基于分位数回归的中国居民消费研究
部分内容如下:
基于分位数回归的中国居民消费研究
陈娟 林龙 叶阿忠
(福州大学数量经济研究所)
摘要:本文从经济增长理论及一般均衡分析入手,将居民收入和政府支出引入效用函数,探讨消费、生产及政府行为三者之间的关系,得到消费的动态方程。同时基于该方程利用分位数回归进行实证分析,结果表明:不同消费量下各变量对消费有不同的影响,同时对城镇和农村的影响程度也各不相同。
关键词:消费优化 经济增长 分位数回归
A Quantile Regression Analysis on Chinese Resident Consumption
Chen Juan, Lin Long & Ye Azhong
(Institute of Quantitative Economics, Fuzhou University)
Abstract:This paper starts with economic growth and general theory of equilibrium, leads resident income and the government disbursement into the utility function , and discusses the relationship among consumption , produce and government behavior , then builds a model for them, at the same time doing empirical research with quantile regression for the model. Because quantile estimate can make partition of the consumption, the result of the research indicates the same variate has the different effect on consumption under the different consumption, meanwhile the variates have the different effect on urban and rural consumption.
Key Words:Consumption optimization; Economic Growth; Quantile Regression |