【摘要】 本文应用协整理论和方法,对1979年以来的我国长期宏观经济变量的数据序列进行了单位根检验与协整检验,建立了我国国债发行规模的长期均衡方程和短期误差修正模型(ECM),依据于此模型较好地解释了我国国债发行规模与宏观经济变量之间存在的长期均衡关系以及国债发行规模短期变动的影响因素,同时结果表明该模型也具有很强的预测功能。更多还原

【Abstract】 The paper builds long-run equilibrium equation and short-run error correction model on the base of exercising unit root test and co-integration test for Chinese long-run macro economical variable data series by conducting co-integration theory and method.With this model it can better explain the long-run equilibrium relation between Chinese national issuing scale and macro economical variable and influential factors of national debt short-run dynamic.In the mean time, the result shows that the model has very strong forecasting effects.更多还原