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作 者:李荟霖
机构地区:[1]贵州大学数学与统计学院,贵州 贵阳
出 处:《运筹与模糊学》2022年第1期36-46,共11页Operations Research and Fuzziology
摘 要:本文利用1978~2017年城乡居民收入的相关数据,对影响城乡居民收入差异的因素进行分析。其中对城乡居民收入差异的时间序列建立了ARIMA模型,来预测城乡居民收入差异的发展趋势。考虑到数据的可获得性和研究的科学性选取了影响我国城乡居民收入差异的几个因素:城镇化水平、产业结构、经济发展因素,收集了1978~2017年的数据,利用ADF单位根检验各时间序列的平稳性。利用Johansen协整检验得出四个指标之间的协整关系。建立VEC误差修正模型研究各变量间长期均衡与短期调整之间的关系。通过脉冲响应分析和方差分解进一步得出各因素对城乡居民收入差异的影响方向和影响程度。得出经济的发展,城镇化水平以及产业结构对城乡居民收入差异均有一定的影响,其中经济的发展对城乡居民收入差异的影响最为严重,其次是产业结构,然后是城镇化水平。This article uses relevant data on the income of urban and rural residents from 1978 to 2017 to analyze the factors that affect the difference in income between urban and rural residents. Among them, an ARIMA model is established for the time series of the income difference between urban and rural residents to predict the development trend of the income difference between urban and rural residents. Taking into account the availability of data and the scientific nature of the research, several factors affecting the income gap between urban and rural residents in my country have been selected: urbanization level, industrial structure, economic development factors, data from 1978 to 2017 are collected, and ADF unit roots are used to test the stationarity of each time series. The Johansen co-integration test is used to obtain the co-integration relationship between the four indicators and establish a VEC error correction model to study the relationship between long-term equilibrium and short-term adjustment among various variables. Through impulse response analysis and variance decomposition, the direction and degree of influence of various factors on the income difference of urban and rural residents are further obtained. It is concluded that economic development, urbanization level, and industrial structure have a certain impact on the income gap between urban and rural residents. Among them, economic development has the most serious impact on the income gap between urban and rural residents, followed by industrial structure, and then urbanization level.
关 键 词:城乡居民收入差异 ARIMA模型 JOHANSEN协整检验 脉冲响应分析 方差分解
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