农产品价格对农民收入的动态影响——基于状态空间模型

Dynamic effect of agricultural product price on farmers' income: based on the state space model

从结构突变的角度研究农产品价格对农民收入的动态影响。采用Cobb-Douglas生产函数的多变量分析框架，将农产品价格、农民人力资本、财政支农支出、农村固定资产投资和农民收入纳人研究体系，构建农产品价格与农民收入的状态空间模型，运用卡尔曼滤波方法对状态空间模型的参数进行估计。结果表明：农产品价格波动对农民收入的影响是随时间变化的，1985-2013年问农产品价格关于农民收入的弹性系数在-0．069～0．265之间变动、平均值为0．121，总体上经历了4个阶段的波动，说明价格对收入的影响与国家农业政策有密切关系。

The dynamic effect of agricultural product price on farmer＇ income was studied from the perspective of structural breaks. State space model was applied to establish a time-varying parameter model of agricultural product price and farmer＇ income growth under the multivariable framework of Cobb-Douglas production function, including price of agricultural product, human capital of peasants, financial expenditure in agriculture, rural fixed asset investment and farmers＇ income. Kalman filter method was used to estimate the parameter of time-varying parameter model. The results showed that the influences of price fluctuation of agricultural product on farmer＇ income were time-varying. Price elasticity of income for farmers between 1985 and 2013 has experienced four stages of volatility in general, changing between -0.069 and 0.265, with a mean of 0.121. Price＇s influence on income had close relationship with national agricultural policies.