湖南财政经济学院学报
湖南財政經濟學院學報
호남재정경제학원학보
Journal of Hunan Finance and Economic University
2014年
4期
111~117
,共null页
消费水平 收入水平 向量自回归模型 Granger因果检验
消費水平 收入水平 嚮量自迴歸模型 Granger因果檢驗
소비수평 수입수평 향량자회귀모형 Granger인과검험
consumption level; income level; VAR model; Granger causal test
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。
我國城鄉居民消費水平和收入水平存在很大差異。攷慮到現期消費水平受到收入水平和前期消費水平的影響,基于VAR模型和Granger因果檢驗,以1978-2012年數據為基礎,對我國城鄉居民消費水平和收入水平之間的關繫進行比較研究。我國居民的消費水平和收入水平之間存在長期的均衡關繫,但城鄉之間的差異是明顯的:在城鎮消費水平受前期的消費水平影響較大,併且消費是收入的單嚮Granger原因;而在農村消費水平受收入水平和消費習慣雙重影響,併且收入是消費的單嚮Granger原因,人們更多是“量入為齣”。一方麵,可以通過刺激城鎮消費需求來拉動經濟的髮展;另一方麵,可以通過加快農村經濟髮展來增加農村居民的收入,進而提高其消費水平。
아국성향거민소비수평화수입수평존재흔대차이。고필도현기소비수평수도수입수평화전기소비수평적영향,기우VAR모형화Granger인과검험,이1978-2012년수거위기출,대아국성향거민소비수평화수입수평지간적관계진행비교연구。아국거민적소비수평화수입수평지간존재장기적균형관계,단성향지간적차이시명현적:재성진소비수평수전기적소비수평영향교대,병차소비시수입적단향Granger원인;이재농촌소비수평수수입수평화소비습관쌍중영향,병차수입시소비적단향Granger원인,인문경다시“량입위출”。일방면,가이통과자격성진소비수구래랍동경제적발전;령일방면,가이통과가쾌농촌경제발전래증가농촌거민적수입,진이제고기소비수평。
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.