北京市城镇居民消费与收入关系的实证分析——基于协整分析和状态空间模型  

The Empirical Analysis on the Relationship between Urban Resident Consumption and Income in Beijing——Based on Co-integration Analysis and State Space Model

作　　者：褚晓琳[1,2] 

机构地区：[1]北京物资学院经济学院,北京101149 [2]北京高校教师发展基地(人民大学),北京100872

出　　处：《华东经济管理》2013年第12期173-176,共4页East China Economic Management

基　　金：北京市属高校人才强教计划资助项目(PHR〔IHLB〕);北京市产业经济学重点建设学科项目

摘　　要：文章利用1986-2011年的统计数据,基于协整分析和状态空间模型,实证检验北京市城镇居民消费与可支配收入的数量关系以及城镇居民边际消费倾向的动态变化。实证结果表明:北京市城镇居民消费支出与可支配收入之间存在协整关系,消费支出对可支配收入的长期弹性为0.81,短期弹性为0.84。1986-2011年,北京市城镇居民边际消费倾向总体呈下降趋势,下降幅度为0.27。其中,1986-1991年,边际消费倾向呈现波动下降;1992-2003年,边际消费倾向缓慢下降;2004年后,边际消费倾向下降幅度加大。文章解释了边际消费下降的原因,并提出了相应对策建议。Based on co-integration analysis and state space model, this paper uses the statistical data from 1986 to 2011 year to make an empirical analysis on the quantitative relationship between urban resident consumption and income, and the dynamic changes of marginal propensity to consume （MPC） of urban residents in Beijing. The empirical results show that there is a long-term equilibrium relationship between per capita consumption and per capita disposable income of urban resi- dent in Beijing. The long-term elasticity of per capita consumption expenditure over per capita disposable income was 0.81. The short-term elasticity was 0.84. The MPC of urban resident in Beijing showed a downward tendency from 1986 to 2011, falling by 0.27. The MPC showed fluctuating decrease from 1986 to 1991. The MPC declined slowly from 1992 to 2003. The MPC dropped greatly after 2004. On the basis of the results, this paper explains the cause of decrease of marginal consump- tion. and makes relevant countermeasures.

关 键 词：城镇居民消费 收入 协整分析 状态空间模型 北京 

分 类 号：F063-2[经济管理—政治经济学]