Gibbs抽样条件下瓦格纳法则的中国有效性研究

统计研究 ›› 2009, Vol. 26 ›› Issue (1): 78-82.

Gibbs抽样条件下瓦格纳法则的中国有效性研究

王小利张永正

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2009-01-15 发布日期:2009-01-15

An Empirical Study on the Validity of Wagner’s Law in China Based on the Gibbs Sampling

Wang Xiaoli & Zhang Yongzheng

Received:1900-01-01 Revised:1900-01-01 Online:2009-01-15 Published:2009-01-15

摘要/Abstract

摘要： 本文在Gibbs抽样条件下，利用我国1952-2006年经济增长和财政支出的时间序列数据，对瓦格纳法则在中国有效性问题进行了实证检验，并具体考察了中国政府公共支出规模扩张与经济增长之间的平滑变参数特征。实证结果表明中国经济增长与政府公共支出增长之间的因果关系并不确定，两者在数量上的关系具有明显的阶段性特点，其参数在具体形态上呈平滑变参数特征。

关键词: 瓦格纳法则, 平滑变参数, 吉布斯抽样

Abstract: This paper tests the validity of Wagner’s Law in China by using annual time series data covering the period from 1952 to 2006, and, at the same time, estimates the long-run relationship between government expenditure and output by using a robust estimation method known as the Gibbs sampling. Empirical results indicate that no evidence in support of the validity of Wagner’s Law in China, but show a characteristic of smooth time-varying parameters for the relationship between government expenditures and GDP’s growth.

Key words: Wagner’s Law, Smooth time-varying parameters, Gibbs sampling

王小利张永正. Gibbs抽样条件下瓦格纳法则的中国有效性研究[J]. 统计研究, 2009, 26(1): 78-82.

Wang Xiaoli &Zhang Yongzheng. An Empirical Study on the Validity of Wagner’s Law in China Based on the Gibbs Sampling [J]. Statistical Research, 2009, 26(1): 78-82.