基于VAR和VEC模型的台商农业投资与大陆农业发展关系分析

Analysis on the Relationship Between Taiwanese Investment in Agriculture and Agricultural Development of Chinese Mainland Based on VAR and VEC Model

  • 摘要: 【目的/意义】新形势下,对台商农业投资与大陆农业发展关系进行分析可拓展农业投资的研究思路,更好地促进两岸农业合作与交流。【方法/过程】基于1991-2016年台商大陆农业投资数据及大陆农业GDP数据,利用向量自回归模型及误差修正模型对台商农业投资在大陆的分布特征及其与大陆农业经济发展的关系进行分析。【结果/结论】长期来看,台商农业投资与大陆农业发展互为格兰杰因果关系,台商农业投资与大陆农业经济增长之间存在互为促进作用;台商农业投资对大陆农业发展的正向冲击效应较为显著,方差贡献率稳定在22%左右;大陆农业发展对台商大陆农业投资的正向冲击效应非常显著,方差贡献率稳定在70%左右。VEC模型分析表明,短期内台商农业投资与大陆农业发展具有相互促进作用,但并不显著。

     

    Abstract: 【Objective/Meaning】Under the new situation, the analysis of the relationship between Taiwanese investment in agriculture and the agricultural development in the Chinese mainland can expand the research ideas of agricultural investment and better promote the cross-strait agricultural cooperation and exchange.【Methods/Procedures】Based on the agricultural investment data of Taiwan businessmen in mainland China and the agricultural GDP data of mainland China from 1991 to 2016, the vector autoregression model and error correction model were used to analyze the distribution features of Taiwanese investment in agriculture in mainland China and its relationship with the development of agricultural economy in the Chinese mainland. 【Results/Conclusions】For a long time, the agricultural investment from Taiwan businessmen and agricultural development in the Chinese mainland were mutually Granger causality, and the agricultural investment from Taiwan businessmen and agricultural economic growth in the Chinese mainland were mutually promoting. Taiwanese agricultural investment had a significant positive impact on the agricultural development in mainland China, with the variance contribution rate being stable at about 22%. The positive impact of the mainland's agricultural development on Taiwanese agricultural investment was very significant, and the variance contribution rate was stable at about 70%. The analysis through VEC model showed that Taiwanese agricultural investment and mainland's agricultural development had a mutual promotion effect in the short term, but it was not significant.

     

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