基于非参数面板数据模型的我国城镇居民消费与收人关系的区域差异性实证分析

An Empirical Study on the Regional Differences of Relationship between Consumption and Income of Chinese Urban Residents Based on Nonparametric Panel Data Models

为了定量认识我国东、中、西部城镇居民消费与可支配收入关系的区域差异性,本文基于29个省市的1991-2013年经济面板数据,建立了三个区域城镇居民消费性支出的固定效应参数模型和非参数模型,结果表明:非参数模型的拟合误差小于参数模型的拟合误差,并且非参数模型的波动边际消费倾向比参数模型的固定边际消费倾向更为合理。此外,东中西部城镇居民边际消费倾向的波动情况存在较大差异,东部波动变化持续性强,西部波动变化最敏感。

In order to quantitatively understand the regional dflterences Oetween urOan resloents con-sumption and disposable income in eastern, central and western of China, fixed effect parametric modelsand nonparametric models are established based on 29 provinces and cities economic panel data from1991 to 2013. The results show that the nonparametric models have less fitted errors than the parametricmodels. Meanwhile, the dynamical fluctuation of the marginal consumption tendency for the nonpara-metric models is more reasonable than the constant marginal consumption tendency for the parametricmodels. Furthermore, there exists a distinct difference among the fluctuations of the marginal consump-tion tendency in eastern, central and western. The duration of fluctuation in eastern is long. However,the fluctuation in western is highly sensitive.