基于VAR模型的农业保险与农业产出互动关系研究
Interactive Relationship Between Agricultural Insurance Premium and Agricultural Output Based on VAR Model
李亚琦 1韩兴勇1
作者信息
- 1. 上海海洋大学经济管理学院,上海201306
- 折叠
摘要
为了探讨农业保险与农业产出之间的关系,选取1985 ~2014年农业保险保费、农业保险赔款和农业产出(农林牧渔业总产值)3个时间序列数据进行协整检验,发现农业保险保费与农业产出、农业保险赔款与农业产出存在长期稳定的协整关系.然后建立2个双变量VAR模型,并结合Granger因果检验和脉冲分析,发现农业保险保费和农业保险赔款对农业产出都有很弱的正影响,且保险赔款的影响略大一些;反过来,农业产出的增加对农业保险的正的影响并不显著.根据以上结论,提出农业保险保费补贴与灾害财政补偿相结合、加大农业保险推广宣传、加快新产品研发等相关建议,促进农业保险的发展.
Abstract
In order to identify the relationship between agricultural insurance and agricultural output,we selected three time series data of agricultural insurance premium,agricultural insurance indemnity and agricultural output (gross output of agriculture,forestry,animal husbandry and fishery industry) from 1985 to 2014.Co-integration test showed that there was a long-term stable co-integration relation between agricultural insurance premium and agricultural output,as well as agricultural insurance indemnity and agricultural output.Then,based on building two double-variant VAR models and combining the Granger causality test and impulse analysis,it was found out that both agricultural insurance premium and agricultural insurance indemnity had weak positive influence on agricultural output,and influence of insurance indemnity was a little bigger.On the contrary,the increase of agricultural output showed no significant positive effects on agricultural insurance.Finally,some suggestions were put forward,such as combining the subsidy of agricultural insurance premium with the financial indemnity for disaster,enhancing the promotion and publicity of agricultural insurance,accelerating the R&D of new products,and promoting the development of agricultural insurance.
关键词
农业保险保费/农业保险赔款/农业产出/VARKey words
Agricultural insurance premium/Agricultural insurance indemnity/Agricultural output/VAR引用本文复制引用
出版年
2016