基于状态空间模型的中国消费率变动趋势

中国消费率长期偏低且近年有持续下降的趋势,在中国消费社会处于转型升级的重要时期,投资和消费的失衡是当前宏观经济中最严重的问题之一。在对中国消费率偏低原因的静态分析和评价的基础上,首先从消费结构的视角构建了中国1992年1季度至2010年4季度的商品货物消费率。其次,在状态空间季节调整模型中引入均方根信息滤波方法,对原有Kalman滤波模型予以改进,用R软件中DECOMP程序将中国商品货物消费率非平稳序列进行分解,得到变动趋势。再将其与总消费率的走势进行比较发现两者之间的走势存在明显差异。通过建立总消费率与商品货物消费率及消费结构之间的合理函数关系,对前两者差异以及近年中国消费率持续走低进行了合理解释,并从消费结构视角提出提高中国消费率推动消费结构升级的对策。

Changes in the Rate of Consumption Trends of China Based on State Space Model

In recent years, China＇s consumption rate continued declining. In the important period of consumer society in the transformation and upgrading in China, the imbalance between consumption and investment is one of the most serious problems in current macroeconomic. First, from the perspective of the consumption structure the commodity goods consumption rate is constructed in the 1992 quarter to the fourth quarter of 2010. Secondly, The SRIF method is introduced in the state space seasonally adjusted model, the original Kalman filter model is improved, China＇s consumer and consumption rate non- stationary series are decomposed by the DECOMP program of R software. There are differences between the rate of commodity goods quarter consumption rate and total consumption by comparison of the two. Through the establishment of the relationship between the total consumption rate and commodity goods consumption rate and consumption structure, the reasonable explanation of the difference between them and China＇s consumption rate continued falling in recent years are given, and a reasonable relationship between threes are built. The recommendations to increase Chings consumption rate and the upgrading of consumption structure are proposed.