我国经济增长与城乡恩格尔系数的动态关系研究--基于 VAR 模型的实证研究

摘要

Based on the VAR model,this paper adopts the time series data from 1990 to 2010 and makes an empirical analysis of the dynamic relationship between China′s economic growth and the Engel co-efficients for the rural and urban areas.Research results show that there exists a long-term equilibrium rela-tionship between them two and the economic growth has a negative effect on the Engel coefficients and par-ticularly more on the rural Engel coefficient.The decline in rural and urban Engel coefficients plays a posi-tive role in promoting China′s economic growth.From a long-term perspective,the impact caused by the change of the rural Engel coefficient on China′s economic growth changes has a stronger interpretive capabil-ity and more powerful than that caused by the urban Engel coefficient.%　　文章采用我国1990—2010年时间序列数据，在 VAR 模型的基础上，对我国经济增长、城镇恩格尔系数和农村恩格尔系数之间的动态关系进行了实证分析。研究结果表明：我国经济增长与农村恩格尔系数和城镇恩格尔系数之间存在着长期均衡关系，经济增长对农村恩格尔系数和城镇恩格尔系数有反向作用，其中对农村恩格尔系数的反向作用更为显著。农村恩格尔系数和城镇恩格尔系数的下降对我国经济增长有正向促进作用，农村恩格尔系数变化的冲击从长期来看对我国经济增长变化的解释能力更强，并大于城镇恩格尔系数与我国经济增长变化的冲击效果。