通货膨胀对不同收入层次居民消费支出的双门槛效应

发布时间：2018-01-02 23:00

本文关键词：通货膨胀对不同收入层次居民消费支出的双门槛效应　出处：《重庆大学》2013年硕士论文　论文类型：学位论文

【摘要】：通货膨胀正成为我国经济发展中的主要风险，会对居民的消费需求造成一定的影响。与此同时，自改革开放以来，中国的收入分配制度引发了贫富两极分化，这在一定程度上造成了整个社会的居民消费率低下。由于不同收入层次居民具有不同的消费规划，因此通货膨胀对消费支出的影响很可能是非线性的。本文基于门槛模型，研究通货膨胀对不同收入层次居民消费支出的非线性影响。本文的主要内容包括：国内外学者对通货膨胀和居民消费支出之间关系的研究综述；通过对经验数据的统计测算，探讨近年来中国通货膨胀、居民收入和消费支出的变动规律；从理论上分析通货膨胀对不同收入层次居民消费支出影响的作用原理，在此基础上，利用格子搜索法计算出门槛值，根据该门槛值将消费者划分为不同的层次，进而采用门槛回归模型的计量方法检验通货膨胀对不同收入层次居民消费支出的门槛效应；最后是本文的研究结论与政策建议。通过对经验数据的统计测算，本文发现我国价格指数的波动正好对应于历年来的通货膨胀，并体现出明显的结构性特征；居民收入差距不断拉大，，对整个社会的消费能力造成影响，各地区居民收入和消费支出存在差异性，且城镇之间的差异高于农村地区。通货膨胀影响不同层次居民消费支出的相关理论主要包括经济边际学派的效用理论、相对收入消费理论、生命周期假说、持久收入假说、随机游走消费理论、缓冲库存储蓄理论、二重效应论、通胀结构论、误差修正论等基础理论，通货膨胀收入效应和替代效应的力量对比，决定了不同收入层次居民的消费倾向存在差异。门槛回归模型的检验结果表明，通货膨胀促进居民消费支出增加，对居民消费支出具有显著的双门槛效应，也就是说通货膨胀对不同收入层次居民消费支出的影响存在差异性。具体来看，通胀对居民消费支出的影响会随着居民所属收入层次的不同呈现出显著的差异性效应，居民收入层次越高，通胀对其消费支出的促进作用越大。最后，对全文的研究结论进行了总结，并从调整通货膨胀预期、推进收入分配制度改革、建立覆盖城乡的社会福利和保障体系等方面提出了相关政策建议。
[Abstract]:Inflation is becoming a major risk in the economic development of our country, have a certain influence on the consumption demand of residents. At the same time, since the reform and opening up, the income distribution system Chinese caused wealth polarization, which caused the whole society consumption rate is low in a certain extent. Because the residents of different income levels have different production planning, so the impact of inflation on consumer spending is likely to be nonlinear. Based on the threshold model, the nonlinear effect of inflation on the level of consumption of different income.
The main contents of this paper include: a review of research on the relationship between inflation and consumption of domestic and foreign scholars; through statistical calculation of empirical data, study in recent years China inflation, changes of residents' income and consumption expenditure; from the theoretical analysis of principle of consumer spending in different income levels affect inflation, on the basis of the calculated threshold value, using the grid search method, according to the threshold value dividing consumers into different levels, and the measurement method of the threshold regression model test of inflation on consumer spending with no threshold effect of income level of residents; the last part is the conclusions and policy recommendations.
Through statistical calculation of empirical data, this paper found that China's price index fluctuation corresponds exactly to the years of inflation, and reflect the structural characteristics; the income gap is widening, the impact on the whole society consumption ability, the resident income and consumption expenditure are different, and the differences between towns the higher than in rural areas. The utility theory of consumption expenditure of residents of different levels including the marginal economic school of inflation, relative income theory, life cycle hypothesis and permanent income hypothesis of consumption theory, random walk theory, buffer stock saving, dual effect of inflation, structural theory, basis of error correction theory, comparison the power of inflation income and substitution effects, determines the existence of different income levels of residents consumption propensity differences. The threshold regression model. The results show that the inflation to promote consumer spending increased, with the double threshold effect on consumer spending, that is inflation on the differences between different income levels affect consumer spending. Specifically, the inflation of consumer spending will affect the residents with different income levels is the effect difference obviously, the higher the level of income, inflation of consumer spending to promote greater effect. Finally, the conclusion of the research is summarized and expected from inflation, promote the reform of the income distribution system, puts forward relevant policy suggestions to establish the social welfare and security system covering urban and rural areas and so on.

【学位授予单位】：重庆大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F126.1;F822.5

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