农村公共投资对农民收入影响地域差异的时变分析

Time-varying Analysis of Rural Public Investment Influence on Farmers' Income in Different areas

以山东省、安徽省、陕西省作为研究对象,采用带有时变参数的状态空间模型分析1990—2010年间这三个省份农村公共投资对农民收入的影响,并通过卡尔曼滤波的求解方法得出农村公共投资对农民收入影响随着时间变动发生波动的曲线图。研究发现农村公共投资对农民收入的影响不仅因不同地区经济水平、社会环境、地理气候、人文背景等因素的不同而表现出不同的影响程度,而且这种影响关系随着时间变化产生波动。

This paper employs time-varying parameter（TVP） state space model to analyze the relationship between rural public investment and farmers＇ income in Shandong, Anhui and Shanxi Provinces from 1990 to2010. Using Kalman filter, it draws the diagram of the dynamic changes of the influence in different times. It finds that their relationships are different not only because of economic development level, social environment, weather and location, but also have obvious fluctuation in time. This phenomenon is interpreted as the result of important policy changes and fast economy development. This conclusion will provide comprehensive and reliable theoretical basis for the decision of rural public investment policy.