中国农村金融贷款与农民收入增长关系的动态计量经济分析

华侨大学硕士学位论文中国农村金融贷款与农民收入增长关系的动态计量经济分析姓名：谢瑞芳申请学位级别：硕士专业：数量经济学指导教师：王志江2007060123AbstractComprehensivelybuildingawell-offsocietyandachievingthethird-stepstrategicgoalofthe16thNationalPartyCongressinthedecision-making.Chinaisalargeagriculturalcountry,themajorityoftheruralpopulation,theruralareasisthekeypointtosuccessfulcompletionoftheobjectivesofbuildingawell-offsociety.ThreeruralissuehasalwaysbeentomaintaintheoverallsituationofChina'snationaleconomyandsocialstabilityofthemajorissues.Commoditiesintheruralsubsistenceeconomytoamarketeconomyfromtheprocessofeconomicrestructuring,itisnecessarybyfinancialsupportandessentialservicestomaintainthestabledevelopmentoftheruraleconomy.However,inrecentyears,ruralcreditisgenerallyinadequatefunding,whichrestrictsthefarmerstoincreasethepace.Performanceoftheexistingruralfinancialsystemunsuitedtothedevelopmentoftheruraleconomy.Therefore,thequestionofhowtodeepenthereformoftheruralfinancialsystemandtheeffectiveallocationofresourcestoplayaproactiveroleinthefinancial,toraisetheleveloffinancialservicesinruralareas,makeitbetterforthethreeruralservices.Thisisanimportantruralreformanddevelopmenttasks.Underthenewhistoricalconditionsoftheruralfinancialsystemandthenewrequirementsforself-improvementandself-imagereshaping.ThispaperisbasedonthecalendaryearoftheStatisticalYearbookandsomeoftheeconomicdataonline,China'spercapitaannualnetincomeofruralresidentswillbewiththefarmersloansfordynamicanalysis.Throughtheestablishmentofsomemathematicalmodelsandtheuseofsomemathematicalsoftware,someconclusionsaredrawn.Thatthecurrentruralfinancialservicesystemandtheconflictsthatexistbetweenthedevelopmentoftheruraleconomy,andanalysisofthereasonsforitsexistence.Finally,basedonincomeandcapitalinvestmentfarmersmustexistbetweenthedialecticalrelationshiptoinsufficientcapitalinvestmentisthemainreasonforrestrictingfarmerincomeasastartingpoint.Theneed4forreformoftheruralfinancialservicesystemandproposedanumberofmeasuresandrecommendations.KeyWords:RuralfinancialFinancialreformDynamicanalysis7.1.11.1.160%[1][2]1988525[3][4]81.1.220042005200620052010200020062000,,,,1.22090,,91997:202%[5]1999[6]2002[7]2004[8]2003[9]2002[10]2003[11](2003[12]1.310Eviews5.0VARVAR11.2.13011978133.620042936.41978100.02004588.111:11978200400.20.40.60.811.219781980198519891990199119921993199419951996199719981999200020012002200320041211978-2004(1978=100)(1978=100)%%1978343.4100.0133.6100.0--1980477.6127.0191.3139.039.08043.1891985739.1160.4397.6268.954.753107.84119891373.9182.5601.5305.785.88951.28319901510.2198.1686.3311.29.92114.09819911700.6212.4708.6317.412.6083.24919922026.6232.9784.0336.219.17010.64119932577.4255.1921.6346.927.17917.55119943496.2276.81221.0364.435.64832.48719954283.0290.31577.7383.722.50429.21419964838.9301.61926.1418.212.97922.08319975160.3311.92090.1437.46.6428.51519985425.1329.92162.0456.25.1313.44019995854.0360.62210.3473.57.9062.23420006280.0383.72253.4483.57.2771.95020016859.6416.32366.4503.89.2295.01520027702.8472.12475.6528.012.2924.61520038472.2514.62622.2550.79.9895.92220049421.6554.22936.4588.111.20611.9821979-2005132.1.11978-19851978133.61985397.61.0815.4%2.1.2.1986-199113.4%9.2%1989[13]2.1.3.1992-1996114220%5.8%:2.1.4.1997-20001997-20005.1,1.20.3,1.9142.1.5.200120012001-20045.014.615.9211.982004WTO2.220061219782.57:1,19851.86:1,19942.86:119972.469:120043.209:120033.231:16:1[14]D.G2004[15]1.5:1[16]1521997200400.511.522.533.5199719981999200020012002200320041998-20052.32.3.12001[17]()(2001)[18]2.3.216(2003)[19](2000)[20]50(2002)[21]2.3.3:(1999)[22](2002)[23](2001)[24]2.3.417(2001)[25](2000)[26]2.3.5(2000)[27]2.3.6(2003)[28]1819.320()()()3[29]3.11997-200444199720049.00%9.50%10.00%10.50%11.00%11.50%12.00%199719981999200020012002200320041998-20054213.23.2.13.2.23.33.3.13.3.2223.3.33.4,,,10%--20%,,,,,,23.4.14.1.1{},1,2...tYt=1tttYYρε−=+1ρ=tε()0tEε=(),ttstCovεεµ−=∞s=0,1,2UnitRootProcesstttYYε+=−1tε0=Εtε∞=2σεtD{}⋅⋅⋅=21tYtRandomWalk()11ttttYYBYε−−=−=tYIntegratedoforderoneI(1)[30]YtdddIdDFADFPPADFAugmentedDickeyFullerADFDFD.A.DickeyW.A.Fuller1979DF1tttYYεδα++=∆−111981D.A.DickeyW.A.FullerDFεt241∆YtADF[31]YtDGPPAR3D.A.DickeyW.A.FullerOLS1+−ptYtt)ˆ(ˆδδSeADFt=22)ˆ(δSe0:0=Ηδ0:1ΗδADFMacKinnon1991H0H1YtYt1I[32]2ADF[33](3)Yt=δYt-1+ξ1Yt-1+.....ξp-1Yt-p-1+tεtY0(4)Yt=α+δYt-1+ξ1Yt-1+.....ξp-1Yt-p-1+tεtY0(5)∆Yt=α+βt+δYt-1+ξ1Yt-1+.....p-1Yt-p-1+tεtY252345∆αβδξεt(iid)pεtpAkaikeInformationCriterionAICSchwarzCriterionSCpnkLAIC22+−=6nnkLSCln2+−=767LnkAICSCAICSCp[34]4.1.2EngleGranger1987[35]12()tttntXxxx′=⋅⋅⋅N*1,(,F,P)x1t,x2t,xnt,dxitI(d),(i=1,2)N*1()12n=,,...ββββ′,()0β≠,(),0XtIdbdbβ′−≥≥∼Xtd,bXtCI(d,b)[36]4.1.3EngleECMErrorCorrectionModel26ADLAutoregressiveDistributedLagADL(1,1)011011tttttYYXXααββµ−−=++++8tµ81tY−01tXβ−()()00110111tttttYXYXαβαββµ−−∆=+∆+−+++99()()0011111tttttYXYKXαβαµ−−∆=+∆+−−+10()()1011/1Kββα=+−10ECM10()()11111ttYKXα−−−−()111ttYKX−−−t-1()11α−Yt10YtXtYt11α10()11α−Yt-1Xt-1t-1tYttYt1tY−YttY[37]4.1.4Koopmans(1950)HoodKoopmans(1953)1980SimsVARVAR27VAROLSMaximumLikelihoodVAR)(ptptpttYAYAAYε++++=−−11011YtmA0Aii=12pεtmΩE(εt)=0Ω=′