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：22

作者：

杭斌

申春兰

机构：

[1] 山西财经大学经济学院

来源：

统计研究 | 2004年 / 02期

关键词：

经济改革; 居民消费; 长期均衡关系; 状态空间模型; 变协整;

D O I：

10.19343/j.cnki.11-1302/c.2004.02.004

中图分类号：

F224 [经济数学方法];

学科分类号：

0701 ; 070104 ;

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.

引用

页码：21 / 24

页数：4