个体理性、风险偏好、社会地位与我国消费增长——基于跨期替代资产选择理论模型的研究
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财经研究 2005 年 第 31 卷第 05 期, 页码：6 - 17
摘要
参考文献
摘要
文章基于跨期替代资产选择理论,建立了一个较符合我国实际的模型,并结合相关经济数据,将其用以分析我国消费增长问题。研究结果发现:(1)提高跨期替代弹性是解决我国消费不足问题的关键;(2)通过减少个体风险偏好或提高其对社会地位的重视程度来增加消费的方法在理论上并不可行;(3)通过减少贫富差距来减少社会地位因素的受重视程度,可能对刺激消费有一定作用。
①国内学者何大安撰文讨论有限理性问题时,完全同意西蒙的观点。详见《行为经济人有限理性的实现程度》,中国社会科学,2004年第4期。本文对此存在不同意见。
[1]何大安行为经济人有限理性的实现程度[J]中国社会科学,2004,(4)
[2]黄常忠沪深港证券市场投资价值比较[N]上海证券报,20040414
[3]蒋殿春现代金融理论[M]上海:上海人民出版社,2001
[4]骆祚炎,刘朝晖资产结构、收入结构与股市财富效应[J]财经科学,2004,(2)
[5]杨云红,邹恒甫社会地位、非期望效用函数、资产定价和经济增长[J]经济研究,2001,(10)
[6]杨云红高级金融理论[M]湖北:武汉大学出版社,2001
[7]赫伯特·西蒙著(黄涛译)西蒙选集[M]北京:首都经贸大学出版社,2002
[8]约翰·坎贝尔(朱平芳译)金融市场计量经济学[M]上海:上海财经大学出版社,2003
[9]AbelA B Asset pricing under habit formation and catching up with theJoneses[J]AmericanEconomicReview,1990,80:38~42
[10]Bakshi,G S, andChen,Z The spirit of capitalism and stock market prices[J ]AmericanEconomicReview,1996,86(1):133~157
[11]EpsteinL G andZinS E Substitution, risk aversion, and the temporal behavior ofconsumption and asset returns: an theoretical framework[J]Econometrica,1989,57:937~969
[12]EpsteinL G andZinS E Substitution, risk aversion, and the temporal behavior ofconsumption and asset returns:an empirical analysis[J]Journal ofPoliticalEconomy,1991,99:263~286
[13]KahnemanD andTverskyA Prospect theory:An analysis decision under risk[J]Econometrica,1979,47(2):263~291
[14]MehraR,andPrescottE C The equity premium:A puzzle[J]Journal ofMonetaryEconomics,1985,15:145~161
[15]Obstfeld,M Risk taking, global diversification, and growth[J]AmericanEconomicReview,1994,84(5):1310~1329
[16]Svensson,L E O Portfolio choice withNon expected utility in continuous time[J]EconomicsLetters,1989,30:313~317
[17]Weil,P The equity premium puzzle and the risk free rate puzzle[J]Journal ofEco nomics,1989,24:401~421
[18]Weber,M M The protestant ethic and the spirit of capitalism[M]NewYork:CharlesScribner’sSons,1958
[1]何大安行为经济人有限理性的实现程度[J]中国社会科学,2004,(4)
[2]黄常忠沪深港证券市场投资价值比较[N]上海证券报,20040414
[3]蒋殿春现代金融理论[M]上海:上海人民出版社,2001
[4]骆祚炎,刘朝晖资产结构、收入结构与股市财富效应[J]财经科学,2004,(2)
[5]杨云红,邹恒甫社会地位、非期望效用函数、资产定价和经济增长[J]经济研究,2001,(10)
[6]杨云红高级金融理论[M]湖北:武汉大学出版社,2001
[7]赫伯特·西蒙著(黄涛译)西蒙选集[M]北京:首都经贸大学出版社,2002
[8]约翰·坎贝尔(朱平芳译)金融市场计量经济学[M]上海:上海财经大学出版社,2003
[9]AbelA B Asset pricing under habit formation and catching up with theJoneses[J]AmericanEconomicReview,1990,80:38~42
[10]Bakshi,G S, andChen,Z The spirit of capitalism and stock market prices[J ]AmericanEconomicReview,1996,86(1):133~157
[11]EpsteinL G andZinS E Substitution, risk aversion, and the temporal behavior ofconsumption and asset returns: an theoretical framework[J]Econometrica,1989,57:937~969
[12]EpsteinL G andZinS E Substitution, risk aversion, and the temporal behavior ofconsumption and asset returns:an empirical analysis[J]Journal ofPoliticalEconomy,1991,99:263~286
[13]KahnemanD andTverskyA Prospect theory:An analysis decision under risk[J]Econometrica,1979,47(2):263~291
[14]MehraR,andPrescottE C The equity premium:A puzzle[J]Journal ofMonetaryEconomics,1985,15:145~161
[15]Obstfeld,M Risk taking, global diversification, and growth[J]AmericanEconomicReview,1994,84(5):1310~1329
[16]Svensson,L E O Portfolio choice withNon expected utility in continuous time[J]EconomicsLetters,1989,30:313~317
[17]Weil,P The equity premium puzzle and the risk free rate puzzle[J]Journal ofEco nomics,1989,24:401~421
[18]Weber,M M The protestant ethic and the spirit of capitalism[M]NewYork:CharlesScribner’sSons,1958
引用本文
邓可斌, 何问陶. 个体理性、风险偏好、社会地位与我国消费增长——基于跨期替代资产选择理论模型的研究[J]. 财经研究, 2005, 31(5): 6–17.
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