我国城镇居民消费的风险分担与跨期平滑——基于1985~2011年的实证研究

发布时间：2018-04-27 19:12

本文选题：消费 + 风险分担　；参考：《财经理论与实践》2014年05期

【摘要】：应用我国1985~2011年的省级数据,构建面板数据模型实证分析了城镇家庭消费的风险分担和跨期平滑情况。研究结果显示:我国城镇家庭消费的跨期平滑是不完全的。无论是从我国整体情况来看,还是从不同地区或者不同收入组家庭来考察,城镇家庭消费的跨期平滑系数γ均介于0~1之间。此外,城镇家庭消费的风险分担程度很低,消费风险分担机制很不完善。进一步的分析显示:各个地区内部和不同收入组内部的风险分担系数要高于全国总体的风险分担系数,这说明我国城镇家庭在进行消费风险分担时具有显著的"本地偏好"和"阶层效应"。
[Abstract]:Based on the provincial data from 1985 to 2011, a panel data model is constructed to analyze the risk sharing and intertemporal smoothing of urban household consumption. The results show that the intertemporal smoothing of urban household consumption is incomplete. The intertemporal smoothing coefficient 纬 of urban household consumption is between 0 and 1 in terms of the whole situation of our country or the families of different regions or different income groups. In addition, the risk sharing degree of urban household consumption is very low, and the consumption risk sharing mechanism is not perfect. Further analysis shows that the risk sharing coefficient within each region and within different income groups is higher than the overall risk sharing coefficient of the whole country. This shows that Chinese urban households have significant "local preference" and "class effect" when they share consumption risk.
【作者单位】：江西财经大学经济学院;云南民族大学管理学院;
【基金】：国家社科基金(11CJY076、12CJL060、13CJL015) 国家自科基金(71340010) 教育部人文社科项目(12YJA790165)
【分类号】：F224;F126.1

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