| 付莲莲.农产品价格对农民收入的动态影响——基于状态空间模型[J].广东农业科学,2016,43(11):159-166 |
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农产品价格对农民收入的动态影响——基于状态空间模型 |
| Dynamic effect of agricultural product price on farmers’income: based on the state space model |
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| DOI：10.16768/j.issn.1004-874X.2016.11.024 |
| 中文关键词: 农产品价格 农民收入 状态空间模型 卡尔曼滤波 |
| 英文关键词: agricultural product price farmer’ income state space model Kalman filter |
| 基金项目:国家自然科学基金（71561014，61561025，71461019）；江西省社会科学规划青年项目（16YJ34）；江
西省教育厅科技项目；江西现代农业及其优势产业可持续发展的决策支持协同创新中心项目（XDNYA1502） |
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| 中文摘要: |
| 从结构突变的角度研究农产品价格对农民收入的动态影响。采用Cobb-Douglas 生产函数的多
变量分析框架，将农产品价格、农民人力资本、财政支农支出、农村固定资产投资和农民收入纳入研究体
系，构建农产品价格与农民收入的状态空间模型，运用卡尔曼滤波方法对状态空间模型的参数进行估计。
结果表明：农产品价格波动对农民收入的影响是随时间变化的，1985—2013 年间农产品价格关于农民收入
的弹性系数在-0.069～0.265 之间变动、平均值为0.121，总体上经历了4 个阶段的波动，说明价格对收入
的影响与国家农业政策有密切关系。 |
| 英文摘要: |
| The dynamic effect of agricultural product price on farmer’ income was studied from the perspective
of structural breaks. State space model was applied to establish a time-varying parameter model of agricultural
product price and farmer’ income growth under the multivariable framework of Cobb-Douglas production function，
including price of agricultural product，human capital of peasants，financial expenditure in agriculture，rural fixed
asset investment and farmers' income. Kalman filter method was used to estimate the parameter of time-varying
parameter model. The results showed that the influences of price fluctuation of agricultural product on farmer’ income
were time-varying. Price elasticity of income for farmers between 1985 and 2013 has experienced four stages of
volatility in general，changing between -0.069 and 0.265，with a mean of 0.121. Price's influence on income had
close relationship with national agricultural policies. |
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