中国农产品价格波动对经济增长影响的实证研究  

The Price Fluctuation of Farm Product and Economic Growth in China

作　　者：罗永恒[1] 

机构地区：[1]湖南农业大学经济学院,湖南长沙410128

出　　处：《财经理论与实践》2012年第4期119-123,共5页The Theory and Practice of Finance and Economics

摘　　要：依据采用1979～2010年中的农产品价格指数与GDP的统计数据,运用VAR模型,实证分析农产品价格波动对经济增长的影响。结果表明:(1)农产品价格波动对第一产业和第二产业影响较大,而对第三产业的影响相对比较小。(2)农产品价格与第一产业之间的价格双向传递不明显,而第二产业对农产品价格波动逆向传递比较显著。(3)脉冲分析结果发现,农产品价格波动、第一产业经济增长和第二产业经济增长对冲击的反应都很灵敏,但是影响不明显。Using the data of farm product price index and GDP from 1997 to 2010,the influence effects of the price fluctuation of farm product on the economic growth are analyzed by VAR model.The empirical analysis shows that：（1） Price fluctuation of farm product has bigger impacts on the first and the second industry than on the third industry;（2） The price transmission between argriculture and the first industry is not obious,while the price transmission from the second industry to argriculture is significant.（3） Impulse analysis show that farm product price and the economic growth in the first industry and the second industry are sensitive to the impulse,however,the effects are not obious.

关 键 词：向量自回归模型 脉冲响应函数 经济增长 

分 类 号：F323.8[经济管理—产业经济]