基于VAR模型的农业贷款、财政支农对农民收入增长的动态性分析——以河北为例

Dynamic analysis of agricultural loans and financial support for agriculture income growth of farmers based on VAR model——Taking Hebei Province as an example

利用河北1978—2008年农业贷款、财政支农投入和农民收入的实际数据,通过平稳性检验、协整检验和格兰杰非因果检验,进行脉冲分析和方差分解,结果显示:财政支农投入和农业贷款与农民收入增长之间存在长期稳定的关系,但其增长作用不大。1978—2008年河北财政支农支出和农业贷款对农民收入的提高的没有起到应有的作用。财政支农投入是农民收入的格兰杰原因。对农民收入的提高,短期内财政支农的作用大于农业贷款;从长期看,农业贷款的作用大于财政支农。财政支农投入对农业贷款有影响。并在最后提出了相应对策。

This paper analyzed the data of 1978—2008 agricultural loans,financial investments for agriculture and farmer income in Hebei Province.Through the stationary test,cointegration test and Granger causality test,and impulse analysis and variance decomposition,the results showed there was long-term stability relationship between financial investments for agriculture,agricultural loans and farmer＇s income growth;financial investments of Hebei Province and agricultural loans of 1978 to 2008 played a little role on income of farmers.The financial investments were the Granger cause of the income of farmers.From short term,the role of financial investments for agricultureed on income of farmers was greater than agricultural loans.From long term,role of agricultural loans was greater than financial support for agriculture.Financial investments impacted on agricultural loans.At last,the author put forward corresponding countermeasures.