东北大学学报（社会科学版）

东北大学学报（社会科学版） ›› 2014, Vol. 16 ›› Issue (2): 152-157.DOI: -

• 经济与管理研究 • 上一篇    下一篇

辽宁省财政支农支出与农业经济增长关系的实证研究基于VAR模型的分析

林艳丽1，孟校臣2，王海涛1   

  1. (1.东北大学文法学院，辽宁沈阳110819;2.中国人民大学财政金融学院，北京100872)
  • 收稿日期:2013-07-25 修回日期:2013-07-25 出版日期:2014-03-25 发布日期:2014-04-17
  • 通讯作者: 林艳丽等
  • 作者简介:林艳丽(1979-)，女，辽宁瓦房店人，东北大学讲师，博士研究生，主要从事公共财政与社会保障研究。
  • 基金资助:
    教育部人文社会科学研究青年基金资助项目(11YJC790121);上海市教育委员会科研创新一般资助项目(12YS186)。

An Empirical Research on the Relationship Between Agricultural Fiscal Expenditure and Economic GrowthBased on the VAR Model

LIN Yanli1， MENG Xiaochen2， WANG Haitao1   

  1. (1. School of Humanities & Law， Northeastern University， Shenyang 110819， China; 2. The School of Finance， Renmin University of China， Beijing 100872， China)
  • Received:2013-07-25 Revised:2013-07-25 Online:2014-03-25 Published:2014-04-17
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摘要： 以辽宁省为样本，选取1978—2010年的年度数据，利用VAR模型及脉冲响应函数分别追踪了辽宁财政支农支出和第一产业增加值对冲击的动态反应，并通过Granger因果检验确认两变量在时间上的领先和滞后关系。研究结果表明:辽宁财政支农支出与第一产业增加值之间存在长期稳定的均衡关系;财政支农支出的冲击对第一产业增加值始终有正向作用，且这种影响持续增强，同时第一产业增加值的正向冲击也会对财政支农支出增加产生较强的累积效应;从Granger因果检验看，两变量间只存在单向因果关系，即财政支农支出仅在短期才是第一产业增加值的Granger原因。

关键词: 财政支农支出, 第一产业增加值, VAR模型, 脉冲响应函数, Granger因果检验

Abstract: By using 1978—2010 annual economic data of Liaoning Province， this paper tracks the dynamic responses of agricultural fiscal expenditure and the added value of the primary industry with the VAR model and impulse response function， and confirms the leading and lagging relationships in time between the two variables through the Granger causality test. The findings indicate that there is a stable equilibrium relationship between them in the long run. Furthermore， the effect of agricultural fiscal expenditure on the added value of the primary industry is always positive and gradually increases with time. Meanwhile， the positive impact of the added value of the primary industry produces a strong cumulative effect to agricultural fiscal expenditure. Based on the Granger test， there exists only oneway causal relationship between the two variables; that is， agricultural fiscal expenditure only serves as the Granger cause of the added value of the primary industry in the short run.

Key words: agricultural fiscal expenditure, added value of the primary industry, VAR model, impulse response function, Granger causality test

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