财政支出、税收对经济增长的互动影响分析--基于状态空间模型的变参数分析（1980～2011）

摘要

在我国1980~2011年的财政支出、税收收入和经济增长的基础上建立时间序列模型，分析它们之间是否存在长期均衡态势。并在此基础上运用状态空间模型的变参数估计来分析各变量之间是否存在同时、领先、滞后、回馈等互动关系。研究结果表明，我国财政支出、税收收入与经济增长之间存在长期稳定的关系，并且税收对经济所发挥的弹性作用远高于财政支出对经济的拉动作用。%On the basis of china’s 1980-2011 public expenditure,tax revenue and economic growth,time series model was established and analyzed whether there was long-term equilibrium. The variable parameter estimation of the state space model analyzed the effective relationship. The results showed that,there was a long-term stable relationship among public expenditure,tax revenue and economic growth,and tax play an elastic role on the economy was much higher than that of public expenditure.