| 江苏城乡居民消费倾向的变动——基于状态空间模型的实证分析 |
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| 引用本文： | 文艳.江苏城乡居民消费倾向的变动——基于状态空间模型的实证分析[J].苏州市职业大学学报,2009,20(3):65-68,77. |
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| 作者姓名： | 文艳 |
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| 作者单位： | 苏州大学,商学院,江苏,苏州,215006 |
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| 摘 要： | 居民的消费行为在不同时期存在显著的差异，这对于传统的计量经济模型是无法解释的．利用状态空间模型，对居民收入与消费之间的关系建立可变参数模型．结果表明，江苏城乡居民的边际消费倾向存在显著的时间差异．20世纪90年代后城镇居民的边际消费倾向迅速下降，但农村居民的边际消费倾向从2004年开始回升．
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| 关 键 词： | 消费行为 可变参数模型 状态空间模型 边际消费倾向 |
Empiric Analysis of Households' Consumption Behaviors between Urban and Rural in Jiangsu Province: Based on State Space Model |
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| WEN Yan.Empiric Analysis of Households' Consumption Behaviors between Urban and Rural in Jiangsu Province: Based on State Space Model[J].Journal of Suzhou Vocational University,2009,20(3):65-68,77. |
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| Authors: | WEN Yan |
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| Institution: | WEN Yan (School of Business, Soochow University, Suzhou 215006, China) |
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| Abstract: | The households＇ consumption behavior is obviously different in varying period, which could not be explained by traditional econometric models. It applied the state space model to research the relationship between income and consumption and established the time variable parameter model. The result shows there exists obvious time variation about household＇s marginal propensity to consume （MPC） in Jiangsu province. The MPC of urban household have been decreasing from 90＇s in last century, but rural household＇s MPC began to rise since 2004. |
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| Keywords: | consumption behavior time variable parameter model state space model MPC |
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