城镇居民消费过度敏感性统计分析.pdfVIP

∃ 102 ∃ %数量经济技术经济研究 2007 年第3 期 城镇居民消费过度敏感性的统计分析 王 芳 (南京财经大学经济学院) ! 本文在文献综述的基础上, 指出了现有研究中的不足, 即 少不同收 入阶层的消费过度敏感性的分析以及由于样本容量的不足导致模型拟合及预测能力 不强本文主要利用panel data模型分析了我国城镇不同收入阶层居民消费的过度 敏感性, 验证出各阶层都存在着过度敏感性, 且过度敏感性的大小在各阶层中呈现 倒 ∀ 草帽# 型分布 过度敏感性 panel data模型 不同收入阶层 F22234 A Excess Sensitivity Analysis on Consumption of Urban Residents Abstract: On the basis of literature reviews, this paper findout two deficien cies: one is lack of excess sensitivity analysis on different inco e rank residents, the other is that fitness andforecast ability of odel are not good because the nu ber of sa ple isnt enough The paper uses Panel Data to analyze the excess sensi tivity of different inco e rank residents consu ption, and draws the conclusion that every rank have sensitivity, and distribution on every rank e erges theinvert ed straw hat type Key words: Excess Sensitivity; Panel Data; Every Inco e Rank , , , , : ? - (LC- PIH) , , ( : LX0401) ( : B0507) 城镇居民消费过度敏感性的统计分析 ∃ 103 ∃ Hall 1978 , , , , , Hall , Flavin ( 1981) , , ∀ # , Daly Hadji atheou ( 1981) Muellbauer ( 1983) Cuddington ( 1982) Johnson ( 1983) , Flavin Rob Alessie Anna aria Lusardi ( 1997) panel data, VAR , Tullio Jap pelliLuigi Pistaferri (2000) 1989~ 1993 , , , , (2001) , ( 2001) (2000) , 1981~ 1998 (2003) (2003) , , , , , , , , panel data , 1 关于过度敏感性 ( Mankiw) ( Ca pbell) 1990 , , ( Hall) * * * , C1t = C1t- 1 + et, C1t , e