Abstract: Index data of Liaoning province from 1980 to 2012 in urban and rural resident per capita income and GDP growth was analyzed. From the overall and local angle and correlation coefficients correlation characteristics between the three were obtained, and further the autoregressive model of vector variables was established, and the impulse response function was used to investigate the dynamic relationship between the three. The research results showed that there was a close correlation between GDP growth and urban and rural income growth, but the trends did not synchronized|from the perspective of dynamic link between the three, GDP growth in Liaoning province had a clear role in promoting urban and rural income growth, however the income increase of urban and rural residents had no obvious role on GDP the growth. And the effective measures should be taken to narrow the gap between city and countryside, and strive to achieve synchronous growth of income and GDP.

Key words: Per capita income of urban and rural residents, GDP, Vector auto regression model, Impulse response function, Relevance

摘要：  研究了辽宁省1 9 8 0—2 0 1 2年城镇居民人均收入增长指数数据、 农村居民人均收入增长指数数据与
辽宁省GDP 增长指数数据之间的关系, 从整体与局部的角度和相关系数得出了三者之间的关联特征, 并进一步建
立了变量间的向量自回归模型, 通过脉冲响应函数探讨了三者之间的动态联系。研究结果表明, 辽宁省GDP 增长
率与城镇居民人均收入增长率、 农村居民人均收入增长率之间具有密切的相关性, 但变化趋势存在不同步性; 从三
者之间的动态联系来看, 辽宁省GDP 增长率对城镇居民人均收入和农村居民人均收入的增长有明显的促进作用,
而城镇居民人均收入和农村居民人均收入的增长率对GDP 增长率的冲击不大。应采取有效措施, 缩小城乡居民人
均收入差距, 努力实现城乡居民人均收入与GDP 的同步增长。

关键词: 城乡居民人均收入, GDP, 向量自回归模型, 脉冲响应函数, 相关性