经济数学2000，Vol.17Issue(3)：21-28,8.
国债发行与国民经济发展关系的定量研究
RESEARCH OF RELATIONSHIP BETWEEN GOVERNMENT BOND AND NATIONAL ECONOMY IN CHINA
摘要
Abstract
Since China's opening to the outside world,the government bond issuing scale increases year after year. So far, the debt has nearly influenced every part of national economy ,and its issuing scale problem has become one of debt issuing?How to measure the appropriate scale of government debt. These problems arouse attentions in the theoretical field,but there aren't any conclusions so far. Using the actual data and modern econometric and statistical analysis method in this paper, we get some conclusions about relationship between the debt and economy in China,which may be useful references in bond management.关键词
国债/格兰杰因果关系/典型相关/向量自回归/GARCH模型/ARIMA模型/STATESPACE模型Key words
Government Bond/Granger's Cause and Effect/Canonical Correlation/Vector Autoregressive Analysis/GARCH/ARIMA/STATESPACT分类
管理科学引用本文复制引用
朱世武..国债发行与国民经济发展关系的定量研究[J].经济数学,2000,17(3):21-28,8.基金项目
The research was supported by National Science Foundation(No. 79790130). （No. 79790130）
