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不确定性如何影响我国农村居民消费——基于持久收入假说下的动态面板实证研究

How Does Uncertainty Affect the Consumption of Rural Residents in China:A Dynamic Panel Empirical Study Based on the Permanent Income Hypothesis

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【作者】 赵航张盼盼

【Author】 ZHAO Hang;ZHANG Pan-pan;Nankai University;

【通讯作者】 赵航;

【机构】 南开大学经济学院

【摘要】 贸易保护主义抬头背景下,研究如何实现我国农村居民消费升级是实现经济高质量发展、满足人民对美好生活需求的良策。鉴于此,文章在弗里德曼持久收入假说的基础上引入不确定性因素使研究更具前沿性。同时,通过采用国家统计局提供的相关数据寻找最优拟合我国2000—201 7年31个省份农村居民消费和收入关系的面板模型,创新性地采用ARIMA模型确定滞后期,进而确定了持久收入和消费惯性。研究发现并确认了:包含滞后一期消费且无持久收入的单向个体固定效应动态面板模型对拟合我国农村居民消费现状具有合理性,将不确定性收入项加入上述模型也比较合理。

【Abstract】 In the context of the rising of trade protectionism, to study how to realize the upgrading of rural residents’ consumption in China is a good strategy to achieve high-quality economic development and meet people’s needs for a better life. In view of this, this paper introduces the uncertainty factors based on Friedman’s permanent income hypothesis so as to make the study more cutting-edge. At the same time, by making use of the relevant data provided by the National Bureau of Statistics, it finds out the panel model that best fits the consumption and income relationship of rural residents in China’ s 31 provinces, autonomous regions and municipalities directly under the central government from 2000 to 2017, and innovatively adopts the ARIMA model to determine the lag period, so as to determine the permanent income and consumption inertia. This study finds and confirms that the one-way individual fixed-effect dynamic panel model including the one-phase lagging consumption without permanent income is reasonable for fitting the current consumption situation of the rural residents in China, it is relatively reasonable to add the uncertainty income item to the above model.

【基金】 国家社会科学基金重点项目“共享发展与中国特色社会主义政治经济学创新研究”(17AJL001);国家社会科学基金一般项目“马克思主义宏观经济理论及其对我国宏观调控体系改革的启示”(14BKS029);国家社会科学基金西部项目“社会主义市场经济发展的历史逻辑研究:基于争论的考察与借鉴”(15xks020)
  • 【文献出处】 江西财经大学学报 ,Journal of Jiangxi University of Finance and Economics , 编辑部邮箱 ,2019年05期
  • 【分类号】F323.8
  • 【被引频次】12
  • 【下载频次】879
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