摘要
文章构建带有随机波动率的因子扩展非线性向量自回归模型,以京津冀地区产业结构为研究对象,采用三维脉冲分析方法探索地方财政税收对区域内产业结构的溢出效应。研究发现溢出效应存在显著的非线性特征:区域结构非线性,河北产业结构是京津冀财政税收的最强受益者,北京产业结构是最弱受益者,天津产业结构受益程度适中;时间维度非线性,北京的财政税收对区域内产业结构溢出效应在时间上呈正态分布形态,天津和河北的财政税收对区域内产业结构溢出效应在时间上呈现卡方分布形态。研究对理解京津冀地区的财政税收政策对产业结构升级的影响特征及促进产业结构优化升级具有一定意义。
It constructs a factor expansion nonlinear vector autoregressive model with random volatility,takes the industrial structure of Beijing-Tianjin-Hebei region as the research object,and uses three-dimensional pulse analysis method to explore the spillover effect of local fiscal policy on the regional industrial structure.The results show that the spillover effect has significant nonlinear characters:The regional structure is nonlinear,the industrial structure of Hebei is the strongest beneficiary of Beijing-Tianjin-Hebei tax policy,the indu-strial structure of Beijing is the weakest beneficiary,and the industrial structure of Tianjin benefits moderately;The time dimension is non-linear,the spillover effect of Beijing's tax policy on regional industrial structure presents a normal distribution,the spillover effect of Tianjin and Hebei's tax policy on regional industrial structure presents a chi square form in time.The conclusion is important for understanding the effect of Beijing-Tianjin-Hebei fiscal levy on the upgrading of industrial structure,and promoting indust-rial structure upgrade.
作者
任爱华
刘洁
陈小荣
REN Ai-hua;LIU Jie;CHEN Xiao-rong(The Institution of Financial Innovation and Risk Management,Hebei Finance University,Baoding Hebei 071051,China;School of Finance and Investment,Hebei Finance University,Baoding Hebei 071051,China)
出处
《技术经济与管理研究》
北大核心
2022年第10期117-122,共6页
Journal of Technical Economics & Management
基金
河北省哲学社会科学基金项目(HB20YJ004)。
关键词
京津冀
区域经济
产业结构
税收
非线性
Beijing-Tianjin-Hebei
Regional economy
Industrial structure
Fiscal policy
Nonlinearity
