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我国政府支出对经济增长的动态效应研究
引用本文:陈享光,张方波.我国政府支出对经济增长的动态效应研究[J].兰州商学院学报,2013(5):56-60.
作者姓名:陈享光  张方波
作者单位:中国人民大学经济学院,北京,100872
摘    要:本文构建了包含政府支出的内生化经济增长模型,在此基础上考察了政府支出对经济增长的长期动态效应。并通过构建状态空间模型和卡尔曼滤波的分析方法量化和预测了该动态效应值,解读了其相应的政策含义。

关 键 词:内生化经济增长  Hamilton系统  状态空间模型  卡尔曼滤波

The Research on the Dynamic Effect of Government Expenditure on the Economic Growth in China
CHEN Xiang-guang , ZHANG Fang-bo.The Research on the Dynamic Effect of Government Expenditure on the Economic Growth in China[J].Journal of Lanzhou Commercial College,2013(5):56-60.
Authors:CHEN Xiang-guang  ZHANG Fang-bo
Institution:CHEN Xiang - guang , ZHANG Fang - bo (School of Economics, Renmin University of China, Beijing 100872, China)
Abstract:This paper deals with the long - time and dynamic effect of government expenditure exerting on the economic growth, based on the endogenous economic growth model including government expenditure, then calculate and forecast the dynamic effect value trough constructing the state space model and kalman filtering, and at least interpret the implications of corresponding policies.
Keywords:endogenous economic growth  Hamilton system  state space mode  kalman filtering
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