我国农业政策性金融的农产品价格效应——基于VAR模型的实证分析  

The Effect of Agricultural Policy-based Finance on Prices of Agricultural Products in China——Based on an Empirical Analysis by VAR Model

作　　者：贾立[1] 黄馨[1] 石倩[1] 

机构地区：[1]四川大学经济学院,四川成都610064

出　　处：《财经论丛》2011年第6期51-57,共7页Collected Essays on Finance and Economics

基　　金：四川大学社会科学基金资助项目

摘　　要：本文利用农产品市场的局部均衡模型,就我国农业政策性金融对农产品价格的影响进行了理论研究,在此基础之上运用农业发展银行1995—2009年的相关数据进行了基于VAR模型的实证研究。结果表明:我国农业政策性金融对农产品价格的上升具有促进作用,有利于农民增产增收;方差分解反映出我国农业政策性金融支农效果还不够显著;通过对比分析发现,农业政策性金融多样化业务的配合比单一进行粮棉油贷款业务的支农作用更大。The paper conducts a theoretical study in the effect of agricultural policy - based finance on prices of agricuhural products with a？ partial？ equilibrium model in agricultural markets. An empirical analysis based on the VAR model is conducted with data from 1995 to 2009 from the ADBC. The results show that agricultural policy - based finance has a positive effect on the raise of prices of agricultural products and on farmers＇ goal of increasing both production and income. However, the variance decomposition reflects that supporting effect of agricultural policy - based finance in China is not significant. In addition, it＇s efficient for the ADBC to operate more diversified businesses than a single business of loan for grain - cotton - oil by comparison.

关 键 词：农业政策性金融 农产品价格 农民收入 实证分析 

分 类 号：F832.31[经济管理—金融学]