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

【摘要】：依據(jù)生命周期假說(shuō),將金融發(fā)展變量引入儲(chǔ)蓄模型中,定量分析金融發(fā)展、收入水平、人口結(jié)構(gòu)對(duì)居民儲(chǔ)蓄增長(zhǎng)的影響作用。選取2001~2016年季度時(shí)間序列數(shù)據(jù),通過(guò)構(gòu)造ARDL邊限檢驗(yàn)解釋說(shuō)明各變量間長(zhǎng)期協(xié)整關(guān)系,并使用動(dòng)態(tài)最小二乘法(DOLS)對(duì)人均居民儲(chǔ)蓄方程的長(zhǎng)期系數(shù)進(jìn)行估計(jì),通過(guò)構(gòu)造誤差修正模型說(shuō)明金融發(fā)展的短期影響機(jī)制。實(shí)證結(jié)果表明,從長(zhǎng)期看金融發(fā)展對(duì)人均居民儲(chǔ)蓄存在顯著的促進(jìn)作用,其波動(dòng)在短期內(nèi)給居民儲(chǔ)蓄波動(dòng)帶來(lái)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(guó)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(chǎng)基礎(chǔ)、體制機(jī)制和發(fā)展方式研究”(編號(hào):15ZDC008) 中國(guó)博士后科學(xué)基金面上項(xiàng)目“新常態(tài)下經(jīng)濟(jì)增長(zhǎng)的趨勢(shì)性、波動(dòng)性與收斂性問(wèn)題研究”(編號(hào):2017M611305)的成果
【分類號(hào)】：F832

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1 唐軍;中國(guó)居民儲(chǔ)蓄主要結(jié)構(gòu)性問(wèn)題研究[D];中國(guó)社會(huì)科學(xué)院研究生院;2012年

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