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广西农村居民收入与消费的误差修正模型研究 被引量:11

The Research of ECM on the Relation between Guangxi Rural Residents' Income and Consumption
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摘要 对1980至2004年广西农村居民人均年纯收入与消费支出的数据进行了协整分析,得出了两者之间存在着长期稳定均衡关系的结论,由此对收入与消费建立了误差修正模型.该模型不仅描述了收入与消费的长期均衡关系,而且也描述了收入与消费的短期波动调整关系. The article has an cointegration analysis of the Guangxi Zhuang Autonomous Region's rural residents' net income and consumption based on the figures from the year1980 to 2004 and finds that there is a stable and balanced relation between them. On this basis the Error Correction Model that describing the relation between income and consumption is established. The Error Correction Model not only describes the long--term stable and balancecd relation but also the short--term flutuating relation between the income and the consumption.
作者 覃思乾
出处 《广西民族学院学报(自然科学版)》 CAS 2006年第3期76-80,共5页 Journal of Guangxi University For Nationalities(Natural Science Edition)
关键词 收入 消费 单位根检验 协整 误差修正模型 consumption income unit root test cointegration Error Correction Model
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