本文選題：財政政策 + 經(jīng)濟(jì)增長　； 參考：《吉林大學(xué)》2013年碩士論文

【摘要】：與貨幣政策一樣財政政策對宏觀經(jīng)濟(jì)的調(diào)節(jié)作用也是不容小覷的。改革開放后，根據(jù)我國各個歷史階段經(jīng)濟(jì)發(fā)展的特點(diǎn)，，政府依次采取了與其對應(yīng)的政策，并都對經(jīng)濟(jì)的調(diào)節(jié)起到了顯著效果。尤其在當(dāng)前經(jīng)歷了2008年金融危機(jī)后，我國又再度實(shí)施了積極的財政政策，同時還配合以穩(wěn)健的貨幣政策，這對經(jīng)濟(jì)的復(fù)蘇起到了積極的促進(jìn)作用，但當(dāng)經(jīng)濟(jì)回暖后，是否應(yīng)轉(zhuǎn)變財政政策，如何調(diào)節(jié)政策等都成了至關(guān)重要的問題。由此可見對財政政策和經(jīng)濟(jì)增長之間的關(guān)系進(jìn)行研究有著重要理論意義和現(xiàn)實(shí)意義。 本文主要對財政政策與經(jīng)濟(jì)增長之間的關(guān)系進(jìn)行了研究。其中選取的變量中GDP為季度數(shù)據(jù)，而財政支出，貨幣供應(yīng)量和物價指數(shù)則為月度數(shù)據(jù)，在以往的研究中為了構(gòu)建可估計(jì)的同頻數(shù)據(jù)VAR模型，通常的做法是將一些高頻的信息進(jìn)行了舍棄，但不同頻率的數(shù)據(jù)都具有其獨(dú)有的信息和趨勢，所以難免造成估計(jì)結(jié)果的偏差。在本文中，為了避免這種信息的損失，對可觀測到數(shù)據(jù)進(jìn)行充分的利用，引入了基于貝葉斯方法的混頻向量自回歸模型，充分利用了高頻信息對財政政策與經(jīng)濟(jì)增長間的關(guān)系進(jìn)行研究。同時經(jīng)過與同頻數(shù)據(jù)估計(jì)結(jié)果進(jìn)行比較，證實(shí)了混頻數(shù)據(jù)估計(jì)的結(jié)果要優(yōu)于同頻數(shù)據(jù)估計(jì)的結(jié)果，證實(shí)了充分使用可獲得信息的估計(jì)更為有效。同時本文的實(shí)證結(jié)果還表明GDP沖擊會對財政支出造成顯著的正向影響，這也就驗(yàn)證了在1996年到2012年間“瓦格納法則”在我國的是成立的。這說明了隨著我國經(jīng)濟(jì)的不斷發(fā)展，我國財政支出也會隨之逐步增加，政府在經(jīng)濟(jì)中的地位逐步提升；而財政支出的擴(kuò)張則會對經(jīng)濟(jì)增長產(chǎn)生消極的影響。由此可見，在1996年以來，我國的經(jīng)濟(jì)狀況日趨成熟，若仍長期的實(shí)施積極的財政政策非但不能促進(jìn)經(jīng)濟(jì)增長，還會引發(fā)通貨膨脹和赤字過高導(dǎo)致的財政風(fēng)險等問題。所以在經(jīng)濟(jì)中未發(fā)生激變?nèi)鐟?zhàn)爭，經(jīng)濟(jì)危機(jī)或?yàn)?zāi)害時，政府應(yīng)當(dāng)實(shí)施穩(wěn)健的財政政策，以確保經(jīng)濟(jì)的長期平穩(wěn)發(fā)展。 全文共分四章，在第一章中介紹了選題意義和背景，同時對了西方學(xué)者和我國學(xué)者關(guān)于財政政策與經(jīng)濟(jì)增長的若干具有代表性的觀點(diǎn)進(jìn)行了綜述。在第二章中，對財政政策與經(jīng)濟(jì)增長關(guān)系的理論進(jìn)行了介紹，其中包括瓦格納法則，內(nèi)生增長理論中的財政政策，擠出效應(yīng)和乘數(shù)效應(yīng)以及凱恩斯學(xué)派中的財政政策理論。第三章中則對所使用的MF-VAR模型進(jìn)行了介紹。包括其中的吉布斯抽樣等計(jì)算方法的介紹。最后，在本文的第4章中，進(jìn)行了基于混頻數(shù)據(jù)的我國財政政策與經(jīng)濟(jì)增長關(guān)系的實(shí)證研究，具體的驗(yàn)證了我國財政支出與增長之間的關(guān)系。并在得出實(shí)證結(jié)果后，在文章的最后進(jìn)行了總結(jié)并給出了政策建議。
[Abstract]:Like monetary policy, fiscal policy plays an important role in regulating macro-economy. After the reform and opening up, according to the characteristics of economic development in each historical stage of our country, the government has adopted corresponding policies in turn, and has played a remarkable effect on the adjustment of economy. Especially after the current financial crisis of 2008, our country has once again implemented a positive fiscal policy, coupled with a sound monetary policy, which has played a positive role in promoting economic recovery, but when the economy has warmed up, Whether or not fiscal policy should be changed, how to adjust policy has become a crucial issue. Therefore, it has important theoretical and practical significance to study the relationship between fiscal policy and economic growth. This paper mainly studies the relationship between fiscal policy and economic growth. Among the selected variables, GDP is the quarterly data, while fiscal expenditure, money supply and price index are monthly data. In previous studies, in order to construct the estimable VAR model of the same frequency data, The usual method is to discard some high-frequency information, but the data of different frequencies all have their own information and trend, so it is inevitable to cause the deviation of the estimation results. In this paper, in order to avoid the loss of this kind of information and make full use of observable data, a mixing vector autoregressive model based on Bayesian method is introduced. The relationship between fiscal policy and economic growth is studied by using high frequency information. At the same time, by comparing with the estimation result of the same frequency data, it is proved that the result of the estimation of the mixing frequency is better than that of the estimation of the same frequency data, and that it is more effective to make full use of the available information. At the same time, the empirical results of this paper also show that the GDP shock will have a significant positive impact on fiscal expenditure, which verifies that Wagner's Law was established in China from 1996 to 2012. This shows that with the continuous development of our economy, our fiscal expenditure will gradually increase, the status of the government in the economy will gradually increase, and the expansion of fiscal expenditure will have a negative impact on economic growth. It can be seen that since 1996, the economic situation of our country has been maturing day by day. If we still implement active fiscal policy for a long time, not only can't promote economic growth, but also will lead to the problems of inflation and fiscal risk caused by excessive deficit. So the government should implement prudent fiscal policy in order to ensure the long-term stable development of the economy when there are no drastic changes such as war, economic crisis or disaster in the economy. The thesis is divided into four chapters. In the first chapter, the significance and background of the topic are introduced, and some representative viewpoints of western scholars and Chinese scholars on fiscal policy and economic growth are summarized. In the second chapter, the theory of the relationship between fiscal policy and economic growth is introduced, including Wagner's rule, fiscal policy in endogenous growth theory, crowding-out effect and multiplier effect, and fiscal policy theory in Keynesian school. In the third chapter, the MF-VAR model is introduced. Including the introduction of Gibbs sampling and other calculation methods. Finally, in the fourth chapter of this paper, the empirical research on the relationship between fiscal policy and economic growth based on mixed frequency data is carried out, which verifies the relationship between fiscal expenditure and growth in China. At the end of the article, the author summarizes the empirical results and gives some policy recommendations.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F224;F124.1;F812.0

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