基于VAR模型的自然灾害财政救助波动测度分析——以辽宁省为例  

Volatility Measurement of Financial Assistance to Natural Disaster Based on VAR model——A Case Study of Liaoning Province

作　　者：邵祥东[1] 

机构地区：[1]沈阳师范大学管理学院,辽宁沈阳110034

出　　处：《沈阳师范大学学报（社会科学版）》2017年第1期134-139,共6页Journal of Shenyang Normal University(Social Science Edition)

基　　金：辽宁省社会科学规划基金一般项目(L14BGL029);国家社会科学基金一般项目(13BJY067)

摘　　要：财政供给对自然灾害救助支出的贡献效应存在学术争议。通过利用1979—2015年辽宁省财政收入和自然灾害救助财政支出年度时间序列数据,采用VAR向量自回归模型检验财政收入增长对自然灾害救助支出的脉冲效果和预测方差贡献率,结果发现:财政收入增长和自然灾害救助支出之间存在单向因果关系,并呈现出不太稳定的长期均衡特征;财政收入增长对自然灾害救助财政支出水平的脉冲效果具有瞬时救急性特征,在滞后3-4期逐渐衰退;自然灾害救助财政支出并未形成稳定的制度贡献机制。财政收入和自然灾害救助支出波动周期共变性和同步性逻辑关联仍需进一步检验。There have been academic controversies on fiscal contribution to the natural disaster relief. This study constructs a vector autoregressive model,applying fiscal revenue and expense data of natural disaster relief from 1979 to 2015 in Liaoning province,checking pulse effect and the variance contribution of fiscal expenditure for natural disaster relief. It has found that there is a one-way causal relationship between fiscal revenue and natural disaster relief,which results in unstable long-term equilibrium relationship. The cycle covariant and synchronized logic of fiscal revenue and natural disaster relief still need further study.

关 键 词：自然灾害 社会救助 脉冲响应 向量自回归模型 

分 类 号：F81[经济管理—财政学]