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在探讨通货膨胀水平、恩格尔系数及居民生活质量影响城乡居民生活成本机制的基础上,构建并估计基于城乡二元经济的长面板模型(LPM),探讨了各变量间的静态均衡关系;此外,基于SYS-GMM方法估计了面板向量自回归模型,并通过蒙特卡洛算法模拟动态脉冲响应函数进一步研究各因素之间的动态特征。结果表明:居民生活成本、通货膨胀、恩格尔系数及生活质量之间满足长期的均衡关系;通货膨胀的上升在消弱居民的实际购买力(负收入效应)的同时,也带来了居民消费结构的变化(替代效应),旅游、文化消费支出减少而食品等基本支出增加,从而造成食品等基本品的价格上涨,又由于后者在CPI构成中占较大权重,从而导致了CPI的相对上升。可以看出,恩格尔系数的上升会导致CPI的上升,并进一步导致居民生活质量的下降及生活成本的进一步上涨。
On the basis of discussing the inflation, Engel’s coefficient and the quality of life of residents, this paper constructs and estimates a long panel model (LPM) based on urban-rural dual economy and discusses the static equilibrium among variables. In addition, The panel vector autoregressive model is estimated based on the SYS-GMM method, and the dynamic characteristics of each factor are further studied by Monte Carlo simulation of dynamic impulse response function. The results show that long-term equilibrium relationship is satisfied between resident’s cost of living, inflation, Engel’s coefficient and quality of life. The rise of inflation, while weakening the real purchasing power of residents (negative income effect), also brings about the consumption structure of residents Changes (substitution effects), tourism and cultural consumption expenditures decreased while basic expenditures for food products increased. As a result, prices of basic foodstuffs, such as food, rose and the latter accounted for a relatively large weight in the composition of CPI, resulting in a relative rise in CPI. It can be seen that the increase of the Engel’s coefficient will lead to the rise of the CPI and will further result in a decrease in the quality of life of residents and a further rise in the cost of living.