东北大学学报（社会科学版）

• •    

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. 东北大学文法学院经济学系
  • 收稿日期:2012-05-31 发布日期:2014-04-17
  • 通讯作者: 林艳丽

An Empirical Research on the Relationship between Fiscal Expenditure on Agriculture and Agricultural Economic Growth—— the Analysis based on the VAR model

  • Received:2012-05-31 Published:2014-04-17

RichHTML

0

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。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，且随着时间的推移这种影响持续增强，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能granger引起第一产业增加值，但第一产业增加值不能granger引起财政支农支出。

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: As sample of Liaoning Province，by using 1978-2010 annual economic data，this paper tracks/explores the dynamic reponse of agriculture fiscal expenditure and the value added of the primary industry by means of the model of VAR and impulse response function，and confirms the lead and lag relationship in time between two variables through the Granger causality test. The findings indicate that there is a stable equilibrium relationship between them in the long run. Futhermore，the response of value added of the primary industry to one S.D. innovation of agriculture fiscal expenditure is always positive and the response value increases step by step with time. Otherwise，one S.D. positive innovation of the added value of primary industry promotes an increase in the fiscal expenditure and produces a strong cumulative effect in the long run. We see that there is only one-way causal relationship between them through Granger test.The agriculture fiscal expenditure can Granger cause the value added of the primary industry in short run，but the latter does not Granger cause the former.