农业劳动日工价对农民收入水平影响的实证研究——基于协整和向量自回归模型  

The Effect of Work Day Wages on the Income of Farmers:Study Based on Co-integration and VAR Model

作　　者：张千友[1] 

机构地区：[1]四川大学经济学院,四川成都610064

出　　处：《上海立信会计学院学报》2011年第2期72-78,共7页Journal of Shanghai Lixin University of Commerce

基　　金：国家社科基金重点项目(08AJY034);国家社科基金项目(09XJY032)

摘　　要：选取1978年-2008年全国农业劳动日工价和农民人均纯收入的时间序列数据,通过基于VAR模型的协整分析、脉冲响应分析和方差分解的有机结合进行研究,发现两序列间存在长期均衡。对标准化协整方程和误差校正模型的分析表明,抽样区间的农民人均纯收入增长对农业劳动日工价形成了长期的、稳定的依赖,且后者是前者的格兰杰原因。脉冲响应分析和方差分解均显示,来自劳动日工价在过去三十年内对农民人均纯收入产生了持续性的贡献。实证结果表明,农业劳动日工价与农民人均纯收入具有长期稳定的关系,需要逐步提高偏低的农业劳动日工价。By a selection of the time series data of two indicators between 1978 and 2008, namely work day wages of farmers, and net income per capita of them, and an organic combination of cointegration analysis, impulse-response analysis, and variance decomposition based on VAR model, this paper finds the existence of a long-term equilibrium between these two series. Analysis of the standardized co-integration equation and the error correction model indicates that during the sampled time span increase of farmers＇ net income per capita is largely and stably dependent on the work day wages, which is also a Granger cause of the former. Both impulse-response analysis and variance decomposition demonstrate that work day wages have a lasting effect on net income per capita of farmers during the past 30 years. The above empirical results indicate that there is a long-time and stable relationship between the work day wages and net income per capita of farmers.

关 键 词：劳动日工价 农民人均纯收入 协整分析 脉冲响应 方差分解 农业经济 

分 类 号：F304.8[经济管理—产业经济]