摘要
运用结构向量自回归(SVAR)模型,对中国1978年至2009年农业、制造业、金融业收入增长的内在机制进行研究,结果表明:农业收入对生产率和发展速度冲击的反应是发散式反馈效应,生产率与农业发展速度的变化导致农业收入有一个较小且短期的收入增长,之后农业收入出现大幅度的波动;制造业收入对生产率和发展速度冲击的反应是一个收敛式反馈效应,制造业生产率与发展速度可以稳定地长期地提高制造业收入水平;金融业生产率与行业发展速度引起行业收入长期大幅度的波动,金融衍生工具可以在一定程度上克服波动的负面影响。
Using structural vector auto-regression （SVAR） model, this article researched the intrinsic relation among industry income, industry productivity and industry development speed of agriculture, manufacture and finance between1978--2009. The results show： Response to productivity and industry growth rate of agriculture is divergent feedback effects. Impact on agricultural income of farm productivity and growth will lead to small and short-term revenue increase and then significant fluctuation. Response to productivity and industry growth rate of manufacture is convergent feedback effects, manufacturing productivity and growth rate can improve its income stability in a long term, and productivity and growth rate of financial sector lead to significant long-term revenue fluctuation, but the financial derivative instruments to some extent overcome the negative impact of fluctuations.
出处
《南京审计学院学报》
2012年第2期9-16,51,共9页
journal of nanjing audit university
基金
国家社会科学重大项目(10zd&010)
教育部人文社会科学研究项目青年基金项目(11YJC790180)
关键词
行业生产率
行业发展速度
行业收入增长
SVAR模型
农业
制造业
金融业
收入分配
行业收入差距
productivity
industry growth-rate
increase of industry revenue
SVAR model
agriculture
manufacture
finance
income distribution
difference in industry revenue
