基于协整和状态空间模型的韶关市城镇居民消费与收入关系研究

Study on the relationship between consumption and income of urban residents in Shaoguan City based on co-integration analysis and state space model

基于1980-2015年的统计数据,采用协整模型和状态空间模型,研究了韶关市城镇居民人均消费性支出和人均可支配收入的数量关系。结果表明:韶关市城镇居民人均可支配收入和人均消费性支出之间存在长期稳定的均衡关系和短期动态关系,边际消费倾向处于0.45~0.53之间,平均消费倾向处于0.61~0.67之间,总体呈下降趋势。

Based on co-integration analysis and state space model, this paper uses the statistical data from year of 1980 to 2015 to make an analysis on the quantitative relationship between urban per capita expenditure and per capita income in Shaoguan City. The results are shown that there is a long-term stable equilibrium relationship and a short-term dynamic relationship between per capita consumption expenditure and per capita disposable income of urban residents in Shaoguan City; and during the period of 1980-2015, the MPC fluctuates between 0.45-0.53, the APC fluctuates approximately between 0.61-0.67, and their overall trends are downward.