政府财政支出对产业结构动态冲击效应的实证分析

本文通过构建VAR模型,运用协整检验分析、脉冲响应分析和方差分解分析,从长期和短期两个方面分析了中央财政支出和地方财政支出对产业结构系数变动的影响,得出结论:从长期来看,中央财政支出对产业结构系数变动具有正向影响,而地方财政支出则具有负向影响;短期内,中央财政支出和地方财政支出对产业结构系数变动都具有正向影响,前者影响程度大于后者,但二者对产业结构系数变动的影响都具有滞后性。

Empirical Analysis of the Dynamic Effect of Intergovernmental Fiscal Expenditure Shocks to the Industrial Structure

This paper constructs VAR model, and makes an empirical analysis between central and local fiscal expenditure and industrial structure by using co-integration analysis, impulse response analysis and variance decomposition analysis both in long term and in short term ,and concludes that, in long term, the central government expenditures has a positive impact on industrial structure changes, while local fiscal expenditure has a negative impact;in short term, central and local fiscal expenditures have a positive effect on the change of industrial structure, and the former is bigger than the latter, but both lag behind to the effects of the changes in industry structure.