本文選題：生命周期 + 跨期消費(fèi)��； 參考：《復(fù)旦大學(xué)》2013年碩士論文

【摘要】：我國經(jīng)濟(jì)發(fā)展進(jìn)入新的階段,尋求經(jīng)濟(jì)的增長點(diǎn)的重心又一次的轉(zhuǎn)移到提振內(nèi)需上,家庭消費(fèi)成為提振內(nèi)需的重中之重。但是我國目前依然存在儲(chǔ)蓄率偏高和消費(fèi)不足的問題。宏觀的總量如果不與構(gòu)成宏觀經(jīng)濟(jì)基礎(chǔ)的微觀經(jīng)濟(jì)行為人的行為聯(lián)系在一起,就很難揭示問題的本質(zhì)。消費(fèi)是構(gòu)成一個(gè)國家總需求的主要部分,消費(fèi)波動(dòng)對(duì)總需求影響極大。研究消費(fèi)和儲(chǔ)蓄有助于探索一些對(duì)宏觀經(jīng)濟(jì)運(yùn)行具有重要意義的問題。家庭作為我國經(jīng)濟(jì)運(yùn)行的微觀基礎(chǔ),我國家庭跨期消費(fèi)選擇正尋求一個(gè)解決的機(jī)理,能夠?yàn)槲覈?jīng)濟(jì)政策制定提供理論基礎(chǔ)。 對(duì)比中國和美國,家庭投資組合結(jié)構(gòu)迥異。對(duì)于金融資產(chǎn)領(lǐng)域中國家庭68%的比例作為銀行的儲(chǔ)蓄,而在美國股票和養(yǎng)老金之和占比59%,而銀行儲(chǔ)蓄比例僅占16%,參照國際經(jīng)驗(yàn)和我國目前金融市場的發(fā)展態(tài)勢(shì),家庭參與金融市場活動(dòng)會(huì)更加主動(dòng),形式會(huì)更加多樣。如果家庭的投資組合發(fā)生變化,那么對(duì)于家庭的消費(fèi)函數(shù)的流動(dòng)性約束勢(shì)必受到影響。與此同時(shí),我國家庭間收入和財(cái)富的不均衡已經(jīng)影響到局面的消費(fèi)和儲(chǔ)蓄,并且目前存在的高房價(jià)現(xiàn)象已經(jīng)影響到家庭政策的生活,房地產(chǎn)對(duì)于家庭的跨期消費(fèi)影響極大。 消費(fèi)理論源于凱恩斯的絕對(duì)收入假說,之后經(jīng)過不斷的批判完善而日趨成熟,目前在經(jīng)濟(jì)學(xué)研究中被大家認(rèn)可度最高,使用最為頻繁的理論模型是生命周期模型,在此基礎(chǔ)上,模型又引入了不確定性以及預(yù)算約束和流動(dòng)性約束,根據(jù)消費(fèi)者儲(chǔ)蓄的動(dòng)機(jī)來劃分效用函數(shù)。本文對(duì)家庭跨期消費(fèi)理論的發(fā)展演進(jìn)過程進(jìn)行了全面的梳理,以明確各種模型之間存在的內(nèi)在聯(lián)系,希望能夠?qū)ふ业郊彝タ缙谙M(fèi)模型因子之間的相互影響關(guān)系。 本文的主要成果在于對(duì)家庭跨期消費(fèi)決策機(jī)理進(jìn)行了全面的梳理,并對(duì)家庭跨期消費(fèi)的影響因素做出了定性的分析,并且為家庭跨期消費(fèi)決策構(gòu)建了兩個(gè)基準(zhǔn)模型,兩個(gè)模型均利用動(dòng)態(tài)規(guī)劃方法,用逆向推導(dǎo)法求解。本文的創(chuàng)新點(diǎn)在于對(duì)家庭跨期消費(fèi)的理論基礎(chǔ)進(jìn)行了系統(tǒng)的梳理；本文建立了一般跨期消費(fèi)模型和一個(gè)包含房地產(chǎn)的家庭跨期消費(fèi)模型。 本文的不足在于限于數(shù)據(jù)的不可得性和matlab求解動(dòng)態(tài)規(guī)劃過程中變量維度的復(fù)雜性,對(duì)于數(shù)值模擬的算法需要進(jìn)一步改進(jìn)。如果擁有完備的家庭財(cái)產(chǎn)分配情況的數(shù)據(jù),對(duì)于模型的參數(shù)校準(zhǔn)有著非常深遠(yuǎn)的意義。文中沒有分析世代交疊的模型,只是列出了世代交疊模型的模型公式。
[Abstract]:China's economic development has entered a new stage, the center of gravity of seeking economic growth point has once again shifted to boosting domestic demand, and household consumption has become the most important part of boosting domestic demand.However, our country still has the problem of high savings rate and insufficient consumption.It is difficult to reveal the nature of the problem if the total amount of the macro economy is not related to the behavior of the microeconomic actors who constitute the macro economic basis.Consumption is the main part of a country's total demand, and the fluctuation of consumption has a great impact on the total demand.The study of consumption and savings helps to explore issues of great importance to the operation of the macro-economy.As the microcosmic basis of the economic operation of our country, the family's choice of inter-period consumption in our country is seeking a mechanism to solve it, which can provide the theoretical basis for the formulation of our country's economic policy.Compared with China and the United States, household portfolio structure is very different.With regard to the proportion of 68% of Chinese households in the field of financial assets as bank savings, the sum of stocks and pensions in the United States accounts for 59%, while the proportion of bank savings is only 16.6%. Referring to international experience and the current development trend of the financial market in China,Families will be more active in financial markets and more diverse.If the family's portfolio changes, then the liquidity constraints on the household's consumption function are bound to be affected.At the same time, the imbalance of income and wealth among families in China has affected the consumption and savings of the situation, and the existence of high house prices has affected the life of the family policy, and the real estate has a great impact on the intertemporal consumption of families.Consumption theory originates from Keynes' absolute income hypothesis, and then it is becoming more and more mature through constant criticism and perfection. At present, consumption theory is the most widely accepted model in economic research, and the most frequently used theoretical model is life cycle model, on the basis of which,The model also introduces uncertainty, budget constraints and liquidity constraints, and divides the utility function according to the motivation of consumer savings.This paper makes a comprehensive analysis of the development and evolution of the family intertemporal consumption theory in order to clarify the internal relationship between the various models and hope to find out the interaction between the factors of the family intertemporal consumption model.The main achievement of this paper is to make a comprehensive analysis of the mechanism of family inter-period consumption decision-making, and to make qualitative analysis of the influencing factors of family cross-period consumption, and to construct two benchmark models for family cross-period consumption decision-making.Both models are solved by dynamic programming and inverse derivation.The innovation of this paper lies in the systematic combing of the theoretical basis of family intertemporal consumption and the establishment of a general intertemporal consumption model and a family intertemporal consumption model including real estate.The limitation of this paper is that it is limited to the inaccessibility of data and the complexity of variable dimension in the process of solving dynamic programming by matlab. The algorithm of numerical simulation needs to be further improved.If we have complete data on the distribution of household property, it is of great significance to calibrate the parameters of the model.This paper does not analyze the model of generation overlap, but lists the model formula of generation overlap model.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F224;F299.23;F126.1

【共引文獻(xiàn)】

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本文編號(hào)：1746292