我国财政风险指数构建及区制状态研究
发布时间：2018-08-01 16:15
【摘要】：该文基于财政风险矩阵构建我国财政风险指标体系,并利用主成分分析法合成我国财政风险指数。在此基础上应用Markov区制转移模型对财政风险指数的动态路径进行了模拟分析。估计和检验结果说明Markov区制转移模型能够更好地说明我国财政风险的内生转移机制,我国财政风险的波动具有周期性规律和非对称特征,财政风险转移具有一定的惰性。同时,我国财政风险指数区制状态转移与国家宏观政策密切相关。在经济运行过程中,"强刺激"的宏观经济政策会为财政风险监管带来一定难度。
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者单位】： 暨南大学深圳旅游学院;吉林大学商学院吉林大学数量经济研究中心;
【基金】：国家社会科学基金青年项目(编号:14CJY004) 国家社科基金重点项目(编号:15AZD001) 教育部人文社会科学研究青年基金项目(编号:15YJC790055) 中央高校基本科研业务费专项资金(编号:22614817)的资助
【分类号】：F812
本文编号：2158131
[Abstract]:Based on the financial risk matrix, this paper constructs the financial risk index system of our country, and synthesizes the financial risk index of our country by principal component analysis. On this basis, the dynamic path of fiscal risk index is simulated and analyzed by using the Markov system transfer model. The estimation and test results show that the Markov system transfer model can better explain the endogenous transfer mechanism of fiscal risk in China. The fluctuation of fiscal risk in China has the characteristics of periodicity and asymmetry, and the transfer of fiscal risk has some inertia. At the same time, the transfer of fiscal risk index region system is closely related to national macro policy. In the process of economic operation, the macroeconomic policy of "strong stimulus" will bring some difficulties to the supervision of financial risk.
【作者单位】： 暨南大学深圳旅游学院;吉林大学商学院吉林大学数量经济研究中心;
【基金】：国家社会科学基金青年项目(编号:14CJY004) 国家社科基金重点项目(编号:15AZD001) 教育部人文社会科学研究青年基金项目(编号:15YJC790055) 中央高校基本科研业务费专项资金(编号:22614817)的资助
【分类号】：F812
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