摘要
文章选取1995年-2008年我国城镇居民家庭人均可支配收入和零售业销售总额、批发业销售总额的时间序列数据,通过基于VAR模型的协整分析、脉冲响应分析和方差分解的有机结合进行研究,发现上述序列间存在长期均衡。对标准化协整方程和误差校正模型的分析表明,我国城镇居民收入水平和零售业销售总额、批发业销售总额之间形成了长期的、稳定的关系,且城镇居民收入水平是零售业销售总额、批发业销售总额的格兰杰原因。脉冲响应分析和方差分解均显示,城镇居民收入水平在过去十四年内对零售业、批发业产生了持续性的影响。
The paper selects the time series data of per capital net income of urban residents, total volume of retail sales, and total volume of wholesale from 1995 to 2008 in China, uses the methods of variance decomposition based on VAR model, organic eoarbination of co-integration analysis, and impulse-response analysis, and finds that a long-term equilibrium exists between above series. Analysis of the standardized co-integration equation and the error correction model indicates that during the sampled time span increase of the total volume of re-tail sales or that of wholesale was largely and stably dependent on per capital net income of urban residents, which is also a Granger cause of the former two. Both impulse-response analysis and variance decomposition show that per capital net income of urban residents has a lasting effect on the total volume of retail sales or that of wholesale during the past 14 years. The empirical results indicate that to claim that wholesale is useless deviates from the economic development rules, some measures should be made to promote coordinated development of retail and wholesale, which needs more efforts made correspondingly.
出处
《上海立信会计学院学报》
北大核心
2010年第4期78-85,共8页
Journal of Shanghai Lixin University of Commerce
关键词
零售业
批发业
城镇居民收入
商品流通
国内贸易
retail
wholesale
urban residents＇ income
commodity circulation
domestic trade
