基于结构突变的城乡居民消费行为研究

The Consumption Behavior Study of Urban and Rural Residents Using Structural Break

消费是宏观经济调控的重要变量,而收入是决定消费的基本因素,研究消费和收入之间的关系一直是经济学者关注的焦点问题。基于面板模型对不同消费水平的城乡居民消费行为进行实证分析,在面板数据中引入结构突变理论,并对消费收入稳定性研究发现:2008年检测到的城乡居民消费行为发生了突变,突变点的原因在于受到收入差距扩大和经济环境恶化的影响;在突变点之后,城乡居民的自发性消费支出和边际消费倾向都有所改变。

Both government and scholars＇ research contain a vast amount of work about how to stimulate consumption growth. This paper considers problems related to panel structural break in consumption behaviors of stability for different urban and rural residents. We draw conclusion that consumption behaviors were changed by the income gap and the economic environment, the impact of changes to the structural break occurred around 2008. After break, self-consumption expenditure and the marginal propensity to consume of the urban and rural residents has to change.