统计研究 ›› 2012, Vol. 29 ›› Issue (11): 31-35.

• 论文 • 上一篇    下一篇

预防性储蓄的空间探索

杨瑞琼 杭斌   

  • 出版日期:2012-11-15 发布日期:2012-11-02

Spatial Econometric Exploration of Precautionary Saving: An Empirical Study Based on Chinese Urban Residents

Yang Ruiqiong & Hang Bin   

  • Online:2012-11-15 Published:2012-11-02

摘要: 本文在假设我国省域居民消费存在空间依赖性的前提下,对原有预防性储蓄模型进行空间计量改造,建立了我国居民预防性储蓄的空间计量模型,并选择面板数据模型进行实证研究。结果表明:(1)我国城镇居民消费存在显著的空间依赖性;(2)空间效应的存在可以缓减不确定性、流动性约束以及潜在流动性约束等对居民消费行为的影响,长期来看,可以平和居民一生的消费。

关键词: 预防性储蓄, 流动性约束, 空间依赖性, 空间面板数据模型

Abstract: This paper is written on a hypothetical basis that the consumption of the domestic residents is spatially dependent. It establishes the spatial panel data model by modifying the previous precautionary saving model. And the result of empirically study shows that: 1.The residents’ consumption in China has significant spatial dependence. 2. The spatial effects can mitigate the effect of the consumption uncertainty and liquidity constraints. Therefore, in the long term, the spatial effects can balance the residents’ lifetime consumption.

Key words: Precautionary Saving, Liquidity-constrained, Spatial Dependence, Spatial Panel Data Model