【作者】 黄宇；

【导师】 臧旭恒；

【作者基本信息】 山东大学 ， 产业经济学， 2009， 博士

【摘要】 消费行为一直是消费研究领域中的重要组成部分,伴随着消费理论的发展和实证研究方法的提高,消费行为理论也处于不断发展和完善的过程中。改革开放以来,我国城镇居民一直处于制度变迁的大环境之中;由于经济体制转轨导致我国城镇居民的消费行为发生了深刻的变化。论文在理论分析的基础上,借鉴前人的研究成果,在消费行为分析框架内考察我国城镇居民消费行为的特点、影响因素以及演化路径。论文遵循如下的研究过程对我国城镇居民的消费行为进行研究。首先,论文说明我国城镇居民消费行为演变时代背景,进而分析消费行为演化的基本特点和内在规律,并依据对现状的认识和判断作为细致分析我国城镇居民消费行为演变的基础。然后,分别从收入视角、品质升级视角和跨期选择视角利用计量工具实证研究收入、跨期替代弹性和品质升级速度对我国城镇居民消费行为的影响机理和作用力度的大小。最后,在理性预期消费者模型的基础上利用动态模拟的方法依次分析跨期替代弹性、品质升级速度和真实利率对消费行为演进路径的冲击过程和导致的最终结果。经过对我国城镇居民消费演进路径的分析之后,发现我国城镇居民在转轨经济中的消费行为表现出消费水平提高、跨期消费行为明显、消费品品质升级和耐用品比重增加的特点。对我国城镇居民的边际消费倾向、边际预算份额、收入弹性、消费习惯和示范效应的分析之后,论文发现仅仅用收入来解释消费行为演变是有所不足的。于是,论文更进一步对我国城镇居民的品质升级导致的时间偏好变化和跨期替代弹性进行分析,发现我国城镇居民跨期替代弹性较高、时间偏好随着品质升级而变化。在得到以上结论的基础上,论文利用理性预期模型对消费行为的演进路径进行了模拟。模拟结果表明我国城镇居民较大的跨期替代弹性使得消费波动较大;相对较快的品质升级速度之间的消费波动小于相对较慢的品质升级速度之间的消费波动;品质升级的条件下,真实利率对消费变动幅度的影响是具有时间收敛的特征。在对我国城镇居民消费行为演变研究的基础之上,论文尝试性的在以下几个方面获得了一定程度的创新:(1)在跨期选择行为理论的基础上,论文利用两消费品模型估测了我国城镇居民的跨期替代弹性。结果表明:我国城镇居民在1992年～2007年之间的跨期替代弹性要大于1978年～2007年之间的跨期替代弹性。(2)论文比较详细的分析了我国城镇居民所消费的主要耐用品的品质升级速度,并发现不同的消费品表现出不同的品质升级速度。同时,品质升级速度的快慢可以在一定程度上反映时间偏好对我国城镇居民时间消费行为的影响。(3)论文利用动态模拟的方法,将品质升级因素纳入到跨期选择的分析框架之内,发现品质升级使得代表性消费者将来效用大于现期效用,当品质升级速度逐渐提高的时候,代表性消费者就会减少当前消费支出而增加将来的消费支出。并且,分析了利率在是否有品质升级条件下对消费行为的影响。更多还原

【Abstract】 Research on consumer behavior has been an important component in the field of consumption. With the developing theory and improving empirical research methods, consumer behavior theory is also developing and refining. After three decades of reform and opening up, China’s urban residents have been in changing institution; and as a result of the transition economy, China’s urban residents’ consumption behavior has undergone profound changes. On the basis of theoretical analysis and drawing on previous research results, this paper analysis the characteristics, influencing factors and the evolution path of China’s urban residents in the framework of consumer behavior.The logic of this paper is as following. First of all, this paper shows the background of the consumer behavior evolution, analysis the basic characteristics and inherent law of consumer behavior evolution, and puts a detailed analysis on the base of consumer behavior evolution depending on the understanding and judgments of status quo. Then, from the perspective of quality growth and intertemporal choice, this paper uses empirical study tools to find that how the quality growth’s velocity and the intertemporal substitution influences consumer behavior and the accurate role. Finally, basing on the rational expectations model, this paper uses dynamic simulation method to analysis different impacts from quality growth, intertemporal choice and real interest rate on the consumer behavior evolution path and to get the final result.After analysis China’s urban residents’ evolution path, this paper found that the consumer behavior’s characteristics: increasing consumption level, significantly intertemporal choice, quality growth and rising durable goods’ proportion. This paper also found it is somewhat inadequate that only taking use of marginal propensity, budget’s marginal share income elasticity, consumption habits and leading effect to explain the evolution of consumer behavior. Therefore, this article put further emphasis on time preference induced from quality growth and intertemporal substitution elasticity, and found that China’s urban residents have a higher and time preference changing according to quality growth. Using these findings and rational expectations model, consumer behavior evolution path has been simulated. Simulation results show that bigger intertemporal substitution elasticity make consumption change larger, the consumption gap between relatively faster quality growth velocities is larger than the gap between relatively slower quality growth velocity, and the impact of real interest rate on consumption took on a convergence characteristic.On the research results and conclusions of urban residents’ consumer behavior evolution, this paper may have some trial innovation, these innovations are as follows :(1) Using the intertemporal choice behavior theory and two goods model, this paper estimated the intertemporal substitution elasticity of China’s urban residents. Estimated results show that: the intertemporal substitution elasticity of China’s urban residents between 1992～2007 is greater than it in the period of 1978～2007.(2) In this paper, a more detailed analysis was put on some representative durable goods’ quality growth velocities, and this paper found quality growth velocities can reflect the evolution of consumer behavior in a certain extent. (3) After putting quality factors into the intertemporal choice analysis framework, the Dynamic simulation method’ results show that quality growth make the consumers preferring future consumption to current consumption, and the consumers will reduce current consumption and increase future consumption when quality growth velocity rising. Moreover, this paper analyse consumer behavior with quality growth or not.更多还原