中文摘要：

本文构建了状态空间模型和跨省面板数据模型，就不确定性和流动性约束等对我国居民消费行为影响进行比较分析，结果表明：1978年以来，收入的不确定性对城镇居民消费行为的负面影响要大于农村居民；城镇居民面临的流动性约束相对小于农村居民；城镇居民面对利率的替代效应要大于收入效应，而农村居民与之相反。1995年以来，收入和支出的不确定性对我国居民整体消费行为的影响并不显著，但与东中部地区居民消费变动正相关；我国居民消费面临的流动约束整体来看并不严重，但中部地区居民相对而言面临更强的流动性约束。

英文摘要：

Based on state space model and cross provincial panel data model, this paper compares and analyzes the impact of uncertainty, liquidity constraints and other factors on Chinese consumer ＇ behavior. The results shows that. （1） Since 1978, negative effects of income uncertainty on consumption behavior is greater in urban area than rural area; urban residents face relatively small liquidity constraints ; and the substitution effect of interest rates on urban residents is greater than the income effect, which is opposite for rural residents; （2） Since 1995, the income and expenditure uncertainty of Chinese residents as whole has little impact on their consumption behavior correlates with that or eastern and central regions; as a whole, liquidity constraints are not serious, but the case in central region is much serious.