中国居民储蓄率的内生断点分析:1953～2005

The Analysis of Chinese Saving Rate with Endogenous Structure Break:1953～2005

学术界存在一个主流观点，认为居民的消费行为从新中国成立至今发生过根本性改变，但是对改变发生的时间认识不一。本文用1953－2005年的储蓄率数据来刻画消费行为，从数据本身的角度寻找内生断点。通过引入一个内生断点，我们得出我国储蓄率1953～2005年表现出趋势平稳，再在平稳数据的基础上检验内生断点的存在性，得出经验判断类似，为1978年，从数据本身的角度支持经验研究结论。

The academics maintains a main viewpoint that the behavior of consumers has changed from the foundation of the People＇s Republic of China to nowa- days, but about the time when the behavior of consumption changed they have no agreement. In our paper, we use the saving rate from 1953 to 2005 to delegate the consumers＇ behavior, and then search the structure break point from the data itself. By introducing one endogenous structure break point, we can yield that our saving rate behaved in ＂trend stationary＂, on the basic result from the previous testing, we finished some testing to arrive the point that there exists an endogenous structure break in 1978, which supporting the empirical results.