金融研究
金融研究
금융연구
Journal of Financial Research
2015年
3期
83~96
,共null页
龙海明 凌炼 谭聪杰 王志鹏
龍海明 凌煉 譚聰傑 王誌鵬
룡해명 릉련 담총걸 왕지붕
城乡收入差距 区域差异性 动态因子模型 区域特质因子
城鄉收入差距 區域差異性 動態因子模型 區域特質因子
성향수입차거 구역차이성 동태인자모형 구역특질인자
Urban-rural income gap, Regional differences, Dynamic factor model, Regional idiosyncratic factor
改革开放以来,我国城乡居民收入差距不断扩大,各区域的城乡收入差距也形成一定的梯度差异。本文利用泰尔指数定量分析了我国东中西部地区城乡收入差距的区域差异,并运用动态因子模型的状态空间形式以及卡尔曼滤波原理,将我国泰尔指数序列分解成共同因子及区域特质因子序列。同时,选取了五个指标来研究城乡收入差距区域特质因子的影响因素,得出了各区域特质因子影响因素的动态系数序列。
改革開放以來,我國城鄉居民收入差距不斷擴大,各區域的城鄉收入差距也形成一定的梯度差異。本文利用泰爾指數定量分析瞭我國東中西部地區城鄉收入差距的區域差異,併運用動態因子模型的狀態空間形式以及卡爾曼濾波原理,將我國泰爾指數序列分解成共同因子及區域特質因子序列。同時,選取瞭五箇指標來研究城鄉收入差距區域特質因子的影響因素,得齣瞭各區域特質因子影響因素的動態繫數序列。
개혁개방이래,아국성향거민수입차거불단확대,각구역적성향수입차거야형성일정적제도차이。본문이용태이지수정량분석료아국동중서부지구성향수입차거적구역차이,병운용동태인자모형적상태공간형식이급잡이만려파원리,장아국태이지수서렬분해성공동인자급구역특질인자서렬。동시,선취료오개지표래연구성향수입차거구역특질인자적영향인소,득출료각구역특질인자영향인소적동태계수서렬。
Since reforming and opening up, the residents" income gap between urban and rural is growing and has formed a certain gradient different regional urban - rural income gap. This paper employs the Theil index to measure the regional difference of income gap between urban and rural areas in the east, middle and the west areas and decomposes the Theil index into common factor and the regional idiosyncratic factor based on dynamic factor model in state - space form and the Kalman filter theory. Then the paper selects five indicators to build influencing factors which have impact on idiosyncratic factors of urban - rural income gap and thus working out the coefficient of every factor.