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1、浅浅谈经济谈经济增增长长和税收存在和税收存在 Granger 因果关因果关系系Introduction to economic growth and tax revenue is Granger causality 本文试图经过选取变量构建经济增长与税收之间的回归模型，经过剖析两者之间的 Granger 因果关系来考证经济增长对税收增长的决议作用。This article attempts through selecting variables to build regression model between tax and economic growth, through analyzin
2、g the Granger causality between the two to research economic growth effect on revenue growth of resolution. 选择变量。本文所选择的变量分别是福建省地域消费总值 GDP和税收收入 TAX。变量的原始数据 GDP 和 TAX 均来源于福建省统计局网站统计年鉴，时间区间为 19952009。Choice variables. In this paper, the choice of variables are in fujian province regional GDP and total
3、cost of the consumption TAX of income TAX. Variables GDP http:/ http:/ http:/ http:/ TAX are derived from the primitive data of fujian province bureau of statistics website statistics yearbook, the time interval of 1995-1995. 单位根检验。不存在协整关系的非平稳变量不能停止 Granger因果关系检验。因而，首先判别所选取的时间序列数据能否平稳性，对 GDP 和 TAX 停
4、止单位根检验。由表一可知 GDP 和 TAX 均为非平稳时间序列，因而在对这一组变量停止 Granger 因果关系检验之前要进一步判别这两者能否存在协整关系。Unit root test. There is no co-integration relationship between non-stationary variables cant stop the Granger causality test. Therefore, first discriminant can select the time series data of stationarity, on GDP and TAX
5、stop unit root test. Table 1 illustrates the GDP and TAX are non-stationary time series, and so on a set of variables before stop the Granger causality test to further distinguish the two whether there is a cointegration relationship. 检验方式（c,t,m）中 c、t、m 分别代表 ADF 检验中包含的常数项、时间趋向项和滞后阶数，0 代表不包含,D2 代表停止二
6、次差分；http:/ http:/ http:/ http:/ 5%时的结论。Test methods (c, t, m) in the c, t, m represent the ADF test, paragraphs contained in constant and time trend and lag order number, 0 (does not contain, D2 represent stop secondary difference; Stationary time series are on the threshold of 5% at the time of the
7、 conclusion. 协整检验。由于对双变量模型停止协整检验请求两个变量具有相同的单整阶数。从上述单位根检验的结果中，我们曾经得出 GDP和 TAX 都是二阶单整序列的结论。因而，笔者将运用 EG 两步法对其停止协整关系检验。第一步，构建估量方程。首先运用 OLS 法估量协整向量 GDP 和 TAX，可得如下方程：Cointegration test. Due to stop the bivariate model cointegration test request two variables with the same order the whole order. From the r
8、esults of the unit root test, we have concluded that GDP and TAX are second order sheet is the conclusion of the whole sequence. Therefore, the author will use E - G two-step method to stop the test cointegration relationship. The first step, constructs the estimating equation. First using the OLS m
9、ethod to estimate http:/ http:/ http:/ http:/ cointegration vector GDP and TAX, can get the following equation: 从 R2 值可知样本回归线对样本观测拟合得较好。第二步，对残差停止单位根检验。由上可知，残差 Et=TAX-0.062GDP，对 Et 停止单位根检验，如表二所示，可知 Et 具有平稳性，因而 GDP 和 TAX 存在协整关系，能够停止 Granger 因果关系检验。From R2 value shows the sample regression line on the
10、sample fitting better. The second step, the residual stop unit root test. By on, the residual Et = 0.062 GDP, TAX - for Et stop unit root test, as shown in table 2, Et has the stability, and therefore there is a cointegration relationship GDP and TAX, can stop the Granger causality test. Granger 因果关
11、系检验。对 GDP 和 TAX 分别作滞后 1 阶和 2 阶的格兰杰因果检验，取置信程度 a 为 0.01，如表三所示，可得结论：经济增长是税收的 Granger 缘由，而税收不是经济增长的 Granger缘由。也就是说，若加上 GDP 的滞后变量对 TAX 的预测精度存在显着性改善，换句话说，前一期的经济总量对后一期的税收收入存在显着影响。经济总量的变化可以惹起相应的税收收入的变化从而论http:/ http:/ http:/ http:/ causality test. On GDP and the lag of TAX respectively for 1 order and 2 ord
12、er of Granger causality test, take the confidence degree of a is 0.01, as shown in table 3, can get the conclusion: economic growth is the Granger reason for TAX, and TAX are not Granger reason of economic growth. That is to say, if coupled with the GDP of lag variables of TAX prediction accuracy is
13、 significantly improved, in other words, the previous issue of the economy after the issue of TAX revenue exists significant influence. Changes in the economy can make the corresponding changes in tax revenues to demonstrate the conclusion of the tax revenue growth resolution. 同样地，税收收入对经济增长具有促进作用也能够
14、经过构建模型来论证。选取福建省地域消费总值 GDP 和税收收入 TAX 作为因变量和自变量。由于两个变量之间存在协整关系膨润土防水毯，因而由此构建的模型不存在“虚假回归”的线性，运用 Eview 软件结构的方程Similarly, tax revenue has a promoting effect on http:/ http:/ http:/ http:/ growth can also through the model is constructed to demonstrate. Selection of fujian province regional GDP and total c
15、ost of the consumption TAX income TAX as the dependent variable and independent variables. Because there is a cointegration relationship between two variables, and thus build the linear model does not exist “false return“, using Eview software structure of the equation GDP=15.86TAX 由于 R2 值较大，所以该方程可以较好地阐明税收收入和经济增长的关系 PE 给水管。即便没有对模型停止进一步修正，我们依然得出结论，税收收入与经济增长是正
