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公共资本对产出及私人资本的动态冲击效应研究
引用本文:王亚芬.公共资本对产出及私人资本的动态冲击效应研究[J].数学的实践与认识,2012,42(5):37-43.
作者姓名:王亚芬
作者单位:东北财经大学数学与数量经济学院,辽宁大连116025;东北财经大学经济计量分析与预测中心,辽宁大连116025
基金项目:国家社科基金重大项目,教育部人文社会科学研究青年基金,辽宁省社会科学规划基金
摘    要:估算了我国总的资本存量和公共资本存量,并从资本存量的角度基于结构向量自回归模型(SVAR)研究了公共资本对私人资本和产出的动态影响.通过实证研究得出以下结论:1)在我国公共资本对私人资本具有先"挤入"后"挤出"的效应.给公共资本一个百分点的冲击,在第'三年使得私人资本增加0.5个百分点.2)产出对公共资本冲击的响应更加快速和直接,给公共资本一个百分点的冲击会使得产出在第2期时增长0.8个百分点,但是这种正的响应会逐渐减弱,并在第6期后不再显著.3)方差分解的结果表明,私人资本对产出的贡献率要大于公共资本对产出的贡献率,私人资本对产出贡献率的最大值为61%,而公共资本对产出贡献率的最大值为28%.

关 键 词:公共资本  产出  SVAR模型  私人资本

The Dynamic Shock Effect of Public Capital to Output and Private Capital
WANG Ya-fen.The Dynamic Shock Effect of Public Capital to Output and Private Capital[J].Mathematics in Practice and Theory,2012,42(5):37-43.
Authors:WANG Ya-fen
Institution:WANG Ya-fen (Institute of Quantitative Economics,Dongbei Finance & Economic University,Dalian 116025,China)
Abstract:In this paper,we firstly estimate capital stock and public capital stock in China, based on this,we analyzed the dynamic effect of public capital on outputs,private capital by structure vector autoregressive(SVAR) methodology.The conclusions are as follows:(1)’the effect of a shock to public capital changes on private capital is firstly "crowding in" and then "crowding out".One percent shock to public capital changes will bring 0.5 percent growth of private capital at 3th period.(2)The response of output to public capital changes is more indirectly and quickly.One percent shock to public capital changes will bring 0.8 percent growth of private capital at 2th period.,but the positive reaction will drop and not be significant after 6th period(3) a comparative study between the effects of public capital and private capital on output shows that the private capital has greater effect than public capital.The maximum contribution of private capital is 61%,The maximum contribution of private capital is 28%.
Keywords:public capital  private capital  output  SVAR model
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