农村居民消费倾向的变参数估计及其演化机理分析  

Rural Residents' Consumption Propensity——A Time-varying Estimation and an Analysis on Its Evolvement Mechanism

作　　者：谢子远[1] 王合军[1] 杨义群[2] 

机构地区：[1]浙江大学管理学院 [2]浙江大学宁波理工学院

出　　处：《数量经济技术经济研究》2007年第5期43-52,共10页Journal of Quantitative & Technological Economics

基　　金：国家自然科学基金课题(70373024);教育部专项基金课题(03JD630023)系列研究成果之一

摘　　要：本文运用时变参数模型对农村居民的消费倾向进行了估计,从制度变迁、收入变动、理性预期等角度对农村居民消费倾向的演变路径进行了诠释。与城镇居民消费倾向相比,农村居民消费倾向经历了先低-后高-再低这样一个动态的演变过程;20世纪90年代以来,农村居民消费倾向的降幅明显地大于城镇居民。同时发现,城镇居民消费对农村居民消费具有明显的示范效应和拉动作用。Rural residents＇ consumption propensity is estimated using time-varying model, and its evolvement path is given out from the viewpoint of institutional variance, income variance and rational anticipation, etc. in this paper, Compared with urban residents＇ consumption propensity, rural residents＇ consumption propensity has experienced a dynamic evolvement of first lower, then higher, again lower; since 1990s, the drop breadth of rural residents＇ consumption propensity has been distinctly greater than that of urban residents. Another founding is that rural residents＇ consumption is distinctly influenced by that of urban residents.

关 键 词：农村居民 城镇居民 消费倾向 状态空间模型 

分 类 号：F3[经济管理—产业经济]