摘要
Abstract
The purpose of the study is to investigate the consumption behavior of Chinese rural residents, to reveal the characteristics of consumption behavior and development trend for rural residents in China, to discuss ways for increasing income of rural residents,and to expand the policy mechanism of rural consumption. Based on a linear system and a nonlinear system, the authors used econometric research methods to build State Space Model of consumption behavior of China＇s rural residents. Moreover, based on Kalman filter estimation of the model related time-varying parameters,detailed analysis was taken for the movements and the relationship between the average propensity to consume （APC） and the marginal propensity to consume （MPC） of China＇s rural residents from 1978 to 2010. Meanwhile,a serial correlation test,a heteroscedasticity test and a cointegration test have been done with the model to determine its reasonableness and effectiveness. Through the estimation of the State Space Model for time-varying parameter,detailed analysis was carried out for the static characteristics and dynamic characteristics of China＇s rural residents＇ consumption behavior and their relationship, which has better explained the impact mechanism for China＇s rural residents＇ consumption behavior affected by external environment and their intrinsic motivation. Studies have shown that the State Space Model is reasonable and effective for consumption behavior of China＇s rural residents. The consumption behavior of China＇s rural residents shows that with increased volatility for the expected consumption psychology, deviation of the propensity to consume decreases, This is entirely in line with the objective reality of China＇s rural social and economic development.关键词
农村/消费行为/平均消费倾向/边际消费倾向/状态空间模型/卡尔曼滤波Key words
rural areas/consumption behavior/average propensity to consume/marginal propensity to consume/state space model/Kalman filter分类
管理科学
