基于FTPL视角的中国财政政策通胀效应研究-金融学专业论文.docxVIP

山东大学硕士学位论文5．2 山东大学硕士学位论文 5．2 CCD检验方法．．． ．．． ．．．．．．．． ． ．．． ．．．．． ．．．． 28 5．3构建MSVAR模型 ． ． ． ． ．．30 5．3．1模型设定和数据选择 ．30 5．3．2模型选择 ． ． ． ．．．．．．．．．． ． ．．．31 5．3，3实证检验结果 ．．． ．32 5．3．4不同区制的脉冲响应分析．．．．．．．． ．．．．．． ．．． ．34 5．4后危机时代下的区制判断 ．．36 5．4．1数据选取和平稳性检验 ． ．37 5．4．2两变量VAR检验 ．．38 5．4．3结构性盈余和周期性盈余的白回归检验 ． 39 5．4．4引入结构数据和盈余数据后的三变量的VAR模型检验 ．40 第6章结论与政策建议 。．42 6．1主要结论 ． ．． ．． ．42 6．2政策建议．．． ． ． ．43 参考文献 ．． ．．．． ． ．．．． ．46 致谢．．．． ． ．．． ． ．．．．． ．．49 万方数据 山东火学硕士学位论文Contents 山东火学硕士学位论文 Contents Chinese abstract ．I ABSTRACT ．III Chapter 1 Introduction ． 1 1．1 Research background and significance ．1 1．：!Basic methods and structures ．2 1．2．1 Basic methods 2 1．2．2 Structures ． ．2 1．3 Innovafionfi ． ．．3 1．4 Shortcomings ． ． ．4 Chapter 2 Literature reviews ．． ．．．． ． ．．． ．．．．．． ． ． ．．．．． ．．．．．．．．．．．．．．．．．5 2．1 The quamily theory ofmoney ．5 2．2 T11e framework ofthe fiscal theory ofprice level ．．6 2．2．1 From the view ofpolicy coordination ． 6 2．2．2 From the view ofregime classification ．．8 2．2．3 From the View ofgeneral equilibrium 9 2．3 The expanNon and controversy ofthe theory ofFTPL 1 0 2．4 The latest domestic research progress ．1 2 Chapter 3 Regime classifcation and price pattern．．．．．．．．．．．．． ．．．．．．．，．． ．．．．．．，，， ． ．．．．．．．．．．．．14 3．1 Intertemporal budget balance ．．14 3．2 Regime recognition and classification 14 3．3．1 Ricardian regime 14 3．2．2 Non．recardian regime ．1 6 Chapter 4 The feasibility ofFTPL in China ．．．．． ． ． ． ． ． ．．．．．． ．．．．．．．．．． ．．19 4．1 Abriefestimate ofthe fiscal factor in inflation 19 4．2 The policy coordination from 1978—2015 ．20 4．3 Analysis of the feasibility ofFTPL in China ．．25 Chapter 5 Empirical research about the inflation effect of fiscal policy．．，． ．．．．．．．．．，，．．．．27 5．1 Design ofbasic model ．．27 5．2 The method ofCCD ．．28 5．3 Markov—vector autoregressive model ． 30 5．3．1 Model and selection ofvariables ．30 5．3．2 The selection ofmodels based 011 parameters ．．3 1 万方数据 山东大学硕士学位论文5．3．3 山东大学硕士学位论文