金融资源配置有效性统计测度研究

发布时间：2018-06-05 12:58

本文选题：金融资源配置有效性 + 机构部门　；参考：《湖南大学》2015年硕士论文

【摘要】：论文在文献综述的基础上,对金融资源配置有效性的概念进行界定,研究我国1992-2012年期间的金融资源配置有效性问题。本文以金融资源配置过程中兼顾配置效率以及配置结构协调度为核心、以机构部门“资金流”为视角构建金融资源配置有效性测度框架。在理论研究的基础上,建立金融资源配置效率和金融资源配置结构协调度的指标体系,通过借鉴DEA-Malmquist指数分解原理和结构偏离度模型测度金融资源配置效率及结构协调度,继而构造金融资源配置有效性指数。最后对金融资源配置有效性指数演化特征及影响因素进行阶段性分析。文章主要内容包括以下三个方面：首先,通过对国内外金融资源配置相关文献的梳理,对文献进行评述。将金融资源配置有效性的内涵分为金融资源配置效率及金融资源配置结构协调度两个方面,并对金融资源配置有效性测度的理论框架进行了深入的分析和界定。其次,构建金融资源配置有效性测度模型及指标体系。根据DEA-Malmquist指数分解原理和结构偏离度模型分别测算出金融资源配置效率和金融资源配置结构协调度,继而利用等权重赋权法得到金融资源配置有效性指数。再次,利用有序样本聚类方法对金融资源配置有效性指数进行阶段性特征划分,继而详细分析阶段性特征表征的影响因素,得出以下结论：(1)金融资源配置有效性指数呈现出较为显著的阶段性特征；(2)金融资源配置有效性指数受金融资源配置效率和金融资源配置结构协调度共同作用；(3)金融资源配置效率和金融资源配置结构协调度在多数期间内有相同的变化趋势,但1997年、2004年及2008年出现巨大的反差；(4)2009年之后,金融资源配置效率的波动态势明显,而金融资源配置结构协调度表现出明显的上升趋势最后,在结论的基础上,提出以提高金融资源配置效率和金融资源配置结构协调度为目标的政策建议。
[Abstract]:On the basis of literature review, this paper defines the concept of financial resource allocation effectiveness, and studies the financial resource allocation effectiveness in China from 1992 to 2012. This paper takes the allocation efficiency and the coordination degree of allocation structure as the core in the process of financial resources allocation, and constructs the framework of financial resources allocation effectiveness measurement from the perspective of "capital flow" in the institutional sector. On the basis of theoretical research, the index system of financial resource allocation efficiency and coordination degree of financial resource allocation structure is established. The efficiency of financial resource allocation and the degree of structural coordination are measured by using DEA-Malmquist index decomposition principle and structural deviation degree model for reference. Then we construct the efficiency index of financial resource allocation. Finally, the evolution characteristics and influencing factors of the efficiency index of financial resources allocation are analyzed. The main contents of this paper are as follows: firstly, through combing the domestic and foreign literature on financial resource allocation, the paper reviews the literature. The connotation of financial resource allocation effectiveness is divided into two aspects: financial resource allocation efficiency and coordination degree of financial resource allocation structure, and the theoretical framework of financial resource allocation effectiveness measurement is deeply analyzed and defined. Secondly, build the financial resources allocation effectiveness measurement model and index system. According to the decomposition principle of DEA-Malmquist exponent and the structural deviation degree model, the efficiency of financial resource allocation and the coordination degree of financial resource allocation structure are calculated respectively, and then the effective index of financial resource allocation is obtained by using equal weight weighting method. Thirdly, using the method of ordered sample clustering to divide the financial resource allocation validity index into stages, and then analyze the influencing factors of the periodic feature representation in detail. We can draw the following conclusion: 1) the efficiency index of financial resource allocation shows a relatively significant phase feature. (2) the efficiency index of financial resource allocation is affected by the coordination of financial resource allocation efficiency and financial resource allocation structure. The efficiency of financial resource allocation and the degree of coordination of financial resource allocation structure have the same changing trend in most periods. However, after 1997, 2004 and 2008, there was a great contrast between 1997 and 2008.) after 2009, the fluctuation trend of financial resource allocation efficiency was obvious, and the coordination degree of financial resource allocation structure showed an obvious upward trend. Finally, on the basis of conclusion, This paper puts forward some policy suggestions aiming at improving the efficiency of financial resource allocation and the coordination of financial resource allocation structure.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F832;C8

【参考文献】