兰州工业高等专科学校学报
蘭州工業高等專科學校學報
란주공업고등전과학교학보
JOURNAL OF LANZHOU POLYTECHNICAL COLLEGE
2011年
4期
4-6,38
,共4页
分位数回归%边际储蓄倾向%动态研究
分位數迴歸%邊際儲蓄傾嚮%動態研究
분위수회귀%변제저축경향%동태연구
quantile regression%marginal propensity to savings%dynamic study
凯恩斯主义的绝对收入假说提出了边际储蓄倾向递增规律.然而,运用传统的普通最小二乘法进行回归分析所得到的边际储蓄倾向为一常数,并不能展现边际储蓄倾向随收入水平变化的关系.以我国1978—2009年间城乡居民人均收入和人均储蓄数据为样本,运用分位数回归方法对各收入水平下的边际储蓄倾向进行估计.实证结果表明,边际储蓄倾向递增规律在我国城乡居民储蓄行为中也是适用的.
凱恩斯主義的絕對收入假說提齣瞭邊際儲蓄傾嚮遞增規律.然而,運用傳統的普通最小二乘法進行迴歸分析所得到的邊際儲蓄傾嚮為一常數,併不能展現邊際儲蓄傾嚮隨收入水平變化的關繫.以我國1978—2009年間城鄉居民人均收入和人均儲蓄數據為樣本,運用分位數迴歸方法對各收入水平下的邊際儲蓄傾嚮進行估計.實證結果錶明,邊際儲蓄傾嚮遞增規律在我國城鄉居民儲蓄行為中也是適用的.
개은사주의적절대수입가설제출료변제저축경향체증규률.연이,운용전통적보통최소이승법진행회귀분석소득도적변제저축경향위일상수,병불능전현변제저축경향수수입수평변화적관계.이아국1978—2009년간성향거민인균수입화인균저축수거위양본,운용분위수회귀방법대각수입수평하적변제저축경향진행고계.실증결과표명,변제저축경향체증규률재아국성향거민저축행위중야시괄용적.
The law of increasing marginal propensity to savings was firstly raised in Keynesian's absolute income hypothesis.The marginal propensity to savings obtained from regression analysis by using ordinary least squares is a constant,so it cannot show the dynamic relationship between the marginal propensity to savings and income.Based on the average income and saving of Chinese urban and rural residents from 1978 to 2009,the marginal propensity to savings under different income levels using quantile regression was estimated.The empirical result shows that the law of increasing marginal propensity to savings is appropriate in the saving behavior of Chinese urban and rural residents.