消费者信心与经济环境的互动关系研究

发布时间：2018-02-21 10:52

本文关键词： 消费者信心指数商品零售类值向量自回归模型　出处：《首都经济贸易大学》2014年硕士论文　论文类型：学位论文

【摘要】：消费者信心指数作为衡量消费者主观心理因素的指标，不仅会受到客观经济变量的影响，还会影响到居民消费支出。本文的目的是，研究消费者信心指数作为中间隐性变量，在宏观经济指标影响国民消费的过程中所发挥的重要作用。本文通过建立向量自回归模型，分别研究宏观经济指标对消费者信心分指数的影响、消费者信心指数内部结构关系、以及消费者信心分指数对商品零售类值的影响。从宏观经济指标影响消费者信心分指数来看，人们的物价和投资信心分别会受到CPI和上证指数及时显著的影响；就业、收入和房价信心分别受到空缺岗位占求职人数比重、城镇居民可支配收入增速、居住类居民消费价格指数短暂的影响。通过对消费者信心指数内部结构分析，发现经济和生活信心指数涵盖了物价、房价、就业、投资、收入信心指数的信息。从消费者信心分指数对商品零售类值的影响来看，人们的经济、生活、物价、投资、房价和就业信心都会产生显著影响，具体的信心分指数既可以直接影响商品零售类值，也可以通过经济和生活信心指数间接产生影响。因此，政府在制定刺激消费的政策时，可以参考影响的滞后期、持续期和贡献度，，同时调控多项宏观经济指标，提升消费者信心，拉动国民消费和经济增长。
[Abstract]:As an index to measure the subjective psychological factors of consumers, the consumer confidence index is not only affected by the objective economic variables, but also affects the consumption expenditure of the residents. The purpose of this paper is to study the consumer confidence index as an intermediate implicit variable. In the macroeconomic indicators of national consumption in the process of playing an important role. In this paper, a vector autoregressive model is established to study the influence of macroeconomic indicators on consumer confidence index, the internal structure of consumer confidence index, and the influence of consumer confidence index on retail value. According to the sub-index of consumer confidence influenced by macroeconomic indicators, people's price and investment confidence will be significantly affected by CPI and Shanghai Stock Exchange Index respectively, and the confidence in employment, income and house prices will be affected by the proportion of job vacancies to the number of job seekers. Through the analysis of the internal structure of the consumer confidence index, it is found that the economic and life confidence index covers prices, house prices, employment, and investment. From the impact of the consumer confidence index on the retail value of commodities, people's economic, living, price, investment, housing and employment confidence will have a significant impact. The specific confidence index can not only directly affect the retail value of commodities, but also indirectly influence the economic and life confidence index. Therefore, when the government formulates the policy of stimulating consumption, it can refer to the lag period, duration and contribution degree of influence, and at the same time adjust and control many macroeconomic indicators, promote consumer confidence, and stimulate national consumption and economic growth.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F224;F126.1;F124

【相似文献】