基于VAR的中国农村金融发展与农村经济增长相关性研究

Study on Correlation of Rural Financial Development and Rural Economic Growth in China Based on VAR Model

农村经济是我国国民经济的重要组成部分,农村金融作为经济资源配置的核心是否对农村经济产生促进作用,而经济的增长又是否对金融的发展产生反作用,这个问题一直是理论界关注的焦点问题,本文选取合适的农村金融和农村经济指标,建立VAR模型,用Granger因果关系检验,和方差分解的方法,来揭示两者之间的相关关系。

Rural economy is the important part of China＇ s national economy. As the core of economic resources allocation, whether ru- ral finance plays a role in promoting rural economy, and whether economic growth has adverse effects on financial development, is a focal issue concerned by the theoretical circle. Selecting proper rural financial indicators and economic indicators, this thesis established the VAR model, and used Granger causality tests and variance decomposition to reveal the correlation between them.