江西省农村金融发展与农村经济增长相关性研究：基于VAR模型

摘要

This paper established VAR model by selecting first industrial output in Jiangxi Province as the indicator reflecting the level of rural economic growth and agricultural loan and fixed-assets investment in rural areas as the indicator reflecting the level of rural finance development with the data ranging from 1980 to 2009.The results of the impulse response and variance decomposition showed that positive and lasting influence existed between them while the impact from the rural economic growth on the rural finance development is significant and the impact from the rural finance development on the rural economic growth is dim.Finally,policy suggestions were put forward such as promoting the interactive development of rural economy and finance.%选取江西省第一产业产值作为反映农村经济增长水平的指标,农业贷款、农村固定资产投资作为反映农村金融发展水平的指标,利用1980—2009年数据,建立VAR模型,并进行脉冲响应分析和方差分解。研究结果表明,江西省农村金融发展与农村经济增长之间互相存在正向影响,且持续时期较长,其中农村经济增长对农村金融发展影响明显,而农村金融的发展对经济增长的影响较微弱。在此基础上提出推动农村经济与农村金融互动发展等政策建议。