城乡居民消费水平与收入水平比较研究——基于VAR模型和Granger因果检验  

Comparative Study on Consumption Level and Income Level of Urban and Rural Residents——Based on the VAR Model and Granger Causality Test

作　　者：刘亚铮[1] 张昭[1,2] 

机构地区：[1]中南大学商学院,湖南长沙410205 [2]对外经济贸易大学电子商务研究所,北京100029

出　　处：《湖南财政经济学院学报》2014年第4期111-117,共7页Journal of Hunan University of Finance and Economics

基　　金：湖南省社会科学基金项目"地理差异;需求结构调整与区域经济增长"(项目编号:12JDZ19)

摘　　要：我国城乡居民消费水平和收入水平存在很大差异。考虑到现期消费水平受到收入水平和前期消费水平的影响,基于VAR模型和Granger因果检验,以1978-2012年数据为基础,对我国城乡居民消费水平和收入水平之间的关系进行比较研究。我国居民的消费水平和收入水平之间存在长期的均衡关系,但城乡之间的差异是明显的:在城镇消费水平受前期的消费水平影响较大,并且消费是收入的单向Granger原因;而在农村消费水平受收入水平和消费习惯双重影响,并且收入是消费的单向Granger原因,人们更多是"量入为出"。一方面,可以通过刺激城镇消费需求来拉动经济的发展;另一方面,可以通过加快农村经济发展来增加农村居民的收入,进而提高其消费水平。The consumption level and income level of the rural residents differs from urban residents. Considering the consumption level is affected by income level and previous consumption level, this paper makes a comparative study on the relation ship between consumption level and income level in the urban and rural of China by the data from 1978 to 2012, based on the VAR model and Granger causality test. The results show that there is a long run equilibrium relationship be tween consumption level and income level, while there are significant differences between the urban and the rural： in the urban, consumption level is mostly influenced by the previous consumption level, and consumption level is the uni directional Granger reason of the income level, however, in the rural, consumption level is influenced by double im pact from income level and consumption habits, and income level is the unidirectional Granger reason of the consump tion level, ＂live within their means＂ is a habit for rural, residents. Corresponding policy recommendations are put for ward for the relevant conclusions： On the one hand, the economy can be improved by stimulating consumer demand in the urban, on the other hand, accelerating rural economic development can increase the income of rural residents, thereby increasing their consumption levels.

关 键 词：消费水平 收入水平 向量自回归模型 GRANGER因果检验 

分 类 号：F126.1[经济管理—世界经济]