我国城镇居民的边际消费倾向的实证分析

尽管在虚拟变量模型中，使回归模型的截距或斜率不再是固定不变的，但参数的变化是离散的。而不是连续的．这对于处理制度的巨大的变迁与包含界限非常显的内容的数据时，(如季节性数据)，显示出很大威力．然而，在处理制度变迁内的连续变化时，却显得无能为力．为此，特以实证数据为出发点：1981—2000年间城镇居民可支配收入与消费支出，用变参数模型去分析了收入与支出的关系及消费行为．结果表明，居民消费行为是不断变化的，边际消费倾向下降为二次曲线趋势．

Empirical analysis to marginal propensity of consumption of Chinese town resident

The intercept and slope of dummy variable model do not remain constant ,but the variant of parameter is discrete but not continuous. This makes it more powerful in processing the data containing magnitude changes of regime and conspicuous stages, such as season. But it can not explain the continuous changes of regime in a stage. This paper analyses the relationship between income and consumption behavior by using variable parameter model based on the data from 1981-2000 of disposable income and consumption expenditure of Chinese town resident.