基于协整理论的河南省城乡居民收入与消费实证分析

Cointegration Analysis of Consumption and Income between Urban and Rural Residents in Henan Province

根据1980—2014年统计数据,利用协整理论和误差修正模型,对河南省城乡居民收入和消费之间的协整关系进行实证分析,结果表明,河南省城乡居民收入与消费间均存在协整关系,并且在长期中城乡居民收入波动对消费支出的影响程度大于短期影响。

According to the statistical data from 1980 to 2014,this paper used cointegration theory and error correction model to analyze the relationship of consumption and income between urban and rural residents in Henan province. The result shows that,there are cointegration relationship between income and consumption of urban and rural residents in Henan province,and the impact of urban and rural residents income volatility in the long run is bigger than short-term impact on consumer spending.