基于状态空间模型的我国行政管理费动态分析

利用动态计量经济学的状态空间方程和卡尔曼滤波研究经济增长水平、市场化水平、城市化水平对行政管理费影响的动态变化,从而更加准确地刻画3个变量对行政管理费影响的变动轨迹。研究结果表明:经济增长、城市化水平与行政管理费正相关,市场化水平与行政管理费负相关,弹性系数的大小取决于政府政策因素的影响。在2000年以前弹性系数波动较大,2000年以后3个变量对行政管理费的弹性逐渐趋于平稳,但市场化因素对行政管理费的抑制作用在下降,城市化对行政管理费的弹性具有上升的趋势。这说明如果中国按照当前的发展状态,行政管理费将继续保持较高的上升趋势。

The Dynamic Analysis of Chinese Administrative Fee Based on State Space Model

Based on state space equation and Kalman filtering of dynamic econometric, this paper researches the dynamic influence of economic growth, marketization, urbanization on the administrative fee, the track of which is more accurately depicted. The results indicate that economic growth, urbanization have positive effect on administrative fee, and marketization has negative effect on administrative fee. The size of the elastic coefficients depends on the influence of government policy. Before 2000, the three elasticity coefficients fluctuate more severely, whereas after 2000 they tend to be stable. But the elasticity coefficient of marketization to the administrative fee is on the decline, and the elasticity coefficient of urbanization is on the rise, which shows that if China continues to keep the current state, administrative fee will continue to rise.