基于存贷款的σ模型和β模型的收敛性与溢出性研究

发布时间：2018-04-10 14:55

本文选题：σ收敛检验方程 + β收敛检验方程　；参考：《成都理工大学》2017年硕士论文

【摘要】：σ收敛检验方程与β收敛检验方程一直以来都是经济领域内研究和探讨的热门话题,他们衡量了在最近一个时期内经济或者金融的发展状况。所以本人钻研了国内外专家和学者对σ收敛检验方程与β收敛检验方程的研究现状,以四川省金融机构存贷款总额为衡量指标,从收敛性与溢出性的角度出发,对我省的金融状况做一深入的探究。本文首先采用σ收敛模型来研究存贷款的收敛性。在本文中,本人以四川省金融机构存贷款总额为衡量指标,用σ收敛模型来计算四川省区域金融存贷款的离差,并用时间序列的方法来研究近些年省内存贷款离差所表现出来的整体趋势。通过对金融存贷款时间序列图和敛散性的研究,从一个直观的角度来对四川省金融存贷款的整体趋势有一个清楚的认识,了解省内各个区域之间在近年来的差异状况,这对于后期减小区域差异,实行全面发展具有指导意义。从时间序列图可以看出,就全省而言,省内的存款差异逐渐稳定,而贷款差异相对于初期差异越来越大,差异系数很不稳定,就区域来看,成都经济区的差异不断增大,而其他经济区的差异相对比较稳定。由此本人推测:省内的存贷款差异之所以不断增大,究其原因在于成都经济区与其他经济区的差异不断增大。接下来文章采用β模型来研究存贷款的溢出性。在这个模型的选取方面,本人依然会用传统的收敛模型,但是本人想在此基础上更进一步完善这个模型,使分析结果更加准确。所以本人的着手点是模型的权重选取上,与传统模型的权重矩阵仅仅考虑了地理空间效应相比,我的思路是从经济属性和空间效应两个角度来构造权重矩阵,这样以来就会让本人的估计结果更加准确。通过对模型相应参数的研究判断,对模型进行选取,通过选取出来的模型来分析结果,在绝对收敛模型中,本人所选取的绝对收敛滞后模型表明:不存在绝对收敛的状态,也就是说不存在初始发展水平高的地区后期发展速度慢,而初始水平低的地区后期发展速度快这种状况,各区域的差异还是在不断扩大。而在条件收敛中,本人选取了条件收敛滞后模型,该模型表明:经济区域的发展不仅与初始水平有关,而且与其他经济因素也有较强的联系,这些因素共同促进了地区的发展。本文共分为五部分。第一章是导论,介绍了本文的研究背景及意义,并且对国内外研究现状作了介绍,并介绍了本文的创新点及难点,以及本文的大致研究框架。第二章对区域金融发展收敛性与溢出性的发展及研究成果作了介绍,并在此基础上分析区域金融发展溢出-收敛的演变过程。第三章运用σ收敛检验方程,以四川省存贷款数据为背景,对四川省各大经济区的存贷款收敛状况作了简要分析。第四章是实证检验部分,运用绝对收敛滞后模型,绝对收敛误差模型,条件收敛滞后模型,条件收敛误差模型等方法对省内的溢出效应进行探究,通过模型的回归结果,本人可以明显的认识到现阶段四川省区域金融发展存在一定的溢出性效应,处于金融发展的溢出阶段。第五章根据实证检验结果,提出四川省在现阶段区域金融发展时,所遇到的问题给出合理的对策及建议,为今后的可持续发展奠定良好的基础。
[Abstract]:Convergence test equation and convergence test equation has always been a hot topic in the field of economic research and study, they measured the development of economics or finance in a recent period. So I studied the experts and scholars at home and abroad research status of the convergence and convergence test equation test equation, in Sichuan provincial financial institutions deposit loans amounted to measure, from the point of convergence and the overflow of the angle of our province's financial situation to do a thorough inquiry. This paper adopts convergence model to study the convergence of the loan. In this paper, I take Sichuan Province as the total amount of deposits and loans of financial institutions to measure. The calculation of Sichuan Province Regional Financial deposit deviation with convergence model, the overall trend and method of time series to study in recent years, the memory deviation shown by the loan by the financial loan. The study of time sequence and convergence, from an intuitive perspective on the overall trend of Sichuan Province financial loans have a clear understanding, understanding the province between the various regions of differences in status in recent years, the late for the decrease of regional differences, the implementation of a comprehensive development has guiding significance. From the time series we can see that on the province, the province's deposit difference gradually stabilized, and the loan difference relative to the beginning of bigger differences, the difference coefficient is not stable, region, difference of Chengdu economic zone is increasing, and the difference in other areas of the economy is relatively stable. Thus I suggest that the loan is a continuous difference in increases, the reason lies in the difference of Chengdu economic zone and other areas of the economy increasing. Then the research to overflow of deposits and loans with beta model. In this model from the election, the People will still use the traditional model of convergence, but I want to further improve this model, make the results more accurate. So I start is to model the weight selection, and the weight matrix of the traditional model only considers the spatial effects compared to, my idea is to construct the weight matrix from two the angle of economic attribute and spatial effect, since this will make my estimation results more accurate. Through the research on the model parameters of model selection, judging by the chosen model to analyze the results in absolute convergence model, absolute convergence I selected lag model shows that there is no absolute convergence in the state. That is to say there is no initial development of the high level of the late development speed is slow, and the initial low level of late development speed of this kind of condition, the difference in each region Is expanding. And in the condition of convergence, lchoose conditional convergence lag model, the model indicates that the economic development of the region is not only related to the initial level, and other economic factors also have strong ties, these factors contributed to the development of this area. This paper is divided into five parts. The first chapter is the introduction introduces the research background and significance, and the research status at home and abroad are introduced, and introduces the innovation and difficulties, and the general framework of the research. Development and research results of the second chapter of the regional financial development convergence and spillovers are introduced, analysis of regional financial development spillover the convergence of the evolution process and on this basis. The third chapter uses the convergence test equation, taking Sichuan Province as the background of the deposit and loan data, the major economic zones of Sichuan province's loan convergence are briefly analyzed. The four chapter is the empirical part, using the absolute convergence lag model, absolute convergence error model, conditional convergence lag model to explore the spillover effect of conditional convergence error models and other methods for the province, through the regression results, I can clearly recognize the present stage Sichuan province regional financial development has spillover effect. In the overflow stage of financial development. In the fifth chapter, according to the empirical results, put forward Sichuan Province in regional financial development at the present stage, give reasonable countermeasures and suggestions of the problems encountered, lay a good foundation for future sustainable development.

【学位授予单位】：成都理工大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.2;O212

【参考文献】