| 我国国债发行规模的协整性分析及误差修正模型 |
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| 引用本文： | 张相虎,赵明清. 我国国债发行规模的协整性分析及误差修正模型[J]. 山东科技大学学报(自然科学版), 2007, 26(1): 109-112 |
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| 作者姓名： | 张相虎 赵明清 |
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| 作者单位： | 山东科技大学,公共课部,山东,泰安,271019;山东科技大学,信息科学与工程学院,山东,青岛,266510 |
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| 摘 要： | 运用计量经济学的方法对我国国债发行规模进行了实证性分析,发现我国对数的国债发行规模与对数的国内生产总值之间存在着协整关系。在此基础上建立了我国国债发行规模的误差修正模型,结果表明该模型对我国国债发行规模的预测值与实际值有很高的拟合优度。
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| 关 键 词： | 国债 国内生产总值 协整 误差修正模型 |
| 文章编号： | 1672-3767（2007）01-0109-04 |
| 收稿时间： | 2006-09-22 |
| 修稿时间： | 2006-09-22 |
The Integration Analysis and Error Correction Model for Issuing Scale of National Debt in China |
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| ZHANG Xiang-hu,ZHAO Ming-qing. The Integration Analysis and Error Correction Model for Issuing Scale of National Debt in China[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 2007, 26(1): 109-112 |
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| Authors: | ZHANG Xiang-hu ZHAO Ming-qing |
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| Affiliation: | 1. Dept of Basic courses, SUST, Taian, Shandong 271019, China; 2. College of Info Science and Eng. , SUST, Qingdao, Shandong 266510, China |
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| Abstract: | The issuing scale of national debt in China is analyzed by means of the method of econometrics with a real example and there is an integration relation between logarithmic issuing scale of national debt and logarithmic gross domestic product(GDP)in China.On the basis,the error correction model for issuing scale of national debt is established.The result indicates that this model has excellent fitting degree between the predicted and actual values for the issuing scale of national debt in China. |
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| Keywords: | national debt GDP integration error correction model |
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