| 摘要: |
| 为研究农业保险与农业信贷之间是否具有协同关系，采用EEMD分析方法，对山东省1982-2015年农业保险保费收入和农业贷款余额年度数据进行研究，结果表明：两者均由高频分量、低频分量和趋势项构成。上述结构分量的格兰杰因果检验表明，农业保险和农业贷款高频分量之间在1%的水平上互为因果关系；而低频分量间存在不对称的传导方式，即在1%的水平上农业贷款到农业保险存在单向因果关系，在10%的水平上两者互为因果关系。 |
| 关键词: 集合经验模式分解(EEMD) 农业保险 农业信贷 互动绩效 |
| DOI：10.11841/j.issn.1007-4333.2019.07.25 |
| 投稿时间：2018-08-06 |
| 基金项目:国家自然科学基金项目（71773033）；国家自然科学基金项目（71703048） |
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| Interaction performance between agricultural insurance and agricultural credit based on EEMD analysis: Taking Shandong Province as an example |
|
YUAN Meiqi1,2, TAO Jianping1,2
|
| (1.College of Economics & Management, Huazhong Agricultural University, Wuhan 430070, China;2.Hubei Rural Development Research Center, Wuhan 430070, China) |
| Abstract: |
| In order to investigate whether there is a synergy between agricultural insurance and agricultural credit,EEMD analysis method was used to study the annual data of agricultural insurance premium income and agricultural loan balance in Shandong Province from 1982 to 2015.The results show that both of agricultural insurance and agricultural credit are composed of high-frequency,low-frequency and trends,respectively.The Granger causality tests show that the high-frequency between agricultural insurance and agricultural loans are causally related to each other at the level of 1%.While there is two-way asymmetrical transmission relationship between low-frequency,at the level of 1%,only one-way causal relationship from agricultural loans to agricultural insurance,And at the 10% level,these two are related to each other. |
| Key words: ensemble empirical model decomposition (EEMD) agricultural insurance agricultural credit interactive performance |
