广西银行业发展与经济增长关系的实证研究

发布时间：2018-01-30 11:28

本文关键词： 银行业发展经济增长协整检验方差分解　出处：《广西大学》2013年硕士论文　论文类型：学位论文

【摘要】：随着我国经济和金融改革的不断深化,金融业已经与实体经济的各个领域紧密联系,并且呈现出越来越强的影响力,而金融业作为独立的服务业部门,同时也为经济增长直接作出贡献,目前发达国家的金融服务业产值约占国内生产总值(GDP)的15%-20%,研究金融发展与经济增长之间的关系具有非常重要的理论和现实意义。对于广西这样经济发展水平相对滞后的省区,银行业在支撑地方经济发展、服务地方经济建设方面发挥着不可替代的重要作用。近年来,中国-东盟自贸区的快速发展,北部湾经济区的建设力度逐步加大,越来越多的发展机遇在广西的同期叠加,国家给予的推动广西发展的重点项目越来越多,广西的经济发展面临着前所未有的重大机遇。与此同时,广西银行业同样呈现了令人惊喜的发展趋势,存贷款规模不断扩大,资源整合能力持续增强,综合竞争力稳步提高,为广西区的经济增长和发展建设提供了有力的金融支撑。本文借鉴国内外关于银行业发展和经济增长关系的相关理论和实证分析的研究成果,采用1985—2011年的年度数据,利用ADF检验、Johansen协整检验、格兰杰因果关系检验、基于VAR模型的脉冲响应函数和方差分解技术等计量方法,对广西区的银行业发展和经济增长的关系进行了实证研究。结论认为,从长期来看,金融相关比率(FIR)代表的银行业资产规模指标的提高对促进投资形成与经济增长具有正面的推动作用,银行业效率指标(EFF)与实体经济增长之间的关系则并不显著。最后,基于前文的比较和计量研究,对进一步促进广西未来的经济金融发展提出了相关的对策建议。
[Abstract]:With the deepening of China's economic and financial reform, the financial industry has been closely linked with various fields of the real economy, and has shown more and more strong influence, and the financial industry as an independent service sector. At the same time, it also contributes directly to economic growth. At present, the output value of financial services in developed countries accounts for 15-20% of GDP. It is of great theoretical and practical significance to study the relationship between financial development and economic growth. For a province such as Guangxi, where the level of economic development is relatively lagging, the banking industry is supporting the local economic development. In recent years, with the rapid development of China-ASEAN Free Trade area, the construction of Beibu Gulf Economic Zone has gradually increased. More and more development opportunities in the same period of Guangxi superimposed, the state gives more and more key projects to promote the development of Guangxi, Guangxi's economic development is facing unprecedented important opportunities. Guangxi banking industry also presents a surprising trend of development, the scale of deposits and loans continue to expand, the ability to integrate resources continues to strengthen, and the comprehensive competitiveness is steadily improved. It provides a powerful financial support for the economic growth and construction of Guangxi. This paper draws lessons from domestic and foreign research results on the relationship between banking development and economic growth related theory and empirical analysis. Using the annual data from 1985 to 2011, using the ADF test Johansen cointegration test, Granger causality test. Based on the impulse response function and variance decomposition of VAR model, this paper makes an empirical study on the relationship between the development of the banking industry and economic growth in Guangxi. The conclusion is that in the long run, the relationship between the development of the banking industry and economic growth is studied. The improvement of the index of banking asset size represented by FIR) has a positive effect on promoting investment formation and economic growth. The relationship between the efficiency index (EFF) and real economic growth is not significant. Finally, based on the previous comparative and econometric research. Some suggestions are put forward to further promote the future economic and financial development of Guangxi.
【学位授予单位】：广西大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.7;F127

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