硕士论文-中国居民效用函数的实证研究

中国居民效用函数的实证研究作者：王肖晶学位授予单位：复旦大学参考文献(63条)1.高炜宇.谢识予高等计量经济学20022.林光平计算机两经济学-计量经济学家和金融分析师GAUSS编程与应用20033.龙志和.周浩明中国城镇居民预防性储蓄实证研究[期刊论文]-经济研究2000(11)4.杜森.贝利所得、储蓄与消费行为之理论19965.袁志刚.欧阳明宏观经济学20036.袁志刚.宋铮高级宏观经济学20017.袁志刚.宋铮垮地为变异与我国经济增长[期刊论文]-经济研究1999(11)8.臧旭恒居民财产与消费选择行为分析20019.臧旭恒中国消费函数分析199410.AndoA.FModiglianiTheLifeCycleHypothesisofSaving:AggregateImplicationsandTests196311.AmeriksJohn.AndrewCaplin.JohnLeahy.TomTylerMeasuringselfcontrol200412.AttanasioOP.GWeberIntertemporalSubstitution,RiskAversionandtheEulerEquationforConsumption198913.BreedenOouglasTAnIntertemporalAssetPricingModelwithStochasticConsumptionandInvestmentOpportunities197914.CaballeroRJConsumptionPuzzlesandPrecautionarySavings199015.CaballeroRJEarningsUncertaintyandAggregateWealthAccumulation199116.CampbellJY.ASDeatonWhyisConsumptionSoSmooth198917.CampbellJY.NGMankiwConsumption,Income,andInterestRates:ReinterpretingtheTimeSeriesEvidence198918.CampbellJY.NGMankiwPermanentIncome,CurrentIncome,andConsumption199019.CampbellJY.NGMankiwTheResponseofConsumptiontoIncome:ACross-CountryInvestigation199120.CarrollCDTheBuffer-StockTheoryofSaving:SomeMacroeconomicEvidence199221.ChahEY.VARamey.RMStartLiquidityConstrainsandInternationalConsumerOptimization:TheoryandEvidencefromDurableGoods199522.ChewSooHongAgeneralizationofthequasi-linearmeanwithapplicationstothemeasurementofinequalityanddecisiontheoryresolvingtheAllaisparadox198323.ChewSooHongAxiomaticUtilityTheori9eswiththeBetweennessProperty198924.DeatonASLife-CycleModelsofConsumption:IstheEvidenceConsistentwiththeTheory198625.DeatonASSavingandLiquidityConstraints199126.DekelEddieAnaxiomaticcharacterizationofpreferencesunderuncertainty:Weakeningtheindependenceaxiom198627.EpsteinLarryG.JAllanHynesTheRateofTunePreferenceandDynamicEconomicAnalysis198328.EpsteinlarryG.MartinSchneiderAmbiguity,InformationQuality,andAssetPricing200429.EpsteinLarryGRiskAversionandAssetPrices198830.EpsteintarryG.ZinStanleyESubstitution,RiskAversion,andtheTemporalBehaviorofConsumptionandAssetReturns:ATheoreticalFramework198931.EpsteinLarryG.ZinStanleyESubstitution,RiskAversion,andtheTemporalBehaviorofConsumptionandAssetReturns:AnEmpiricalAnalysis199132.FisherMRExplorationsinSavingBehavior195633.FlavinMATheAdjustmentofConsumptiontoChangingExpectationsaboutFutureIncome198134.FlavinMATheExcessSmoothnessofConsumption:IdentificationandInterpretation199335.FriedmanMAAtheoryoftheConsumptionFunction195736.FumioHayashiEconometric200037.HallRE.FSMishkinTheSensitivityofConsumptiontoTransitoryIncome:EstimatesfromPanelDataonHouseholds198238.HallREStochasticImplicationsoftheLifeCycle-PermanentIncomeHypothesis:TheoryandEvidence197839.HallREIntertemporalSubstitutioninConsumption198840.HansenLarsPeterLargeSamplePropertiesofGeneralizedMethodofMomentsEstimation198241.HansenLarsPeter.HeatonJohnC.OgakiMasaoEfficiencyBoundsImpliedbyMultipefiodConditionalMomentRestrictions198842.HansenLarsPeter.ThomasJSargentRecursiveModelsofDynamicLinearEconomics199743.HansenLarsPeter.TomasJSargentMisspecificationinRecursiveMacroeconomicTheory200444.Hansen.LarsPeter.Richard.ScottEandSingletonKennethJEconometricImplicationsoftheIntertemporalCapitalAssetPricingModel198145.HansenLarsP.SingletonKennethJGeneralizedInstrumentalVariablesEstimationofNonlinearRationalExpectationsModels198246.IrvineI.SWangEarningsUncertaintyandAggregateWealthAccumulation:Comment199447.JappelliT.MPaganoConsumptionandCapitalMarketInperfections:AnInternationalComparison198948.JohnsenThoreH.JohnBDonaldsonTheStructureofIntertemporalPreferenceUnderUncertaintyandTimeConsistentPlans198649.KeynesJMTheGeneralTheoryofEmploymentInterestandMoney193650.KoopmansTjallingCStationaryOrdinalUtilityandImpatience196051.KoopmansTjallingCRepresentationofPreferenceOrderingswithIndependentComponentsofConsumptionandRepresentationofPreferenceOrderingsovertime198652.LelandHESavingandUncertainty:ThePrecautionaryDemandforSaving196853.LucasRobertE.NancyLStokeyOptimalGrowthwithmanyConsumers198454.MertonRobertCAnIntertemporalCapitalAssetPricingModel197355.ModiglianiF.RBrumbergUtilityAnalysisandtheConsumptionFunction:AnInterpretationofCross-SectionData195456.MehraRajnish.EdwardCPrescottTheEquityPremium:Apuzzle198557.SchmeidlerDavidSubjectiveProbabilitiesandExpectedUtilitywithoutAdditivity198958.SheaJMyopia,LiquidityConstrains,andAggregateConsumption:ASimpleTest199559.SkinnerJRiskyIncome,LifeCycleConsumption,andPrecautionarySavings198860.ZeldesSPOptimalConsumptionwithStochasticIncome:DeviationsfromCertaintyEquivalence198961.ZeldesSPConsumptionandLiquidityConstraints:AnEmpiricalInvestigation198962.于宋铮.钱行.王肖晶估计中国居民的效用函数:一项基于总和时序数据的经验研究63.2这里,我们在财富约束中,没有考虑行为人的劳动收入.这是因为如果劳动是不是随机的,同时存在一个无风险资产,那么行为人的所有收入都可以折现到初期,并且被当作初始资产所有.而当劳动收入是随机变量的时候,我们利用不同的方法解释才富约束条件,因此(2.3.7)式仍然可以使用.具体说来,劳动力收入可以被看作一种不可交换的资产红利,也就是我们通常所有的人力资本的红利.根据Epstein(1988)年的文章,人力资本在均衡状态条件的影子价格和影相似文献(4条)1.期刊论文李伍荣.胡德宝.LIWu-rong.HUDe-bao从跨期消费看我国的消费政策优化-胜利油田党校学报2005,18(4)传统的凯恩斯消费函数存在着缺陷,即没有考虑理性的消费者应该是在整个一生中使其效用最大化.通过建立消费者最优规划模型,结合我国两个阶段的经济数据,可以估计出在这两个阶段时间偏好参数与跨期替代弹性的值,从而归结出我国利率政策与居民消费之间的关