城镇居民收入流动性分析-伪面板数据门限自回归模型估计与检验.pdfVIP

数量经济理论与方法（一） （计量经济）   城镇居民收入流动性的实证分析1 ——伪面板数据门限自回归模型的估计与检验 白仲林  赵亮  （天津财经大学统计系，天津，300222）  摘要：本文基于天津市城市住户调查数据，对样本家庭按户主的年龄分群， 构造了伪面板数据，运用伪面板数据自回归模型和门限自回归模型对天津市城镇 居民的收入流动性进行实证分析，研究发现，天津市家庭收入的流动性较低，家 庭人均收入呈现条件收敛的特征，在生命周期内收入差距具有趋于平等的机会； 对于收入“向上”流动的家庭，其收入流动性略大于“向下”流动的家庭。天津 市居民收入分配不平等的机会具有逐渐减低的趋势；天津市居民家庭人均收入的 动态行为存在四种体制，各体制存在显著的不对称特征。而且，天津市不足 14% 的城镇居民“家庭”收入分配的不平等机会有扩大的趋势，而 86% 以上的城镇居 民收入分配的不平等机会无太大迥异。 关键字：伪面板数据；门限自回归模型；收入流动性；收入分配 The Empirical Analysis of Income Mobility of Urban Residents —based on the estimation and test of pseudo-panel data TAR model Abstract Based on the data of urban household survey of Tianjin between 1988 and 2008, this paper exploits the cohort method to construct pseudo-panel data of different age groups, and then applies the pseudo-panel data AR model and TAR model to analysis the income mobility of Tianjin’s urban residents. Empirical evidence indicates that the income mobility of Tianjin’s households is low, the real income per capita has the conditional convergence characteristic, and the income gap tends to bridge in lifecycle; the income mobility of the households who experience an increase in earning is a little greater than those who decrease their earning level. The inequality degree of income distribution has the trend to fall; the dynamic behaviors of real income per capita of Tianjin’ urban residents can be divided into 4 regimes; each regime has the significantly asymmetrical characteristic. Moreover, less than 14% households in Tianjin have the tendency to increase their inequality opportunity in distribution of income; while more than 86% households do not have many differences in the inequality opportunity of income distribution. Keywords: Pseudo-panel data, TAR model,