农产品物流与农民收入增长的实证研究——基于协整与状态空间模型

An Empirical Research on the Agricultural Product Logistics of and Farmers' Income Growth——Based on the Cointegration and State Space Model

基于协整与误差修正和状态空间模型,对我国1991-2014年农产品物流和农民收入增长之间的关系进行了实证研究。结果表明:农产品物流的发展与农民收入增长之间存在长期的协整关系,当农产品物流增加1%时,农民人均纯收入增加1.11723%。观察变量之间的长期均衡对短期波动的影响为0.467%。农产品物流发展与农民收入增长具有双向因果关系。状态方程中的αt系数估计值为1.31368,意味着农产品物流增长1%,能带动农民收入增长1.31368%,农产品物流对农民收入的弹性有明显的正向作用。

Based on the cointegration and error correction and state space model,an empirical research is operated on the relationship between the agricultural product logistics and farmers' income growth from1991 to 2014in China.The results show that there is a long-term co-integration relationship between the development of the agricultural product logistics and farmers' income growth.When the agricultural product logistics increases 1%,the per capita net income of farmers increases 1.11723%.The impact of long-term equilibrium between observed variables on short-term volatility is 0.467%.There is a two-way causality between the development of the agricultural product logistics and farmers' income growth.Theαt coefficient estimates in the state equation is 1.31368,which means that if the agricultural product logistics increases 1%,the farmers' income grows 1.31368%,and the agricultural product logistics has an obvious positive effect on the elasticity of farmers' income.