山西省农村金融发展对城乡居民收入差距的影响分析

Study on the Influence of Rural Finance Development on the Income Gap between Urban and Rural Residents in Shanxi Province

通过农村金融效率、金融相关率、储蓄投资转化率等一系列指标衡量山西省农村金融发展水平,并基于协整检验、格兰杰因果关系检验、脉冲响应分析等理论,研究了山西省农村金融发展与城乡居民收入差距之间关系。研究结果表明:(1)协整检验表明农村金融效率、农村金融相关率、储蓄投资转化率与城乡居民收入差距之间存在协整关系;(2)格兰杰因果关系表明山西省农村金融效率、农村金融相关率是城乡居民收入差距的格兰杰原因,储蓄投资转化率与城乡居民收入差距彼此不是格兰杰原因;(3)脉冲响应分析表明,山西省农村金融效率、农村金融相关率对城乡居民收入差距的影响主要体现为长期正向效应,而储蓄投资转化率对城乡居民收入差距的影响相应较小。

This paper measure the level of rural financial development in Shanxi Province through a series of indicators,such as rural financial gfficiency,financial correlation rate,savings and investment conversion rate.Based on the test,Granger causality test and impulse response analysis,this paper studies the relationship between rural finance and the income gap between ruban and rural residents in Shanxi Province. The results show that： rural financial gfficiency,financial correlation rate,savings and investment conversion rate will have varying degrees of impact on the income gap between ruban and rural residents.