基于ADL模型的地方财政收入与经济增长关系的实证研究——以黑龙江省为例  

Relationships between Local Fiscal Revenue and Economic Growth Based on ADL Model——A Case Study of Heilongjiang Province

作　　者：景宏军[1] 王李存 

机构地区：[1]哈尔滨商业大学财政与公共管理学院,黑龙江哈尔滨150028

出　　处：《山东财经大学学报》2015年第3期29-37,共9页Journal of Shandong University of Finance and Economics

基　　金：2013国家社会科学基金项目"财政风险防控与我国国家资产负债表构建研究"(13CJY012);2014年黑龙江省博士后资助项目"基于资产负债观的财政风险预警模型与治理机制研究"(LBH-Z14122)

摘　　要：基于自回归分布滞后(ADL)模型,对黑龙江省1952-2012年的财政收入与GDP建立了误差修正模型,并进行Granger因果检验。结果证明:黑龙江省财政收入和GDP之间存在长期均衡关系,且财政收入的增长落后于经济增长;财政收入和GDP之间具备短期动态调整机制,当财政收入短期波动偏离长期均衡时,误差修正项将以0.146225的力度作反向调整至均衡状态;在滞后4期以内,财政收入和GDP只存在单向因果关系,即GDP的增长是财政收入增长的原因,而财政收入的增长不是GDP增长的原因,两者不存在显著的相互促进效应。在此基础上,提出了促进黑龙江省财政收入与经济增长协调发展的政策建议。Based on Autoregressive Distributed Lag Model （ADL）, an error correction model is set up for the fiscal revenues and GDP of Heilongjiang Province from1952 to 2012 while a Granger Causality Test is conducted. The results of the empirical study show that the fiscal revenues and GDP of Heilongjiang Province have a long - term equilibrium relationship with fiscal revenue increase lagging behind economic growth, and that there exists a short - term dynamic adjustment mechanism between fiscal revenue and GDP, so the short -term fiscal revenue fluctuations deviating from its long -term equilibrium can be adjusted reversely to its equilibrium state by an error correction of 0. 146225 magnitude. Within the lag phase 4, the fiscal revenue and GDP have only one - way causal relationship, which indicates that GDP growth causes fiscal revenue growth but not vice versa. In other words, there is no signifi cant effect of mutual promotion between fiscal revenue and GDP. Based on these research findings, policy suggestions are proposed for promoting the coordinated development of Heilongjiang Province＇s financial revenue and economic growth.

关 键 词：财政收入 协整 ADL-ECM GRANGER因果检验 

分 类 号：F810.7[经济管理—财政学]