模型可以較好地構(gòu)建赤字風(fēng)險(xiǎn)預(yù)警系統(tǒng),從而能夠前瞻性地對(duì)赤字風(fēng)險(xiǎn)做出預(yù)警,采取相應(yīng)對(duì)策化解或盡可能地降低財(cái)政風(fēng)險(xiǎn)。
[Abstract]:Finance occupies an important position in the whole macro-economy, and the appearance of fiscal risks often has a strong impact on the national economy and even affects the stability of the society. Deficit risk is a good measure of financial risk. In most of the time, the risk of deficit in China is relatively stable, low risk state. However, in the post-Southeast Asian financial crisis period from 1999 to 2003 and the international financial crisis and economic transition period after 2008, the risk of deficit in China has risen to a higher level. The threshold autoregressive model can be used to construct a deficit risk warning system which can forewarn deficit risk and take corresponding countermeasures to resolve or reduce fiscal risk as far as possible.
【作者單位】： 中國(guó)人民大學(xué)商學(xué)院;
【基金】：國(guó)家社會(huì)科學(xué)重大招標(biāo)項(xiàng)目“中國(guó)財(cái)政金融安全:預(yù)警機(jī)制與風(fēng)險(xiǎn)控制體系”(05&ZD008) 中國(guó)人民大學(xué)校內(nèi)項(xiàng)目“賣(mài)空機(jī)制、股價(jià)信息效率與知情交易”(2015030083)
【分類號(hào)】：F812
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本文編號(hào)：2413980