首页 | 本学科首页   官方微博 | 高级检索  
     检索      

金融深化与经济增长的因果关系检验——基于我国的实证分析
引用本文:朱庆武.金融深化与经济增长的因果关系检验——基于我国的实证分析[J].唐山学院学报,2016,29(1):85-89,95.
作者姓名:朱庆武
作者单位:宁夏大学 经济管理学院, 银川 750021
摘    要:选择1993-2014年间的相关数据对我国金融深化与经济增长的因果关系进行分析,对金融深化的三个指标与经济增长率作基于VAR模型的Granger因果检验,结果发现:金融相关率与经济增长率在短期内呈现负的相关关系,从长期来看金融相关率的发展有利于经济增长率的提高。货币化率与经济增长率之间存在正相关关系,但货币化程度的影响力在长期内是逐渐减弱的。实际利率对经济增长的影响作用不明显,不存在因果关系。

关 键 词:金融深化  经济增长  Granger因果检验

On the Causal Relationship Between Financial Deepening and Economic Growth: an Empirical Analysis Based on China
ZHU Qing-wu.On the Causal Relationship Between Financial Deepening and Economic Growth: an Empirical Analysis Based on China[J].Journal of Tangshan College,2016,29(1):85-89,95.
Authors:ZHU Qing-wu
Institution:School of Economics and Management, Ningxia University, Yinchuan 750021, China
Abstract:The author of this paper has analyzed the data about financial deepening and economic growth during the period of 1993-2014 in China, and conducted the Granger causality test of the three indicators of financial deepening and economic growth, based on the VAR model. The results show that there is a negative correlation between financial interrelations ratio and economic growth rate in the short term, but in the long term the development of financial interrelation ratio contributes to economic growth, that there is a positive correlation between the currency rate and economic growth but in the long run the influence of monetization is decreasing; and that the influence of real interest rates on economic growth is not obvious, with no causal relationship.
Keywords:financial deepening  economic growth  Granger causality test
本文献已被 万方数据 等数据库收录!
点击此处可从《唐山学院学报》浏览原始摘要信息
点击此处可从《唐山学院学报》下载免费的PDF全文
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号