| 摘要: |
| 为深入研究我国农村居民的消费行为,揭示我国农村居民消费的行为特征及变化趋势,探讨增加农村居民收入、拓展农村消费的政策作用机制。采用经济计量学的研究方法,分别基于一元线性系统和一元非线性系统,构建我国农村居民消费行为的状态空间模型 (State Space Model),并基于模型对相关时变参数进行卡尔曼滤波(Kalman filter)估计,详细地分析了我国农村居民1978-2010年间平均消费倾向(APC)和边际消费倾向(MPC)的变动趋势及相互关系;同时,对模型作了序列相关性检验、异方差检验和协整检验,以确保模型的合理性和有效性。通过对状态空间模型时变参数的估计,详细分析了我国农村居民消费行为的静态特征和动态特征及其相互关系,较好地解释了外部环境和内在动机对我国农村居民消费行为的影响机制。研究表明:我国农村居民消费行为的状态空间模型是合理的、有效的;农村居民消费行为表现为消费心理预期波动上行,消费倾向偏离趋于缩小,符合我国农村社会经济发展的客观现实。 |
| 关键词: 农村 消费行为 平均消费倾向 边际消费倾向 状态空间模型 卡尔曼滤波 |
| DOI：10.11841/j.issn.1007-4333.2012.04.032 |
| 投稿时间：2012-01-16 |
| 基金项目: |
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| An empirical study of China’s rural residents’ consumption behavior |
|
NIU Kai, XIANG Ping
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| (Institute of Agricultural Information and Rural Economy, Sichuan Academy of Agricultural Sciences, Chengdu 610066, China) |
| Abstract: |
| The purpose of the study is to investigate the consumption behavior of Chinese rural residents,to reveal the characteristics of consumption behavior and development trend for rural residents in China,to discuss ways for increasing income of rural residents,and to expand the policy mechanism of rural consumption.Based on a linear system and a nonlinear system,the authors used econometric research methods to build State Space Model of consumption behavior of China’s rural residents.Moreover,based on Kalman filter estimation of the model related time-varying parameters,detailed analysis was taken for the movements and the relationship between the average propensity to consume (APC) and the marginal propensity to consume (MPC) of China’s rural residents from 1978 to 2010.Meanwhile,a serial correlation test,a heteroscedasticity test and a cointegration test have been done with the model to determine its reasonableness and effectiveness.Through the estimation of the State Space Model for time-varying parameter,detailed analysis was carried out for the static characteristics and dynamic characteristics of China’s rural residents’ consumption behavior and their relationship,which has better explained the impact mechanism for China’s rural residents’ consumption behavior affected by external environment and their intrinsic motivation.Studies have shown that the State Space Model is reasonable and effective for consumption behavior of China’s rural residents.The consumption behavior of China’s rural residents shows that with increased volatility for the expected consumption psychology,deviation of the propensity to consume decreases.This is entirely in line with the objective reality of China’s rural social and economic development. |
| Key words: rural areas consumption behavior average propensity to consume marginal propensity to consume state space model Kalman filter |
