| 税收和政府支出政策对产出动态冲击效应的计量分析 |
| |
| 引用本文： | 李晓芳 高铁梅 梁云芳. 税收和政府支出政策对产出动态冲击效应的计量分析[J]. 财贸经济, 2005, 0(2): 32-39 |
| |
| 作者姓名： | 李晓芳 高铁梅 梁云芳 |
| |
| 作者单位： | [1]吉林大学商学院讲师、博士研究生，130012 [2]东北财经大学数量经济系教授、博士生导师，116025 [3]东北财经大学数量经济系助教、博士研究生，116025 |
| |
| 基金项目： | 本文得到教育部重点研究基地重大项目的资助,批准号:01JAZJD790003国家自然科学基金项目的资助,项目号:70171019 |
| |
| 摘 要： | 本文运用结构向量自回归(SVAR)模型方法，研究我国税收和政府支出政策对产出所产生的动态冲击效应。主要结论是：(1)税收的正冲击对产出仅有负的短期效应，即减税的财政政策在短期促进产出增长。政府支出正冲击对产出有正效应，而且其效果是中长期有效的。(2)增税的税收政策抑制私人消费，而扩大政府支出则会促进私人消费；(3)增税的税收政策抑制投资，但扩大政府支出则促进投资。
|
| 关 键 词： | 财政政策 税收 政府支出 VAR（向量自回归） SVAR（结构向量自回归） |
Econometric Analysis of the Dynamic Effect of Government Spending Shocks and Tax Shocks to the Output |
| |
| LI Xiaofang. Econometric Analysis of the Dynamic Effect of Government Spending Shocks and Tax Shocks to the Output[J]. Finance & Trade Economics, 2005, 0(2): 32-39 |
| |
| Authors: | LI Xiaofang |
| |
| Abstract: | This paper presents an econometric analysis of the dynamic effect of government spending shocks and tax shocks to the output in our country based on structural VAR approach. The main conclusions are:(1) There is a negative short-term response of GDP to tax positive shocks, thus, tax reduction promotes the output to increase in a short time. There is a positive response of GDP to government positive spending shocks, which will embody its positive role to the output in economic long-term development. (2) Tax increasing suppresses private consumption while private consumption increases following government spending shocks.(3) Tax increasing suppresses investment, while an increase in government spending has a positive effect on investment |
| |
| Keywords: | Fiscal Policy VAR (vector auto-regression) Structural VAR Impulse-response Function Variance Decomposition |
| 本文献已被 CNKI 维普 等数据库收录！ |
