【作者】 林莉；

【导师】 张学功；

【作者基本信息】 华中科技大学 ， 数量经济学， 2015， 硕士

【摘要】 本文在我国城乡二元化经济结构的背景下,运用动态面板阈值模型研究城乡消费差距对经济增长的长期影响。使用消费的财富差距(gap)作为我国城乡消费差距的度量指标,并将其作为阈值变量。除了将人口、投资、对外贸易和税收因素等作为控制变量外,还引入经济增长滞后项作为解释变量,研究经济变量间的动态关系。本文采用中国除港澳台、重庆和西藏外的29个省市自治区在1994年至2013年间的面板数据作为研究样本。基于单位根检验与阈值效应显著性检验的结果,本文采用二阶段混合最小二乘法选择工具变量并估计阈值后,采用广义矩估计方法对模型中参数进行估计。实证研究结果显示:我国城乡消费差距对经济增长的影响是存在机制转换的,模型中存在两个阈值,阈值估计值分别为0.046与0.573。因此城乡消费差距对经济增长的动态影响分为三种机制:当gap小于低阈值0.046时,城乡消费差距对经济增长存在不显著的正向作用;当gap值处于两阈值之间时,城乡消费差距可以显著促进经济增长;当gap超过高阈值0.573时,阈值变量斜率系数估计值为-2.376,意味着城乡消费的持续分化会严重制约经济的持续增长。此外,控制变量的斜率系数估计结果表明控制变量中部分经济变量对于经济增长是有长期影响的,其中我国人口自然增长率对于经济增长是不利的,直接税与间接税对于经济增长的作用路径是不同的,并且我国各地区之间的经济发展路径是与新古典经济学中的追赶效应相悖的。更多还原

【Abstract】 In the background of theurban-rural dual economic structure in China, this paper designs a dynamic panel threshold model to explore the long-term impact of urban-rural consumption gap on economic growth. The consumer’s plutocratic gap will be applied as a measurement of the consumption gap, which is regarded as the threshold variable. As for control variables, in addition to taking population, investment, foreign trade and tax factors into consideration, we also introduce lags of economic growth as an explanatory variable, in order to study the dynamic relationship between the economic variables. The empirical analysis is based on a panel-data set including 29 provinces of china in addition to Hong Kong, Macao, Taiwan, Chongqing and Tibet during the period from 1994 to 2013. Based on the results of the panel unit root tests and threshold effect significance tests, we apply a two-stage pooled least squares method to choose instrument variables and estimate the thresholds, then estimate the parameters in the model with GMM. As a conclusion, anon-linear relationship with regime switching exists between urban-rural consumption gap and economic growth in our country, there are two thresholds, which are estimated as 0.046 and 0.573. Therefore, the consumption gap between urban and rural dynamic impact on economic growth is divided into three regimes: When gap is less than the lower threshold 0.046, the urban-rural consumption gap effectseconomic growth positively, but not significantly. When the gap is between the two threshold values, the consumption gap between urban and rural can significantly promote economic growth; when the gap exceeds higher threshold0.573, the threshold variable slope coefficient is estimated as-2.376, suggesting that continued differentiation between urban and rural will be spending a serious constraint on economic growth.Furthermore, the control variable slope coefficient estimation results show part of control variables have long-term effects on economic growth, including natural growth rate of population is detrimental to economic growth, direct and indirect taxes effect on economic growth in different ways, and the path of economic development between the various regions of our country contrary to the catch-up effect inneoclassical economics.更多还原