基于门限自回归模型的中国财政风险预警系统
发布时间：2019-01-23 16:11
【摘要】：财政在整个宏观经济中占据着重要的地位,财政风险的出现往往对国民经济产生强烈冲击,甚至影响到社会的稳定。赤字风险是衡量财政风险程度的一个较好的尺度。在大部分时间里,我国赤字风险都较为平稳地处于中、低度风险状态。但在1999年到2003年的后东南亚金融危机时期,以及2008年之后的国际金融危机及经济转型时期,我国赤字风险程度都上升到了较高的水平。运用门限自回归模型可以较好地构建赤字风险预警系统,从而能够前瞻性地对赤字风险做出预警,采取相应对策化解或尽可能地降低财政风险。
[Abstract]:Finance occupies an important position in the whole macro-economy, and the appearance of fiscal risks often has a strong impact on the national economy and even affects the stability of the society. Deficit risk is a good measure of financial risk. In most of the time, the risk of deficit in China is relatively stable, low risk state. However, in the post-Southeast Asian financial crisis period from 1999 to 2003 and the international financial crisis and economic transition period after 2008, the risk of deficit in China has risen to a higher level. The threshold autoregressive model can be used to construct a deficit risk warning system which can forewarn deficit risk and take corresponding countermeasures to resolve or reduce fiscal risk as far as possible.
【作者单位】： 中国人民大学商学院;
【基金】：国家社会科学重大招标项目“中国财政金融安全:预警机制与风险控制体系”(05&ZD008) 中国人民大学校内项目“卖空机制、股价信息效率与知情交易”(2015030083)
【分类号】：F812
，
本文编号：2413980
[Abstract]:Finance occupies an important position in the whole macro-economy, and the appearance of fiscal risks often has a strong impact on the national economy and even affects the stability of the society. Deficit risk is a good measure of financial risk. In most of the time, the risk of deficit in China is relatively stable, low risk state. However, in the post-Southeast Asian financial crisis period from 1999 to 2003 and the international financial crisis and economic transition period after 2008, the risk of deficit in China has risen to a higher level. The threshold autoregressive model can be used to construct a deficit risk warning system which can forewarn deficit risk and take corresponding countermeasures to resolve or reduce fiscal risk as far as possible.
【作者单位】： 中国人民大学商学院;
【基金】：国家社会科学重大招标项目“中国财政金融安全:预警机制与风险控制体系”(05&ZD008) 中国人民大学校内项目“卖空机制、股价信息效率与知情交易”(2015030083)
【分类号】：F812
，
本文编号：2413980
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