本文選題：金融發(fā)展 + 生命周期假說　； 參考：《經(jīng)濟(jì)縱橫》2017年11期

【摘要】：依據(jù)生命周期假說,將金融發(fā)展變量引入儲蓄模型中,定量分析金融發(fā)展、收入水平、人口結(jié)構(gòu)對居民儲蓄增長的影響作用。選取2001~2016年季度時(shí)間序列數(shù)據(jù),通過構(gòu)造ARDL邊限檢驗(yàn)解釋說明各變量間長期協(xié)整關(guān)系,并使用動態(tài)最小二乘法(DOLS)對人均居民儲蓄方程的長期系數(shù)進(jìn)行估計(jì),通過構(gòu)造誤差修正模型說明金融發(fā)展的短期影響機(jī)制。實(shí)證結(jié)果表明,從長期看金融發(fā)展對人均居民儲蓄存在顯著的促進(jìn)作用,其波動在短期內(nèi)給居民儲蓄波動帶來正向影響。
[Abstract]:According to the life cycle hypothesis, the financial development variables are introduced into the savings model to quantitatively analyze the effects of financial development, income level and population structure on the growth of household savings. Based on the data of 2001 ~ 2016 quarterly time series, the long-term cointegration relationship between the variables is explained by constructing the ARDL boundary test, and the long-term coefficient of the per capita resident savings equation is estimated by using the dynamic least square method. The short-term influence mechanism of financial development is explained by constructing error correction model. The empirical results show that, in the long run, the financial development has a significant promoting effect on the per capita household savings, and its fluctuations have a positive impact on the residents' savings fluctuations in the short term.
【作者單位】： 吉林大學(xué)經(jīng)濟(jì)學(xué)院;吉林大學(xué)數(shù)量經(jīng)濟(jì)研究中心;
【基金】：國家社科基金重大項(xiàng)目“引領(lǐng)經(jīng)濟(jì)發(fā)展新常態(tài)的市場基礎(chǔ)、體制機(jī)制和發(fā)展方式研究”(編號:15ZDC008) 中國博士后科學(xué)基金面上項(xiàng)目“新常態(tài)下經(jīng)濟(jì)增長的趨勢性、波動性與收斂性問題研究”(編號:2017M611305)的成果
【分類號】：F832

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1 唐軍;中國居民儲蓄主要結(jié)構(gòu)性問題研究[D];中國社會科學(xué)院研究生院;2012年

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