排序方式: 共有17条查询结果,搜索用时 204 毫秒
1.
我国税制结构、税负水平与经济增长的关系研究——基于全国30个省级单位面板数据的PVAR分析 总被引:3,自引:0,他引:3
通过使用PVAR模型和脉冲—响应函数对1994~2008年间我国省级税制结构、税负水平与经济增长的动态关系进行了研究,结果表明,目前我国的经济增长显著地促进了税制结构和税负水平的提高,但税制结构和税收水平的提高没有显著阻碍经济的增长。所以,增加直接税的比重和整体税负水平,不但可以调节贫富差距,促进社会和谐,还可以增加政府支出水平和提高消费率进而促进经济增长。 相似文献
2.
外商直接投资对我国就业的影响:基于面板VAR的分析 总被引:1,自引:0,他引:1
本文运用面板VAR方法研究外商直接投资对国内就业、工资的动态影响。研究发现,外商直接投资对我国工资水平的提高没有显著作用;对我国就业水平的影响有正向影响,但程度非常有限;外商直接投资的变动没有说明在岗职工工资和就业的扰动;动态地看,在岗职工人数对外商直接投资冲击反应总体上是负向的,尽管程度非常有限;而工资水平对外商直接投资冲击反应是正向的,但程度也是非常有限,但长期来看这种影响会越来越大。 相似文献
3.
Exploring Metropolitan Housing Price Volatility 总被引:1,自引:0,他引:1
This paper uses GARCH models and a panel VAR model to analyze possible time variation of the volatility of single-family home
value appreciation and the interactions between the volatility and the economy, using a large quarterly data set that covers
277 MSAs in the U.S. from 1990:1 to 2002:2. We find evidence of time varying volatility in about 17% of the MSAs. Using volatility
series estimated with GARCH models, we find that the volatility is Granger-caused by the home appreciation rate and GMP growth
rate. On the other hand, the volatility Granger-causes the personal income growth rate but the impact is not economically
significant. 相似文献
4.
本文利用面板VAR模型及2004~2009年9家上市商业银行的数据,研究银行贷款损失准备计提与银行贷款行为、盈余管理策略的动态调整。研究发现,从中国代表性上市商业银行的经验证据来看,贷款损失准备的计提与净利润率之间存在显著的负相关关系;贷款损失准备计提影响了商业银行的贷款能力和商业银行的盈利水平,这证实了盈余管理行为的存在;充分计提贷款损失准备的商业银行其风险管控能力更强,从而阻碍不良贷款率的提高,但商业银行贷款损失计提对不良贷款率的提高不敏感,这可能与商业银行计提不规范和监管部门的监管水平不高有关。 相似文献
5.
本文针对“中国储蓄率之谜”问题进行研究,探究中国储蓄率如此之高的原因。文中构建了一个生命周期模型,并利用面板VAR模型得出了影响中国家户储蓄率如此之高的原因。文中构建了一个生命周期模型,并利用面板VAR模型得出了影响中国家庭储蓄率的因素。研究认为,储蓄率具有一个滞后效应,即本期储蓄率很大程度上受上一期储蓄率影响。家庭中子女数与储蓄率具有正相关关系,而教育成本的增加则会对储蓄率产生一个负向影响。此外,工资增长率的增加会使储蓄率上升,而人均资本率的增加会使储蓄率下降。 相似文献
6.
东亚各国目前在货币领域的合作严重滞后于贸易合作,2008年全球金融危机的爆发使东亚货币合作面临着前所未有的挑战。根据传统的OCA标准,目前东亚各国内部经济条件差异较大,而且这种差异有逐步扩大的趋势,因此进行深层次货币合作的成本较高。基于经济冲击对称性的实证分析进一步表明,中日韩二三国货币冲击的对称性较高,但是在供给冲击和需求冲击方面存在非对称性,而且这种非对称性在短期更为明显。与日韩相比,中国与东盟之间经济冲击的对称程度相对较高,具备一定的合作优势。因此中国应以贸易合作为基础,加强同东亚主要经济体的经贸往来,共同引领东亚货币合作向更高层次迈进。 相似文献
7.
金融发展与经济增长之间的关系,历来是金融领域研究的重点,但却鲜有文献将金融结构、产业结构与经济增长三者结合起来进行研究。为此,本文基于我国东部10省市1998-2012年的数据,运用面板VAR分析了金融结构、产业结构与经济增长之间的关系,提出资本市场发展有助于推动经济增长,而信贷资金有助于推动产业结构升级,进而推动经济增长。因此,我国应在大力发展资本市场的同时,合理引导信贷资金流向,推动产业转型升级、促进经济增长。 相似文献
8.
Marta Degl'Innocenti Franco Fiordelisi Claudia Girardone Nemanja Radi 《金融市场、机构和票据》2019,28(2):241-260
How does competition affect the investment banking business and the risks individual institutions are exposed to? Using a large sample of investment banks operating in seven developed economies over 1997–2014, we apply a panel VAR model to examine the relationships between competition and risk without assuming any a priori restrictions. Our main finding is that investment banks’ higher risk exposure, measured as a long‐term capital‐at‐risk and return volatility, was facilitated by greater competitive pressures for both boutique investment banks and full‐service investment banks. Overall, we find some evidence that more competition leads to more fragility before and during the recent financial crisis. 相似文献
9.
In this paper we study the determinants of lending margins paid by euro‐area corporates for their bank loans. Across two separate groups of countries (distressed and non‐distressed) we examine whether lending margins have been affected by structural changes in the banking sector, the credit and liquidity position of banks and the costs of funding in the corporate and sovereign bond markets. The role of ECB policies with respect to narrowing down the fragmentation in the bank lending channel is also investigated through a structural panel VAR model for the period 2003:1 to 2014:12. 相似文献
10.
Sammo Kang 《新兴市场金融与贸易》2016,52(5):1121-1144
We study the effect of the sovereign credit ratings on the economies of seven East Asian countries, applying panel vector autoregression (VAR). We find that rating has less effect than outlook of rating on the credit default swap (CDS) spreads, the stock indexes, and the GDP growth rates. Rating upgrade and positive outlook have stronger effects than rating downgrade and negative outlook, and the effects of positive outlook and rating are greater after the financial crisis. There is evidence of contagion in that the economic variables of a country seem to have been affected by the outlooks of the other countries. 相似文献