我国金融业投入产出关联及效率分析
发布时间：2018-07-31 14:54
【摘要】：金融是现代经济的核心，金融业是经营金融产品的特殊服务行业，以其独特的金融产品和服务通过市场体系将社会资源在各产业之间进行投入、产出及优化配置的重要行业。随着经济全球化和金融一体化的推进，如何充分发挥金融业的核心作用，促进金融业与国民经济的和谐发展已经成为世界各国关注的焦点。 改革开放以来，我国金融业产业规模不断扩大，国际地位不断提升，对国民经济发展做出了重要贡献,但是其产业组织形式和产业结构仍存在一定的缺陷，我国金融业的核心竞争力和整体实力仍然不够强大。目前，我国金融业的发展水平与全球第二大经济体的地位极不相符，在转变经济增长方式、追求内涵发展的过程中，金融业作为国民经济的核心产业，其在国民经济各产业中的地位如何，与各产业具有怎样的关联关系及变化趋势，对经济的带动作用如何，效率具有怎样的动态变化趋势，影响效率的因素主要有哪些，这些问题逐渐被政府和学术界所关注。要真正发挥金融业的核心作用，使之成为国民经济增长的重要支柱产业，必须首先了解金融业的产业特性，明晰金融业的产业地位及效率的动态变化趋势。本文依据产业关联和效率理论，利用金融相关率、贡献率和贡献度等相关指标在对我国金融业的产业规模、结构和布局进行充分分析的基础上，利用投入产出模型对我国金融业与三次产业和各细分产业的关联效应进行了分析，并进行了动态比较；利用DEA方法测算了金融业静态的基本效率，并利用基于DEA的Malmquist生产率指数测算了金融业的动态效率；通过构建Panel Data模型，利用最小二乘法分析了影响全要素生产率变动的宏观经济因素，为认识金融业的产业地位，促进金融业健康发展提供参考。 本文共分6章，具体内容如下： 第1章绪论。介绍本文的选题背景与意义；对金融业的产业关联、金融业的效率、金融业与国民经济发展关系等的研究状况进行了评述；并介绍了本文的研究框架、主要内容与研究方法。 第2章产业关联、效率及金融业相关理论。本章是全文的理论基础，首先明确产业关联的内涵，介绍产业关联的主要方式，对产业关联理论的形成与发展进行梳理，并介绍了投入产出表的基本结构、平衡关系及列昂惕夫的经典投入产出模型；然后，介绍效率的含义，概括总结效率理论的形成与发展情况，阐述生产率的含义及相关理论。最后，明确金融业的定义及产业特征，并对金融发展的相关理论进行概括总结。 第3章我国金融业的规模、结构及国际比较。首先，介绍了我国金融业的发展演进历程，对各阶段的特点进行总结。其次，对我国金融业的产业规模、产业结构和产业布局进行分析，选取货币深度、金融业贡献率、金融业贡献度和金融相关率等主要经济指标衡量目前我国金融业的发展状况,分析金融业的发展的特点及对国民经济的作用和影响。最后，将我国金融业与主要发达国家和新兴市场国家进行比较，分析其优势和差距。 第4章我国金融业与三次产业关联分析。本章采用投入产出分析的方法，利用1997年、2002年和2007年全国的投入产出表，对金融业与国民经济三次产业的关联进行纵向动态分析。首先，依据研究的需要对三张投入产出表的数据进行相应的整理。然后，根据整理后的投入产出简表，通过金融业的投入结构和产出结构，分析金融业与三次产业之间的直接依存度，发现金融业与第三产业的直接依存度最高。通过测算完全消耗系数，分析金融业与三次产业之间的完全依存度，结果显示，我国金融业与第二产业的完全依存度最高，金融业对第二产业的前向拉动作用最大，对金融业自身的后向推动作用最大；通过对金融业的中间投入率和中间需求率的测算，定量分析金融业在国民经济中的地位，结果显示，我国金融业属于中间产品型基础产业，其中间投入率低，是高附加值的产业，对国民经济其他产业的带动作用还不大；金融业的中间需求率高，对其他产业的发展具有较大的制约性。本章还对金融业的产业波及效应进行了分析，采用感应度系数分析金融业受其他产业的波及程度，利用影响力系数分析金融业对其他产业的波及程度，利用生产诱发系数测算各最终需求项目（如消费、投资、出口等）对金融业的生产诱导作用的程度，利用生产的最终依赖度系数测算金融业的生产对最终需求项目（消费、投资、出口等）的依赖程度。得出的结论是，金融业是消费依赖型产业，但我国金融业目前还不是国民经济的支柱产业，在国民经济中的地位和作用还不够突出。 第5章我国金融业与各细分产业关联分析。本章在第4章分析的基础上，对金融业在国民经济各产业中的地位和作用进行详细剖析。首先，分析金融业与各细分产业的后向关联和前向关联效应。通过直接消耗系数和完全消耗系数的测算，分析金融业与其他产业部门的后向关联效应，发现我国金融业具有后向产业关联广，产业链长的特点，能够通过直接或间接的需求拉动相关产业的共同发展。通过直接分配系数和完全分配系数两个指标，分析我国金融业的前向关联效应，结果表明，我国金融业几乎与国民经济各部门均有前向关联关系，具有普遍的供给推动作用，金融业能够直接和间接地推动所有产业的发展。在后向关联和前向关联分析的基础上，本章对金融业的环向关联效应和总带动效应进行了分析，1997年至2007年与金融业环向直接关联和环向完全关联均高度密切的产业就是金融业本身，2002年至2007年与金融业环向直接关联和环向完全关联高度密切的产业包括金融业、交通运输及仓储业、租赁和商务服务业等。利用金融业对其他产业的后向完全关联系数和前向完全关联系数之和分析金融业的总带动效应，发现金融业对国民经济发展的总体带动作用逐年增强，2007年金融业每增加1元产值，能够带动所有产业增加产值3.186358元。通过比较各细分产业的中间投入率和中间需求率，发现2007年金融业的中间投入率在各产业中排名第40位，中间需求率排名第13位，属于典型的中间产品型基础产业；通过比较各细分产业的感应度系数与影响力系数，，发现2007年金融业的感应度系数大于1，排名第14位，影响力系数小于1，排名第40位，说明我国金融业对国民经济具有弱辐射力和强制约性；通过比较各细分产业的生产诱发系数和最终依赖度系数，发现2007年消费对金融业的生产诱发系数在各产业中排名第10位，金融业对消费的最终依赖度系数在各产业中排名第13位，说明金融业属于消费依赖型产业。最后，分析了我国金融业的价格波及效应。结果显示，金融业的价格调整几乎影响所有的产业部门，但影响的程度较弱，金融业提高价格10%，其他产业价格变动不超过1%。然而金融业对其他产业的价格波及效应却呈现逐渐增强的趋势，其价格影响曲线符合“价格稳定平台理论”，说明金融业的发展处于正常轨道，总体上是健康稳定的。 第6章我国金融业投入产出效率分析。由于我国金融业的主体是银行业，银行业的资产占金融业资产总额90%以上，创造的增加值占金融业增加值80%以上，银行业的效率决定了金融业的整体效率水平，因此本章对我国银行业的效率进行分析。首先，介绍本章选用的实证模型，包括DEA模型和效率的测算方法以及Malmquist生产率指数模型。其次，选择适当的投入产出变量，对我国银行业的静态基本效率——综合技术效率，纯技术效率和规模效率进行测算，并利用Malmquist生产率指数测算我国银行业的全要素生产率（TFP），对银行业的Malmquist生产率指数做了收敛性分析。对银行业静态的基本效率分析显示，2001～2010年我国银行业的综合技术效率偏低，15家商业银行平均综合技术效率为0.964，存在资源浪费，年均浪费3.6%的投入资源，股份制商业银行的综合技术效率高于国有商业银行2.92%；银行业的平均纯技术效率为0.99，总体上经营管理水平较高，国有商业银行和股份制商业银行的纯技术效率非常接近；我国银行业平均规模效率为0.97，国有商业银行的规模效率平均为0.93，股份制商业银行的规模效率平均为0.98。对银行业动态效率分析显示，2001～2010年我国银行业平均全要素生产率呈现上升趋势，年均增长3.4%，股份制商业银行的全要素生产率略高于国有商业银行，生产率的提升主要来自技术进步。我国银行业的全要素生产率长期内存在收敛趋势，短期全要素生产率指数的变异系数存在明显的波动，收敛不稳定。本章还构建了Panel Data模型，运用普通最小二乘法，对影响我国银行业全要素生产率的宏观经济因素进行了分析。得出结论：宏观经济变量中有4个变量对银行业的全要素生产率作用显著，银行业全要素生产率与GDP增长率、CPI的增长率和广义货币供应量增长率负相关，与全社会固定资产投资增长率正相关。 本文最后是结论。对全文的分析结果进行总结。
[Abstract]:Finance is the core of modern economy. Financial industry is a special service industry to manage financial products. With its unique financial products and services, the important industry of investment, output and optimal allocation of social resources is carried out through the market system. With the development of economic globalization and integration of gold and melting, how to give full play to the financial industry The core role of promoting the harmonious development of the financial industry and the national economy has become the focus of attention all over the world.
Since the reform and opening up, the scale of China's financial industry has been expanding, the international status has been promoted, and the national economic development has made important contributions. However, there are still some defects in its industrial organization and industrial structure. The core competitiveness and overall strength of our financial industry are still not strong enough. At present, the development level of China's financial industry. It is very incompatible with the status of the second major economies in the world. In the process of changing the mode of economic growth and pursuing the development of the connotation, the financial industry is the core industry of the national economy, what is its position in the national economy, the relation and the trend of the various industries, the driving effect on the economy and the efficiency. In order to make it the core role of the financial industry and make it an important pillar industry for the growth of the national economy, we must first understand the industrial characteristics of the financial industry and clear the dynamic changes in the industrial status and efficiency of the financial industry. Based on the analysis of the industrial scale, structure and distribution of the financial industry in China, this paper makes use of the input output model to analyze the relationship between China's financial industry and the three industries and the subdivided industries on the basis of the related index of financial correlation, contribution rate and contribution. The dynamic comparison is carried out and the basic efficiency of the financial industry is calculated by using the DEA method, and the dynamic efficiency of the financial industry is calculated by using the Malmquist productivity index based on the DEA. By constructing the Panel Data model, the macroeconomic factors that affect the total factor productivity change are analyzed by the least square method, so as to understand the production of the financial industry. The status of the industry provides a reference for the healthy development of the financial industry.
This article is divided into 6 chapters, and the specific contents are as follows:
The first chapter introduces the background and significance of this article, reviews the research status of the industrial association of the financial industry, the efficiency of the financial industry, the relationship between the financial industry and the development of the national economy, and introduces the research framework, the main contents and the research methods of this paper.
The second chapter is the theory of industrial association, efficiency and financial industry. This chapter is the theoretical basis of the full text. Firstly, it defines the connotation of industrial association, introduces the main ways of industrial association, combs the formation and development of industrial relevance theory, and introduces the basic structure of the input-output table, the balance relationship and the Leon model's classic input-output model. Then, it introduces the meaning of efficiency, summarizes the formation and development of efficiency theory, expounds the meaning of productivity and related theories. Finally, the definition and industrial characteristics of the financial industry are clearly defined, and the related theories of financial development are summarized.
The third chapter is the scale, structure and international comparison of China's financial industry. First, it introduces the course of the development and evolution of China's financial industry and summarizes the characteristics of each stage. Secondly, it analyzes the industrial scale, industrial structure and industrial layout of the financial industry in China, and selects the depth of money, the contribution rate of the financial industry, the contribution of the financial industry and the financial related rate, etc. The main economic indicators measure the current development of the financial industry in China, analyze the characteristics of the development of the financial industry and the effect and influence on the national economy. Finally, we compare the financial industry with the major developed countries and emerging market countries and analyze their advantages and gaps.
The fourth chapter analyses the relationship between China's financial industry and the three industry. By using the method of input-output analysis, this chapter uses the input-output table of 1997, 2002 and 2007 to make a longitudinal dynamic analysis of the correlation between the financial industry and the three industry of the national economy. First, according to the needs of the research, the data of the three input-output tables are adjusted accordingly. Then, the direct dependence between the financial industry and the three industry is analyzed, and the direct dependence between the financial industry and the third industry is found through the input and output structure and the output structure of the financial industry, and the direct dependence of the financial industry and the third industry is found to be the highest. The total dependence between the gold industry and the three industries is analyzed by measuring the total consumption coefficient. It shows that China's financial industry and the second industry have the highest degree of complete dependence, the financial industry has the biggest pull effect on the second industry, and the greatest impact on the financial industry itself. Through the measurement of the middle investment rate and the intermediate demand rate of the financial industry, the quantitative analysis of the status of the financial industry in the national economy shows that China's finance is the most important. The industry belongs to the intermediate product base industry, its intermediate investment rate is low, it is a high value-added industry, and it has little impetus to the other industries of the national economy. The middle demand rate of the financial industry is high and the development of other industries is more restrictive. This chapter also analyzes the ripple effect of the production industry in the financial industry, and uses the induction coefficient. Analysis of the extent of financial industry in other industries, using influence coefficient to analyze the extent of financial industry to other industries, use the production induced coefficient to measure the degree of the production induction of the final demand items (such as consumption, investment, export, etc.) on the production of financial industry, and calculate the production of the financial industry by the final dependence coefficient of production. The conclusion is that the financial industry is a consumer dependent industry, but China's financial industry is not yet a pillar industry in the national economy, and the status and role of the national economy is not yet outstanding.
On the basis of the analysis of the fourth chapter, the fifth chapter analyses the status and function of the financial industry in the national economy. First, it analyzes the backward correlation and forward correlation effect of the financial industry and the subdivided industries. The relationship between the financial industry and other industrial sectors has been analyzed. It is found that China's financial industry has the characteristics of broad post industry links and long industrial chain, which can stimulate the common development of related industries through direct or indirect demand. Through the direct distribution coefficient and the total distribution coefficient two indicators, the forward correlation effect of China's financial industry is analyzed. The results show that China's financial industry has a forward relationship with all sectors of the national economy. It has a universal supply driven role, and the financial industry can promote the development of all industries directly and indirectly. On the basis of the analysis of the backward correlation and the forward correlation, this chapter analyses the ring relationship effect and the total driving effect of the financial industry. From 1997 to 2007, the industry itself is highly closely related to the direct and full link of the financial sector, which is closely related to the financial sector from 2002 to 2007, including the financial industry, transportation and warehousing, leasing and business services. It is found that the overall driving effect of the financial industry to the development of the national economy has increased year by year. The increase of the output value of 1 yuan in the financial industry in 2007 can drive all industries to increase the output value of 3.186358 yuan. By comparing the intermediate input rate of the subdivided industries. And in the middle demand rate, it is found that the middle investment rate of the financial industry in 2007 ranked fortieth in each industry, and the intermediate demand rate is thirteenth place, which belongs to the typical intermediate product base industry. By comparing the induction coefficient and influence coefficient of each subdivision industry, it is found that the coefficient of induction in the financial industry in 2007 is greater than 1, ranking fourteenth. The force coefficient is less than 1, ranking fortieth place, indicating that China's financial industry has weak radiant force and coercive nature to the national economy. By comparing the production induced coefficient and the final dependence coefficient of each subdivision industry, it is found that the production induced coefficient of consumption in the financial industry in 2007 is ranked tenth in each industry, and the final dependence of the financial industry on consumption is the degree of dependence of the financial industry. The number is ranked thirteenth in the various industries, indicating that the financial industry is a consumer dependent industry. Finally, the price ripple effect of China's financial industry is analyzed. The result shows that the adjustment of the price of the financial industry almost affects all industrial sectors, but the degree of influence is weak, the financial industry increases the price of 10%, and the price changes of other industries are not more than 1%. but finance The price effect of the industry to other industries is gradually increasing. The price impact curve accords with the "theory of price stabilization platform", indicating that the development of the financial industry is on the normal track, and it is generally healthy and stable.
The sixth chapter analyses the input-output efficiency of China's financial industry. Because the main body of our financial industry is banking, the assets of the banking sector account for more than 90% of the total assets of the financial industry, and the added value created by the banking industry accounts for more than 80% of the value of the financial industry, and the efficiency of the banking industry determines the overall efficiency of the financial industry. Therefore, the efficiency of the banking industry in our country is divided into two parts. First, we introduce the empirical model selected in this chapter, including the DEA model, the calculation method of efficiency and the Malmquist productivity index model. Secondly, choose appropriate input-output variables to calculate the static basic efficiency of China's banking industry, the comprehensive technical efficiency, the pure technical efficiency and the scale efficiency, and use the Malmquist productivity index. The total factor productivity (TFP) of China's banking industry is calculated and the Malmquist productivity index of the banking industry is convergent. The analysis of the basic efficiency of the banking industry shows that the overall technical efficiency of the banking industry in China is low in 2001~2010 years, and the average comprehensive technical efficiency of the 15 commercial banks is 0.964, and there is a waste of resources and a annual waste of 3.6. The overall technical efficiency of the joint-stock commercial banks is 2.92% higher than that of the state-owned commercial banks. The average pure technical efficiency of the banking industry is 0.99, the overall management level is high, the pure technical efficiency of the state-owned commercial banks and the joint-stock commercial banks is very close; the average efficiency of the banking industry in our country is 0.97, and the state-owned commercial silver is the same. The average scale efficiency of the bank is 0.93. The average size efficiency of the joint-stock commercial banks is 0.98. to the dynamic efficiency analysis of the banking industry. The average total factor productivity of the banking industry in China is rising in 2001~2010 years, the average annual increase is 3.4%. The total factor production rate of the joint-stock commercial banks is slightly higher than that of the state-owned commercial banks, and the productivity is promoted. The total factor productivity of China's banking industry is in the convergence trend for a long time, the variation coefficient of the short-term total factor productivity index has obvious fluctuation and the convergence is not stable. The Panel Data model is constructed in this chapter, and the macroeconomic factors affecting the total factor productivity of China's banking industry are made by using the ordinary least square method. The conclusion is that there are 4 variables in the macroeconomic variables that have significant effect on the total factor productivity of the banking industry. The total factor productivity of the banking industry is negatively related to the growth rate of GDP, the growth rate of CPI and the growth rate of the broad money supply, which is positively related to the growth rate of fixed assets investment in the whole society.
The final conclusion is the conclusion.
【学位授予单位】：吉林大学
【学位级别】：博士
【学位授予年份】：2012
【分类号】：F832;F223
本文编号：2155937
[Abstract]:Finance is the core of modern economy. Financial industry is a special service industry to manage financial products. With its unique financial products and services, the important industry of investment, output and optimal allocation of social resources is carried out through the market system. With the development of economic globalization and integration of gold and melting, how to give full play to the financial industry The core role of promoting the harmonious development of the financial industry and the national economy has become the focus of attention all over the world.
Since the reform and opening up, the scale of China's financial industry has been expanding, the international status has been promoted, and the national economic development has made important contributions. However, there are still some defects in its industrial organization and industrial structure. The core competitiveness and overall strength of our financial industry are still not strong enough. At present, the development level of China's financial industry. It is very incompatible with the status of the second major economies in the world. In the process of changing the mode of economic growth and pursuing the development of the connotation, the financial industry is the core industry of the national economy, what is its position in the national economy, the relation and the trend of the various industries, the driving effect on the economy and the efficiency. In order to make it the core role of the financial industry and make it an important pillar industry for the growth of the national economy, we must first understand the industrial characteristics of the financial industry and clear the dynamic changes in the industrial status and efficiency of the financial industry. Based on the analysis of the industrial scale, structure and distribution of the financial industry in China, this paper makes use of the input output model to analyze the relationship between China's financial industry and the three industries and the subdivided industries on the basis of the related index of financial correlation, contribution rate and contribution. The dynamic comparison is carried out and the basic efficiency of the financial industry is calculated by using the DEA method, and the dynamic efficiency of the financial industry is calculated by using the Malmquist productivity index based on the DEA. By constructing the Panel Data model, the macroeconomic factors that affect the total factor productivity change are analyzed by the least square method, so as to understand the production of the financial industry. The status of the industry provides a reference for the healthy development of the financial industry.
This article is divided into 6 chapters, and the specific contents are as follows:
The first chapter introduces the background and significance of this article, reviews the research status of the industrial association of the financial industry, the efficiency of the financial industry, the relationship between the financial industry and the development of the national economy, and introduces the research framework, the main contents and the research methods of this paper.
The second chapter is the theory of industrial association, efficiency and financial industry. This chapter is the theoretical basis of the full text. Firstly, it defines the connotation of industrial association, introduces the main ways of industrial association, combs the formation and development of industrial relevance theory, and introduces the basic structure of the input-output table, the balance relationship and the Leon model's classic input-output model. Then, it introduces the meaning of efficiency, summarizes the formation and development of efficiency theory, expounds the meaning of productivity and related theories. Finally, the definition and industrial characteristics of the financial industry are clearly defined, and the related theories of financial development are summarized.
The third chapter is the scale, structure and international comparison of China's financial industry. First, it introduces the course of the development and evolution of China's financial industry and summarizes the characteristics of each stage. Secondly, it analyzes the industrial scale, industrial structure and industrial layout of the financial industry in China, and selects the depth of money, the contribution rate of the financial industry, the contribution of the financial industry and the financial related rate, etc. The main economic indicators measure the current development of the financial industry in China, analyze the characteristics of the development of the financial industry and the effect and influence on the national economy. Finally, we compare the financial industry with the major developed countries and emerging market countries and analyze their advantages and gaps.
The fourth chapter analyses the relationship between China's financial industry and the three industry. By using the method of input-output analysis, this chapter uses the input-output table of 1997, 2002 and 2007 to make a longitudinal dynamic analysis of the correlation between the financial industry and the three industry of the national economy. First, according to the needs of the research, the data of the three input-output tables are adjusted accordingly. Then, the direct dependence between the financial industry and the three industry is analyzed, and the direct dependence between the financial industry and the third industry is found through the input and output structure and the output structure of the financial industry, and the direct dependence of the financial industry and the third industry is found to be the highest. The total dependence between the gold industry and the three industries is analyzed by measuring the total consumption coefficient. It shows that China's financial industry and the second industry have the highest degree of complete dependence, the financial industry has the biggest pull effect on the second industry, and the greatest impact on the financial industry itself. Through the measurement of the middle investment rate and the intermediate demand rate of the financial industry, the quantitative analysis of the status of the financial industry in the national economy shows that China's finance is the most important. The industry belongs to the intermediate product base industry, its intermediate investment rate is low, it is a high value-added industry, and it has little impetus to the other industries of the national economy. The middle demand rate of the financial industry is high and the development of other industries is more restrictive. This chapter also analyzes the ripple effect of the production industry in the financial industry, and uses the induction coefficient. Analysis of the extent of financial industry in other industries, using influence coefficient to analyze the extent of financial industry to other industries, use the production induced coefficient to measure the degree of the production induction of the final demand items (such as consumption, investment, export, etc.) on the production of financial industry, and calculate the production of the financial industry by the final dependence coefficient of production. The conclusion is that the financial industry is a consumer dependent industry, but China's financial industry is not yet a pillar industry in the national economy, and the status and role of the national economy is not yet outstanding.
On the basis of the analysis of the fourth chapter, the fifth chapter analyses the status and function of the financial industry in the national economy. First, it analyzes the backward correlation and forward correlation effect of the financial industry and the subdivided industries. The relationship between the financial industry and other industrial sectors has been analyzed. It is found that China's financial industry has the characteristics of broad post industry links and long industrial chain, which can stimulate the common development of related industries through direct or indirect demand. Through the direct distribution coefficient and the total distribution coefficient two indicators, the forward correlation effect of China's financial industry is analyzed. The results show that China's financial industry has a forward relationship with all sectors of the national economy. It has a universal supply driven role, and the financial industry can promote the development of all industries directly and indirectly. On the basis of the analysis of the backward correlation and the forward correlation, this chapter analyses the ring relationship effect and the total driving effect of the financial industry. From 1997 to 2007, the industry itself is highly closely related to the direct and full link of the financial sector, which is closely related to the financial sector from 2002 to 2007, including the financial industry, transportation and warehousing, leasing and business services. It is found that the overall driving effect of the financial industry to the development of the national economy has increased year by year. The increase of the output value of 1 yuan in the financial industry in 2007 can drive all industries to increase the output value of 3.186358 yuan. By comparing the intermediate input rate of the subdivided industries. And in the middle demand rate, it is found that the middle investment rate of the financial industry in 2007 ranked fortieth in each industry, and the intermediate demand rate is thirteenth place, which belongs to the typical intermediate product base industry. By comparing the induction coefficient and influence coefficient of each subdivision industry, it is found that the coefficient of induction in the financial industry in 2007 is greater than 1, ranking fourteenth. The force coefficient is less than 1, ranking fortieth place, indicating that China's financial industry has weak radiant force and coercive nature to the national economy. By comparing the production induced coefficient and the final dependence coefficient of each subdivision industry, it is found that the production induced coefficient of consumption in the financial industry in 2007 is ranked tenth in each industry, and the final dependence of the financial industry on consumption is the degree of dependence of the financial industry. The number is ranked thirteenth in the various industries, indicating that the financial industry is a consumer dependent industry. Finally, the price ripple effect of China's financial industry is analyzed. The result shows that the adjustment of the price of the financial industry almost affects all industrial sectors, but the degree of influence is weak, the financial industry increases the price of 10%, and the price changes of other industries are not more than 1%. but finance The price effect of the industry to other industries is gradually increasing. The price impact curve accords with the "theory of price stabilization platform", indicating that the development of the financial industry is on the normal track, and it is generally healthy and stable.
The sixth chapter analyses the input-output efficiency of China's financial industry. Because the main body of our financial industry is banking, the assets of the banking sector account for more than 90% of the total assets of the financial industry, and the added value created by the banking industry accounts for more than 80% of the value of the financial industry, and the efficiency of the banking industry determines the overall efficiency of the financial industry. Therefore, the efficiency of the banking industry in our country is divided into two parts. First, we introduce the empirical model selected in this chapter, including the DEA model, the calculation method of efficiency and the Malmquist productivity index model. Secondly, choose appropriate input-output variables to calculate the static basic efficiency of China's banking industry, the comprehensive technical efficiency, the pure technical efficiency and the scale efficiency, and use the Malmquist productivity index. The total factor productivity (TFP) of China's banking industry is calculated and the Malmquist productivity index of the banking industry is convergent. The analysis of the basic efficiency of the banking industry shows that the overall technical efficiency of the banking industry in China is low in 2001~2010 years, and the average comprehensive technical efficiency of the 15 commercial banks is 0.964, and there is a waste of resources and a annual waste of 3.6. The overall technical efficiency of the joint-stock commercial banks is 2.92% higher than that of the state-owned commercial banks. The average pure technical efficiency of the banking industry is 0.99, the overall management level is high, the pure technical efficiency of the state-owned commercial banks and the joint-stock commercial banks is very close; the average efficiency of the banking industry in our country is 0.97, and the state-owned commercial silver is the same. The average scale efficiency of the bank is 0.93. The average size efficiency of the joint-stock commercial banks is 0.98. to the dynamic efficiency analysis of the banking industry. The average total factor productivity of the banking industry in China is rising in 2001~2010 years, the average annual increase is 3.4%. The total factor production rate of the joint-stock commercial banks is slightly higher than that of the state-owned commercial banks, and the productivity is promoted. The total factor productivity of China's banking industry is in the convergence trend for a long time, the variation coefficient of the short-term total factor productivity index has obvious fluctuation and the convergence is not stable. The Panel Data model is constructed in this chapter, and the macroeconomic factors affecting the total factor productivity of China's banking industry are made by using the ordinary least square method. The conclusion is that there are 4 variables in the macroeconomic variables that have significant effect on the total factor productivity of the banking industry. The total factor productivity of the banking industry is negatively related to the growth rate of GDP, the growth rate of CPI and the growth rate of the broad money supply, which is positively related to the growth rate of fixed assets investment in the whole society.
The final conclusion is the conclusion.
【学位授予单位】：吉林大学
【学位级别】：博士
【学位授予年份】：2012
【分类号】：F832;F223
【引证文献】
相关期刊论文 前1条
1 赵素萍;;中国金融业宏观经济效应分析[J];北方经贸;2014年03期
本文编号：2155937
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