作　　者： ; ;

机构地区： 南开大学经济学院

出　　处： 《上海经济研究》 2009年第6期3-10,共8页

摘　　要： 本文把包括居民消费需求与民间投资需求在内的民间需求作为一个整体,利用时变参数(TVP)模型考查改革开放三十年来我国财政支出对其的影响关系。结果显示,改革开放三十年来,我国财政支出对民间需求一直存在着引致(挤入)效应,但其引致弹性系数却经历了一个倒V型的轨迹变化。在财政的分类支出中,用于基本建设方面的支出和用于改善民生的支出对民间需求均有引致效应,且后者的引致效率要远高于前者;政府部门经费支出对民间需求的影响则经历了挤出→挤入→挤出的变化过程。 In this paper, we use TVP model to examine the relationship between fiscal expenditure and civil demands, which is including consumer demands and private investment demands, since China＇s reform and opening up. The results showed that the fiscal expenditure had a crowding -in effect on civil demands, but its Elasticity coefficient had an inverted V - shaped trajectory changes. Among the fiscal expenditure, those spent on infrastructure construction and improving people＇s livelihood had the crowding - in effects, and the efficiency of the latter was higher than the former; But expenditures of government departments had a crowding - out effect during the past thirty years, and its momentum is still continuing

关 键 词： 财政支出 民间需求 卡尔曼滤波 时变参数模型

领　　域： [经济管理]