【摘要】：該文基于財(cái)政風(fēng)險(xiǎn)矩陣構(gòu)建我國財(cái)政風(fēng)險(xiǎn)指標(biāo)體系,并利用主成分分析法合成我國財(cái)政風(fēng)險(xiǎn)指數(shù)。在此基礎(chǔ)上應(yīng)用Markov區(qū)制轉(zhuǎn)移模型對(duì)財(cái)政風(fēng)險(xiǎn)指數(shù)的動(dòng)態(tài)路徑進(jìn)行了模擬分析。估計(jì)和檢驗(yàn)結(jié)果說明Markov區(qū)制轉(zhuǎn)移模型能夠更好地說明我國財(cái)政風(fēng)險(xiǎn)的內(nèi)生轉(zhuǎn)移機(jī)制,我國財(cái)政風(fēng)險(xiǎn)的波動(dòng)具有周期性規(guī)律和非對(duì)稱特征,財(cái)政風(fēng)險(xiǎn)轉(zhuǎn)移具有一定的惰性。同時(shí),我國財(cái)政風(fēng)險(xiǎn)指數(shù)區(qū)制狀態(tài)轉(zhuǎn)移與國家宏觀政策密切相關(guān)。在經(jīng)濟(jì)運(yùn)行過程中,"強(qiáng)刺激"的宏觀經(jīng)濟(jì)政策會(huì)為財(cái)政風(fēng)險(xiǎn)監(jiān)管帶來一定難度。
[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.
【作者單位】： 暨南大學(xué)深圳旅游學(xué)院;吉林大學(xué)商學(xué)院吉林大學(xué)數(shù)量經(jīng)濟(jì)研究中心;
【基金】：國家社會(huì)科學(xué)基金青年項(xiàng)目(編號(hào):14CJY004) 國家社科基金重點(diǎn)項(xiàng)目(編號(hào):15AZD001) 教育部人文社會(huì)科學(xué)研究青年基金項(xiàng)目(編號(hào):15YJC790055) 中央高校基本科研業(yè)務(wù)費(fèi)專項(xiàng)資金(編號(hào):22614817)的資助
【分類號(hào)】：F812

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