基于VAR模型的我国农产品出口与农民收入的关系研究

基于VAR模型,采用1981-2007年我国年度数据,利用协整分析方法、脉冲响应函数和方差分解方法,对我国农产品出口与农民收入之间的关系进行了实证分析。结果表明:在长期内,我国农产品出口每增长1%将使农民收入增长0.6950%;在短期内,我国农产品出口对农民收入的影响不显著。脉冲响应和方差分解的结果表明:我国农产品出口对农民收入的冲击存在正向作用和递增趋势。因此,相对稳定的农产品出口政策有利于农民收入增长。

Empirical Study on Relaitonship between Export of Agri-product and Income of Farmer Based on VAR Model

Based on the VAR model,this paper uses the annual data of China from 1981 to 2007 to analyze the relationship between agri-product export and farmer＇s income by the co-integrate test,the impulse response function and the variance decomposition method.The result shows as follows：in the long term,farmer＇s income will increase by 0.6950% when agri-product export increases by 1%;in the short term,the effect of agri-product export on farmer＇s income is not obvious;the impulse of agri-product export to farmer＇s income has positive effects and is in an increasing trend.Thus a relatively stable policy for agri-product export will be favor for the enhancement of farmer＇s income.