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经济转型期中国城镇居民消费与收入的长期均衡关系——状态空间模型及变协整分析 被引量:22

Long-term Equilibrium between Chinese Urban Resident Consumption and Income in Transition Period——State Space Model and Changed Cointegration Analysis
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摘要 Data from 1978 to 2002 and a state space model are used to make empirical study for the consumer behavior of Chinese urban residents.The main conclusions are:First,before 1990 the long-run ratio between consumption and income was relatively stable;however,after 1990 both long-run MPC and long-run APC have been declining continuously.Secondly,affected by the declining ratio of long-run Equilibrium,trends of consumption and income have turned to be. Data from 1978 to 2002 and a state space model are used to make empirical study for the consumer behavior of Chinese urban residents.The main conclusions are:First,before 1990 the long-run ratio between consumption and income was relatively stable;however,after 1990 both long-run MPC and long-run APC have been declining continuously.Secondly,affected by the declining ratio of long-run Equilibrium,trends of consumption and income have turned to be.
作者 杭斌 申春兰
出处 《统计研究》 CSSCI 北大核心 2004年第2期21-24,共4页 Statistical Research
基金 国家社会科学基金资助项目 (0 2BTJ0 12 )
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