四川农业大学学报 ›› 2013, Vol. 31 ›› Issue (01): 110-114.doi: 10.3969/j.issn.1000-2650.2013.01.021

• 研究论文 • 上一篇    

影响四川农民现金收入波动因素的动态计量分析——基于VEC模型的实证

段隐华, 王刚   

  1. 四川农业大学商学院, 四川 都江堰 611830
  • 收稿日期:2012-10-17 出版日期:2013-03-31 发布日期:2017-02-28
  • 通讯作者: 王刚,教授,硕导,主要研究方向:数学生态学,E-mail:13908000519@qq.com。 E-mail:13908000519@qq.com
  • 作者简介:段隐华,讲师,研究方向为经济数学与金融数学,E-mail:duanyinhua@sicau.edu.cn。
  • 基金资助:
    四川农业大学"211工程"院级基金课题"困境企业在负债时的清算与投资的实物期权模型"(34070009)

Dynamic Econometrics Analysis of Influential Factors for the Fluctuation of Farmers'Cash Income in Sichuan: Based on VEC Model

DUAN Yin-hua, WANG Gang   

  1. College of Business, Sichuan Agricultural University, Dujiangyan 611830, Sichuan, China
  • Received:2012-10-17 Online:2013-03-31 Published:2017-02-28

摘要: [目的] 建立影响四川农民现金收入波动因素的动态计量分析。[方法] 采用2003年第一季度至2010年第三季度家庭经营收入、工资收入、转移性收入与现金收入的季度数据,借助Johansen协整检验,运用VEC模型分析了家庭经营收入、工资收入与转移性收入对现金收入波动的影响。[结果] 短期看,前一期工资收入、家庭经营收入以及转移性收入对当期四川农民现金收入具有正效应,其中前一期的家庭经营收入对当期现金收入的正效应最大;长期看,工资收入以及转移性收入对当期现金收入具有正效应,但是家庭经营收入对现金收入产生负效应。[结论] 该分析对四川省政府指导农业生产、促进农民增收具有指导意义。

关键词: 四川农民现金收入, Johansen协整检验, VEC模型

Abstract: [Objective] To develop the dynamic econometrics analysis of influential factors for the fluctuation of farmers' cash income in Sichuan.[Method] Choosing the sample of quarter data of the farmer cash income,the household management income,the wage income and the transfer income in Sichuan province from the first quarter of 2003 to the third quarter of 2010,the paper analyzed the influence of household management income,the wage income and the transfer income for the fluctuation of the farmer cash income,which uses the Johansen cointegration test and the VEC model (Vector Error Correction model).[Results] In short run,the household management income,the wage income and the transfer income of the preceding term have a positive effect on the cash income of current term,among which the household management income has the most positive impression.In the long run,the wage income and the transfer income have positive influence,while the household management income has negative impact.[Conclusion] This study is useful for the government of Sichuan province to guide the agricultural production and increase the cash income of farmers.

Key words: Cash income of farmers in Sichuan, Johansen cointegration test, VEC model

中图分类号: 

  • F047.3