文档介绍：山西财经大学
硕士学位论文
浅析社会养老保险对中国城镇居民储蓄的影响
姓名:朱波
申请学位级别:硕士
专业:数量经济
指导教师:杭斌
2006-03-15
浅析社会养老保险对中国城镇居民储蓄的影响
内容摘要
养老保险对储蓄的影响,多年来一直是个争论不休的问题。本文
结合中国的实际,分别从数理经济学和计量经济学两个角度分析中国
实施的养老保险制度对城镇居民储蓄的影响。数理分析方法基于戴蒙
德的代际交叠模型。定量分析先采用时间序列数据进行粗算,后用面
板数据进行详细分析。在用面板数据分析时,先后用到面板数据单位
根检验、面板数据协整检验和面板数据误差纠正模型等方法。结合中
国实际情况的两种方法都得出了相同的结论,近十几年来养老保险覆
盖范围逐年扩大,是导致城镇居民增加储蓄的重要原因之一。通常人
们认为,“实施养老保险制度,解决了人们的后顾之忧,人们在工作
期便可以放心消费,从而减少储蓄”。本文认为,养老保险制度实施
后,人们须交纳养老保险费,然而养老金替代率是低于变革前的,并
且制度变革出现了好多问题,再加上基金制的性质,这些都增加了人
们对未来养老保险预期的不确定性,从而使得养老保险覆盖范围扩大
了,人们却增加储蓄。
关键词: 养老保险储蓄代际交叠面板数据
浅析社会养老保险对中国城镇居民储蓄的影响
ABSTRACT
How endowment insurance affects saving has been
in debate for decades. This paper investigates how
endowment insurance interacts with Chinese urban
residents’ saving in mathematical analysis and
econometric analysis. The mathematical analysis is
based on Diamond’ Overlapping generations model.
Time series data was used in the econometric
analysis first and panel data was used later. panel
data unit root tests、cointegration tests and error correction
models were used in panel data analysis. These two
methods educed the same conclusion. It’s that
endowment insurance is one of the causes that
caused urban residents to increase the saving as
china enlarged the endowment insurance coverage.
Usually, it’s think that the existence of the
endowment insurance lead people to save less,
because they don’t have to worry about their future.
The work believes that, after the innovation of the
endowment insurance, people must pay the fee, but
the real level of the fund is lower than what happened
浅析社会养老保险对中国城镇居民储蓄的影响
before the innovation. At the same time, many
problems occurred after the innovation. All those
make people feel more worried about their future and
increase saving as the endowment insurance coverage
enlarged.
Keywords: endowment insurance saving
overlapp