摘要
选择我国城镇就业人数、城镇职工基本养老保险基金累计结余和城镇职工平均工资作为研究对象,将1990至2011年的统计数据作为解释变量和被解释变量,以此衡量三者之间的动态关系。应用状态空间模型和卡尔曼滤波进行检验和估计,以此分析三者之间的联动效应。分析得到,就业对养老保险的影响明显高于养老保险对就业的影响,就业对工资的影响略大于工资对就业的影响,而养老保险和工资的相互影响程度较为相近。
Employment,the cumulative balance of basic pension insurance fund,the average wage from1990 to 2011 of urban employees in China are selected as explanatory variable and explained variable respectively.In order to measure the dynamic relationships among the three aspects,the State Space model and kalman filter are introduced to inspect and estimate the model,and show the linkage effect between the three variables.In conclusion,the impact of pension insurance by employment is higher than the impact of employment by pension insurance,the impact of wage by employment is a little higher than the impact of employment by wage,however,the degree of pension and wages influence each other is relatively similar.
出处
《中国管理科学》
CSSCI
北大核心
2014年第S1期617-622,共6页
Chinese Journal of Management Science
基金
教育部人文社会科学研究项目(12YJC790190)
黑龙江省高校青年学术骨干支持计划(1253G029)
国家社科基金重点项目(13AZD071)
关键词
城镇职工
就业
工资
养老保险
状态空间模型
urban employees
employment
wage
pension insurance
state space model
