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重庆农村居民消费与第三产业发展关系的实证研究
引用本文:宋奇成,危志锋.重庆农村居民消费与第三产业发展关系的实证研究[J].重庆理工大学学报(社会科学版),2015(3):26-32.
作者姓名:宋奇成  危志锋
作者单位:重庆理工大学 经济与贸易学院,重庆,400054
基金项目:国家社会科学基金西部项目,重庆市重点人文社科基地---重庆理工大学劳动经济与人力资源研究中心资助
摘    要:基于VAR模型,以重庆市1985—2012年的农村居民恩格尔系数、农村居民消费率、第三产业比重等数据为样本,考察重庆农村居民消费与第三产业发展相互作用的关系及其动态特征。通过稳定性检验、Johansen协整检验、格兰杰因果检验、脉冲响应函数和方差分解,实证研究表明:3个变量之间存在长期均衡的协整关系,农村居民恩格尔系数是农村居民消费率的单向Granger因,农村居民消费率是第三产业发展的单向Granger因,农村居民消费与第三产业发展关系紧密。

关 键 词:农村居民消费  第三产业发展  VAR模型

Empirical Study on Relationship Between Consumption of Rural Residents and Tertiary Industry Development in Chongqing
Abstract:Based on VAR model,this paper adopted the 1985-2012 Engel coefficient of rural resi-dents,consumption rate of rural residents and the proportion of tertiary industry data in Chongqing to examine the interaction relationship between rural residents’consumption and tertiary industry devel-opment and its dynamic characteristics in Chongqing. The analysis of stability test,Johansen cointe-gration test,granger causality test,impulse response,variance decomposition show that the three vari-ables are in a long-run equilibrium cointegration relationship,and the Engel coefficient of rural resi-dents in consumption rate of rural residents is due to one-way Granger,and the Engel coefficient of rural residents in the proportion of tertiary industry is due to one-way Granger. The relationship be-tween the consumption of rural residents and the third industry development is close.
Keywords:consumption of rural residents  tertiary industry development  VAR model
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