CAJ | 학술논문

以山东省、安徽省、陕西省作为研究对象，采用带有时变参数的状态空间模型分析1990—2010年间这三个省份农村公共投资对农民收入的影响，并通过卡尔曼滤波的求解方法得出农村公共投资对农民收入影响随着时间变动发生波动的曲线图。研究发现农村公共投资对农民收入的影响不仅因不同地区经济水平、社会环境、地理气候、人文背景等因素的不同而表现出不同的影响程度，而且这种影响关系随着时间变化产生波动。
이산동성、안휘성、합서성작위연구대상，채용대유시변삼수적상태공간모형분석1990—2010년간저삼개성빈농촌공공투자대농민수입적영향，병통과잡이만려파적구해방법득출농촌공공투자대농민수입영향수착시간변동발생파동적곡선도。연구발현농촌공공투자대농민수입적영향불부인불동지구경제수평、사회배경、지리기후、인문배경등인소적불동이표현출불동적영향정도，이차저충영향관계수착시간변화산생파동。
This paper employs time-varying parameter(TVP) state space model to analyze the relationship between rural public investment and farmers' income in Shandong, Anhui and Shanxi Provinces from 1990 to2010. Using Kalman filter, it draws the diagram of the dynamic changes of the influence in different times. It finds that their relationships are different not only because of economic development level, social environment, weather and location, but also have obvious fluctuation in time. This phenomenon is interpreted as the result of important policy changes and fast economy development. This conclusion will provide comprehensive and reliable theoretical basis for the decision of rural public investment policy.