山东省商业银行效率与经济增长关系的实证研究

发布时间：2018-02-28 08:04

本文关键词： 商业银行效率格兰杰因果关系检验经济增长　出处：《青岛理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：一直以来，经济增长理论都热衷于对经济增长影响因素的探究，之前金融这一因素都不在他们的考虑范围之内，但鉴于金融在现代经济发展中扮演着重要角色，因此，从金融的视角来对经济增长进行分析就极为必要。我国是银行主导型的金融体系结构，而山东省的金融结构因资本市场也尚未进入到活跃期，故而也是以银行为主导。加之金融是一种稀缺资源，规模和结构的提升对它而言都是收效甚微，效率提升是商业银行未来发展之关键。在此背景下，本文从商业银行的效率角度来分析它跟经济增长间关系就很富理论及实践价值。本文首先将按时间顺序来对国内外有关银行效率、商业银行效率与经济增长间关系的相关理论与文献进行综合叙述，并主要针对我国的相关学术研究进行了评论。然后对二者之间的关系进行理论分析：其中有对经济增长及商业银行效率含义的界定、二者间的相互作用机制描述以及对下一章节商业银行效率体系的构建的说明，进而结合山东省商业银行业之具体发展情况，联合考虑相关数据的可获得性，构建衡量二者的相关指标变量，并在此基础上对山东省商业银行效率与经济增长进行实证研究，实证检验分析主要包括对山东省此二者变量的单位根检验,根据检验结果所有变量对数化后均为平稳时间序列，因此在对变量进行了多重共线性、异方差性以及序列相关性后，对变量进行了多元线性回归分析以及格兰杰因果关系检验，在得到检验结果之后，还总结与说明了本文实证分析结果：首先，商业银行经营效率中的贷款投资对经济增长效应显示为金融抑制，技术创新效率（资本技术投入率）则能促进经济的增长，，银行经营效率中的资本积累与竞争效率对经济增长发展影响则不明显，其次，格兰杰因果关系检验结果仅仅表明了经济增长对贷款投资有着促进作用，这与多元线性回归分析结果并不符合，这些都为后文提出的相关建议提供方向。最后根据前文的实证分析结果，并结合文中山东省各项变量指标的具体情况，对二者间关系的改良提出了相关建议：宏观经济环境方面，确保山东省商业银行与经济的共同发展；宏观金融环境上，要着重协调政府与市场之间的关系：放松金融管制、健全金融法律法规、改善银行业的竞争性市场结构；微观银行本身来说，分别地，建议国有商业银行应该积极增强竞争意识、优化银行资产结构与质量，而股份制商业银行则应更加注重并加大技术创新力度，巩固原有优势；而两者都应注重对人才的培养、分配与鼓励以及加快技术进步与创新。
[Abstract]:For a long time, the theory of economic growth has been keen to explore the influence factors of economic growth. Before this, financial factors were not considered by them, but since finance plays an important role in the development of modern economy, so, It is very necessary to analyze the economic growth from the perspective of finance. China is a bank-oriented financial system structure, and the financial structure of Shandong Province has not yet entered an active period because of the capital market. Therefore, it is also dominated by banks. In addition, finance is a scarce resource, and the improvement of scale and structure has little effect on it. Efficiency improvement is the key to the future development of commercial banks. In this context, the improvement of efficiency is the key to the future development of commercial banks. This paper analyzes the relationship between commercial bank and economic growth from the angle of efficiency. In this paper, first of all, the relevant theories and literatures about the relationship between bank efficiency, commercial bank efficiency and economic growth at home and abroad will be comprehensively described in chronological order. Then it makes a theoretical analysis of the relationship between them: the definition of economic growth and the efficiency of commercial banks. The mechanism of interaction between the two and the construction of the efficiency system of commercial banks in the next chapter are described, and then the availability of relevant data is considered in combination with the specific development of commercial banking in Shandong Province. On the basis of this, the paper makes an empirical study on the efficiency and economic growth of commercial banks in Shandong Province. The empirical analysis mainly includes the unit root test of these two variables in Shandong Province. According to the test results, all variables are stationary time series after logarithmic, so after multiplex collinearity, heteroscedasticity and sequence correlation, multivariate linear regression analysis and Granger causality test are carried out. After getting the test results, the empirical results of this paper are summarized and explained. Firstly, the effect of loan investment on economic growth in the efficiency of commercial banks is shown as financial suppression. The efficiency of technological innovation (capital investment rate) can promote economic growth, while the capital accumulation and competition efficiency in the efficiency of bank management have no obvious impact on the development of economic growth. The Granger causality test only shows that economic growth promotes loan investment, which is not consistent with the results of multiple linear regression analysis. Finally, according to the results of the empirical analysis above, and combined with the specific situation of the variables in Shandong Province, Some suggestions are put forward to improve the relationship between them: in the aspect of macroeconomic environment, to ensure the common development of commercial banks and economy in Shandong Province; in the macro-financial environment, we should focus on coordinating the relationship between the government and the market: to relax financial regulation, To improve financial laws and regulations and improve the competitive market structure of the banking sector, micro banks, respectively, suggest that state-owned commercial banks should actively enhance their sense of competition and optimize the structure and quality of bank assets. The joint-stock commercial banks should pay more attention to the technological innovation and consolidate the original advantages, and both should pay attention to the cultivation, distribution and encouragement of talents, and accelerate the technological progress and innovation.
【学位授予单位】：青岛理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F127

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