基于VAR模型下的北京城乡居民储蓄影响因素的实证分析  

Empirical Analysis of Urban Saving Factors in Beijing Based on VAR Model

作　　者：李圆圆 LI Yuan-yuan(Qinghai University,810016,Xining,Qinghai,China)

机构地区：[1]青海大学财经学院,青海西宁810016

出　　处：《特区经济》2021年第12期96-99,共4页Special Zone Economy

摘　　要：本文利用北京地区1988—2018年的数据,检验了可能会对城乡居民储蓄造成影响的四个因素,即通货膨胀率、居民可支配收入、生产总值、城乡居民收入差距。建立反映这四个变量和居民储蓄额的向量自回归(VAR)模型。在此基础上,运用方差分解分析了上述变量对城乡居民储蓄的动态影响。经实证研究发现,地区生产总值的增长对居民储蓄的增长有促进作用,且生产总值的长期发展对储蓄额增长的累积效应贡献度大;通货膨胀率对储蓄有正向拉动效应,而城乡收入差距和个人可支配收入则对居民储蓄的共享程度较小。Using data from Beijing from 1988-2018, the article tested four factors that may affect the savings of urban and rural residents, namely, inflation, disposable income, GDP and income gap between urban and rural residents. Vector autoregression(VAR) models reflecting these four variables and resident savings amounts were established. Furthermore, the dynamic influence of the above variables on the savings of urban and rural residents is analyzed by variance decomposition. Empirical research found that the growth of GDP promotes the growth of household savings, and the long-term development of GDP contributes to the growth of cumulative effect;inflation rate has positive driving effect on savings, while urban and rural income gap and personal disposable income are less shared to residents’ savings.

关 键 词：VAR模型 城乡居民储蓄 协整方程 

分 类 号：F83[经济管理—金融学]