经济增长与政府收入动态关系的实证研究——基于我国1978—2008年的时间序列分析

基于我国1978年-2008年的GDP和政府收入的时间序列数据,构建向量自回归（VAR）模型,运用脉冲响应函数和方差分解进行分析,并进行了协整检验和格兰杰因果检验,构建了向量误差修正（VEC）模型对两者的关系进行了深入的研究。实证结果表明,我国GDP和政府收入长期存在均衡关系,短期主要由其滞后两期值决定,并且政府收入对经济增长的效果显著,而经济增长对我国政府收入的增长并不明显。

An Empirical Study of the Dynamic Relationship Between Economic Growth and Government Revenue

This study is to build Vector Autoregression（VAR） model based on our country＇s GDP and government income time series data in the years 1978~2008.The analysis is made by using the impulse response function and the variance decomposition,and attested by co-integration test and Granger causality test.Its aim is to construct the vector error correction（VEC） model to have an in-depth study of relationship between GDP and revenue.The empirical results show that long-term relationship between GDP and government revenues is balanced,and short-term is primarily determined by lag value.The effect of government revenue on economic growth is significant,but the effect of economic growth on the increase in government revenue is not obvious.