城镇化发展与农民收入增长——中国数据的计量经济分析（1978～2003）.pdf

第 五 届 （ 2005 年 ） 中 国 经 济 学 年 会 投 稿 论 文 城镇化发展与农民收入增长 ——中国数据的计量经济分析（1978～2003） 摘 要：本文运用协整分析、格兰杰因果关系检验、VAR 三个动态计量经济模型 对城镇化发展与农民收入增长之间相关性的表现特征、本质联系及其内在规律进行环环 相扣、层次递进的研究和分析。实证结果均表明，我国城镇化发展与农民收入增长之间 存在着长期的均衡关系，从长期看，两者之间具有双向因果关系，两者之间呈现较强的 持续正向交互响应，而且其长期的响应作用程度更显著、更稳定。这说明我国在采用城 镇化发展促进农民收入增长的政策上，应采取长期政策而非短期政策，制定并实施“农 民收入增长先导”城镇化发展战略。 关键词：城镇化 农民收入增长 协整分析 格兰杰因果关系检验 脉冲响应函数 方差分解 Development of Urbanization and the Growth of Farmer’s Income —Econometric Analyses Based on Chinese Datum(1978~2003) Abstract ：This paper applies three dynamic econometric models such as co-integration analysis and granger causality testing and vector auto-regression to carry through positive analyses that many taches one after the other and hierarchy step-up on behave character and essential relations and intrinsic regularity of correlation between development of urbanization and the growth of farmer’s income. The positive analysis results show that there stands a long-term dynamic equilibrium correlation between them. Besides，in the long run ，there exists a bidirectional granger casual relationship and a strong sustained positive mutual response between them，what’s more ，the role of this mutual response remains more prominent and stable ，this means taking the advantage of development of urbanization to promote the growth of farmer’s income ，we should adopt long-term policies rather than short-term ones ， institute and actualize “the growth of farmer’s income first ”development strategy of urbanization. Key words: urbanization ；the growth of farmer’s income ；co-integration analysis ；granger causality testing ；impulse response function ；variance decomposition - 1 -