CAJ | 학술논문

以辽宁省为样本，选取1978--2010年的年度数据，利用VAR模型及脉冲响应函数分别追踪了辽宁财政支农支出和第一产业增加值对冲击的动态反应，并通过Granger因果检验确认两变量在时间上的领先和滞后关系。研究结果表明：辽宁财政支农支出与第一产业增加值之间存在长期稳定的均衡关系；财政支农支出的冲击对第一产业增加值始终有正向作用，且这种影响持续增强，同时第一产业增加值的正向冲击也会对财政支农支出增加产生较强的累积效应；从Granger因果检验看，两变量间只存在单向因果关系，即财政支农支出仅在短期才是第一产业增加值的Granger原因。
이요녕성위양본，선취1978--2010년적년도수거，이용VAR모형급맥충향응함수분별추종료료녕재정지농지출화제일산업증가치대충격적동태반응，병통과Granger인과검험학인량변량재시간상적령선화체후관계。연구결과표명：료녕재정지농지출여제일산업증가치지간존재장기은정적균형관계；재정지농지출적충격대제일산업증가치시종유정향작용，차저충영향지속증강，동시제일산업증가치적정향충격야회대재정지농지출증가산생교강적루적효응；종Granger인과검험간，량변량간지존재단향인과관계，즉재정지농지출부재단기재시제일산업증가치적Granger원인。
By using 1978--2010 annual economic data of Liaoning Province, this paper tracks the dynamic responses of agricultural fiscal expenditure and the added value of the primary industry with the VAR model and impulse response function, and confirms the leading and lagging relationships in time between the two variables through the Granger causality test. The findings indicate that there is a stable equilibrium relationship between them in the long run. Furthermore, the effect of agricultural fiscal expenditure on the added value of the primary industry is always positive and gradually increases with time. Meanwhile, the positive impact of the added value of the primary industry produces a strong cumulative effect to agricultural fiscal expenditure. Based on the Granger test, there exists only one-way causal relationship between the two variables~ that is, agricultural fiscal expenditure only serves as the Gran~er cause of the added value of the primary industry in the short run.