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基于VAR模型,利用协整分析和Granger因果检验,对贵州在1978～2007年间金融发展、经济增长与城乡收入差距关系作出实证研究。结果表明:从因果检验看,金融发展和经济增长都是城乡收入差距的Granger原因,城乡收入差距是经济增长的Granger原因,而不是金融发展的Granger原因;从协整检验看,贵州金融发展和经济增长和城乡收入差距之间存在长期稳定的均衡关系,贵州金融发展与城乡收入差距呈负相关,经济增长与城乡收入差距呈正相关。
Based on the VAR model, this paper makes an empirical study on the relationship between financial development, economic growth and income gap between urban and rural areas in Guizhou from 1978 to 2007 using cointegration analysis and Granger causality test. The results show that: from the result of causality test, both financial development and economic growth are the Granger causes of urban-rural income gap. The urban-rural income gap is the Granger cause of economic growth, not the Granger cause of financial development. From the cointegration test, There is a long-term and stable equilibrium relationship between economic growth and income gap between urban and rural areas. There is a negative correlation between financial development in Guizhou and urban-rural income gap, and a positive correlation between economic growth and urban-rural income gap.