内蒙古农村信贷与经济增长关系的实证研究——基于1978～2009年内蒙古自治区数据的分析

Inner Mongolia countryside credit and economy growth relation's demonstrative research——analysis based on 1978-2009 Inner Mongolia data

本文基于1978～2009年内蒙古自治区农村人均贷款和农村人均GDP的数据,首先,分析了改革开放以来二者的变动趋势,发现二者都呈现"缓慢增长———波动增长———快速增长"的变动趋势;其次,运用协整检验证实二者之间存在长期均衡关系;再次,协整检验和误差修正模型结果表明长期和短期内农村人均贷款与农村人均GDP的关系均为正相关,弹性系数分别为1.30%和17.20%,当短期波动偏离长期波动时,误差修正项将以13.09%作用力做反向调整,促使非均衡状态恢复到均衡状态;最后,格兰杰因果关系检验表明内蒙古农村人均GDP产出和农村人均贷款额之间互为因果关系。

This article is based on 1978-2009 per capita GDP and per capita loan data in rural areas of Inner Mongolia,firstly analyzed the tendency of the two variables since reform and opening up,we found both variables present＂Slow Growth——Fluctuant Growth——Rapid Growth＂.Secondly we confirmed that there is a long-run equilibrium relationship between two variables by co-integratiot test;Thirdly we found two variables are positively correlated in long or short term by co-integratiot nest and error correction model,elasticity coefficient respectively is 17.20% and 1.30%.when the short-term fluctuation deviated from long-term fluctuation,there is a 13.09% opposite forces to make reverse adjustment by error correction and make the non-equilibrium state to be back to the equilibrium state.Finally,Granger causality test showed that a mutual causal relationship exist between per capita GDP of Inner Mongolia and rural per capita loan.