中国社会保障支出与消费水平关系研究——基于非线性STR模型的实证分析

A Nonlinear-STR-Model-Based Empirical Research on Relation Between China' s Social Security Expenditure and Consumption level

针对现有社会保障支出与消费水平关系实证研究中存在的不足,应用时间序列的非线性STR模型验证了1952-2009年期间我国财政社保支出与消费水平非线性关系的存在.研究结论表明二者问呈显著的负相关关系,且呈现出明显的阶段性特征,并在线性和非线性间频繁转换.具体可分为三个主要阶段,1958-1963年为负向非线性关系,1964 1978年二者关系则很不显著;1979年至今又重新转变为负向非线性关系.这些结论为我国制定和实施社会保障支出政策提供了现实的理论依据.

For the existing lack of empirical research of relationship between social security expenditure and private consumption, this paper verified the existence of nonlinear relationship between both in China from 1952 to 2009 by applying nonlinear STR model. The conclusions demonstrate that between both is obviously negative relationship, which presents remarkable stage characteristics and is frequently converted between linear and nonlinear. This negative relationship can be specifically divided into three stages： 1. negative nonlinear relationship from the year 1958 to 1963; 2. insignificant relationship from the year 1964 to 1978; 3. the reconverted negative nonlinear relationship from the year 1979 to 2009. These conclusions provide a realistic theoretical basis for China to develop and implement policies of social security expenditure.