福建农村居民消费与收入的动态关系研究

Dynamic Relationship between Consumption and Income of Rural Residents in Fujian Province

运用固定参数协整理论分析福建省1978～2008年农村居民消费与收入的关系,结果表明:福建省农村居民消费和收入之间并不存在稳定的长期均衡关系。进而通过改进的变参数协整模型分析得出:福建省农村居民消费和收入之间的均衡关系呈现出动态变化过程,边际消费倾向经历了上升-震荡-下降-上升的阶段式特征。

Firstly,by use of the fixed parameters of cointegration theory,the relationship between consumption and income in rural areas of Fujian Province from 1978 to 2008 has been studied,and results show that a stable long-run equilibrium relationship between consumption and income of Fujian rural residents doesn＇t exist.Then the varying parameter cointegration model shows that the balanced relationship between consumption and income of rural residents in Fujian is a dynamic process.And the marginal propensity to consume has experienced the phases of rising-shaking-falling-rising.