정부 소비지출 및 투자지출과 국민소득의 인과관계 분석

• 영문명: Testing for Granger Causality between National Income and Government Consumption or Investment Expenditures in Korea
• 발행기관: 한국재정학회(구 한국재정·공공경제학회)
• 저자명: 주만수(Man-Soo Joo)
• 간행물 정보: 『재정논집』재정논집 제14권 제2호, 232~254쪽, 전체 23쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2000.02.28

영문 초록

The paper tests causal relations between government consumption expenditure and national income and between government investment expenditure and national income in Korea over the period 1972 to 1996. The tests are performed for the three levels of governments which are central, local, and general. This paper intends to investigate whether the types of government expenditures and the levels of governments make different effects on the causal relations in both nominal and real data. As expected, Wagner’s principle of the causal relation from national income to government expenditure is somewhat useful for the causal relation between government consumption expenditure and national income in all government levels, although Keynesian interpretation of the causal relation from government expenditure to national income is also supported for general government consumption expenditures. The test results for government investment expenditures strongly support the Wagner’s principle in both nominal and real data but partly support the Keynesian interpretation only in nominal data. The level of governments does not make any differences in the results for government investment expenditures. Overall, Wagner’s principle is observed more useful in Korea.

목차

Ⅰ. 서론

Ⅱ. 정부의 소비지출 및 투자지출과 국민소득 간의 인과관계에 관한 이론적 고찰

Ⅲ. 인과관계 검정을 위한 가설의 정립

Ⅳ. Granger 인과관계모형의 설정과 적용방법

Ⅴ. 인과관계의 실증분석

Ⅵ. 결언

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