【摘要】 采用江西省1980—2012年农业贷款及农民家庭平均每人总收入等时间序列数据,在协整检验与Granger因果关系检验基础上,通过构建状态空间模型,利用Kalman滤波法检验农业贷款对农民收入增长的作用机制。结果表明,农业贷款对农民收入的弹性效应具有动态的显著正向影响,但弹性系数一直处于0.142 8~0.971 6的较低水平;农业贷款对农民收入的弹性效应和农业贷款占贷款总额比例的动态变化趋势非常相似。为此,金融机构服务"三农",提升农业贷款对农民收入的增长效应不仅体现在农业贷款额度的增加,还应注重提高农业贷款占贷款总额的比例。更多还原

【Abstract】 On the time series data of agricultural loan and farmers’ income from year 1980 to 2012 in Jiangxi Province,this paper empirically analyzed the effect of agricultural loan on farmers’ income by building a state space model and the Kalman filtering after Cointegration and Granger causality test.It was found that the agricultural loan had a dynamic and positive effect on farmers’ income. But the scope level from 0. 142 8 to0.971 6 was relatively low.The result also revealed that the elasticity effect of the agriculture loan on the farmers’ income is very similar to the dynamic change ratio of agricultural loans to total loans. The significance of the research is to provide a reference for the financial institutions that the agricultural credit needs to be increased not only by the form of its absolute amount but also by the form of its relative amount to the total loans.更多还原