财经科学
財經科學
재경과학
Finance and Economics
2009年
9期
49~57
,共null页
政府支出 居民消费 卡尔曼滤波 时变参数模型
政府支齣 居民消費 卡爾曼濾波 時變參數模型
정부지출 거민소비 잡이만려파 시변삼수모형
Government Spending; Private Consumption; Kalman Filter; TVP Model
本文利用时变参数（TVP）模型考查了改革开放三十年来，政府支出对居民消费影响水平的变化。结果显示，三十年来，我国政府支出对居民消费一直都存在着促进效应，但影响水平却经历了一个倒V型的变化；对城市居民消费的促进效应强于对农村消费的促进效应，且在两者之间的差距还在不断扩大；用于基本建设方面的财政支出对居民消费有一定的促进效应，政府行政与事业经费支出对消费具有挤出效应，而用于改善民生的支出对消费一直都保持着较高的促进效应。
本文利用時變參數（TVP）模型攷查瞭改革開放三十年來，政府支齣對居民消費影響水平的變化。結果顯示，三十年來，我國政府支齣對居民消費一直都存在著促進效應，但影響水平卻經歷瞭一箇倒V型的變化；對城市居民消費的促進效應彊于對農村消費的促進效應，且在兩者之間的差距還在不斷擴大；用于基本建設方麵的財政支齣對居民消費有一定的促進效應，政府行政與事業經費支齣對消費具有擠齣效應，而用于改善民生的支齣對消費一直都保持著較高的促進效應。
본문이용시변삼수（TVP）모형고사료개혁개방삼십년래，정부지출대거민소비영향수평적변화。결과현시，삼십년래，아국정부지출대거민소비일직도존재착촉진효응，단영향수평각경력료일개도V형적변화；대성시거민소비적촉진효응강우대농촌소비적촉진효응，차재량자지간적차거환재불단확대；용우기본건설방면적재정지출대거민소비유일정적촉진효응，정부행정여사업경비지출대소비구유제출효응，이용우개선민생적지출대소비일직도보지착교고적촉진효응。
In this paper, we use TVP model to examine the relationship between fiscal expenditure and the private consumption, since China＇s refon＇n and opening- up. The results showed that the fiscal expenditure had a crowding- in effect on the private consumption. It＇s more effective to promote the urban consumption than the rural, and the efficiency gap between them continues to widen. Among the fiscal expenditure, to some extent, those spent on infrastructure construction had a crowding- in effect on consumption, and those using to improve people＇s livelihood had a more effective crowding- in effect than the former. The administrative expenses of government had a crowding- out effect on private consumption.
