中国农民收入与消费的协整分析

Cointegration Analysis on Income and Consumption of Chinese Countryside

本文运用协整理论和Granger因果关系检验,对1985-2008年我国农村居民收入与消费之间的关系进行实证研究。结果表明,我国农村居民收入与消费之间存在协整关系,同时在协整分析的基础上建立了误差修正模型。最后提出了几点建议和措施。

This paper analyzes the income and consumption of Chinese countryside in the period of 1985 to 2008 under the cointegration theory and Granger causality test. The results showed that the income and consumption of the countryside residents have the cointegration relation,and on this basis an error correction model is set up. Finally, we propose some advice and measures.