新疆农业保险与农业信贷协同效应关系实证研究——基于VAR模型  

Empirical Research on the Cooperative Effect of Relationship between Agricultural Insurance and Agricultural Credit in Xinjiang

作　　者：谢泽林[1] 永春芳[1] 郭晖[1] 

机构地区：[1]新疆农业大学,新疆乌鲁木齐830000

出　　处：《区域金融研究》2016年第2期58-62,共5页Journal of Regional Financial Research

基　　金：自治区社会科学基金项目"新疆农业保险运行绩效评价与三维均衡机制研究"(14BJY025)部分成果

摘　　要：新疆是我国特色农业发展地区,为探明新疆农业保险与农业信贷协同效应关系,本文基于1985~2013相关统计数据,采用协整理论、VAR模型以及脉冲响应函数和差方分解方法,对新疆农业保险与农业信贷协同效应关系进行测试,结果表明,新疆农业保险与农业信贷没有产生协同效应;从长期来看,二者没有形成稳定的均衡关系;对双方短期关系的研究表明,新疆农业信贷对农业保险拉动效应乏力,农业保险对农业信贷也存在消极影响;最后通过方差分解方法发现,新疆农业信贷与农业保险的发展大都由其自身贡献所致。Xinjiang is the region with characteristic agriculture development in our country. By using 1985~2013statistical data in Xinjiang,the paper explores the relationship between agricultural insurance and agricultural creditwith the unit root test,Cointegration test,VAR model,impulse response function and differential decomposition ap-proach. The results show that Xinjiang agricultural insurance and agricultural credit do not produce synergies. In thelong run,The two do not form a stable equilibrium relationship. Research on short-term relationship between the twosides shows that the pull effect of agricultural credit to the agricultural insurance is weak,agricultural insurance hasnegative influence on agricultural credit too. Finally,through the variance decomposition the paper finds its develop-ment is mostly due to its own contribution.

关 键 词：新疆 农业信贷 农业保险 VAR模型 脉冲响应函数 

分 类 号：F832.43[经济管理—金融学]