人口出生率与居民储蓄率的关系研究:基于VAR模型

On the Relationship of Birth Rate and Household Saving Rate:Based on VAR Model

文章选取了2000—2019年国家统计局公布的历年调查统计数据,基于VAR模型对人口出生率和居民储蓄率之间的关系进行实证分析和实证检验,结果表明:第一,滞后1阶的VAR模型是稳定的,残差检验结果是白噪声;第二,两者互不为格兰杰原因;第三,协整检验表明两者之间存在长期均衡关系;第四,两者之间是负向相关的;第五,居民储蓄率对人口出生率的传导具有时滞;第六,居民储蓄率和人口出生率各自主要受自身的影响。

The survey statistics data released by the National Bureau of Statistics of China from 2000 to 2019 were selected to conduct an empirical test on the relationship between the birth rate and the household saving rate based on the VAR model.The final findings are as follows:Firstly,the VAR model with a lag of one order is stable,and the residual test result is white noise;Secondly,the two are not Granger causes to each other;Thirdly,the co-integration test shows that there is a long-term equilibrium relationship between the two.Fourthly,the two are negatively correlated;fifthly,the transmission of household saving rate to the birth rate has a time lag;Finally,the household saving rate and the birth rate are mainly influenced by themselves.