| 山东信贷增长与经济发展关系的实证研究——基于VAR模型 |
| |
| 引用本文： | 顾小云.山东信贷增长与经济发展关系的实证研究——基于VAR模型[J].太原大学学报,2014(2):45-47. |
| |
| 作者姓名： | 顾小云 |
| |
| 作者单位： | 山西省委党校经济管理教研部,山西太原030006 |
| |
| 摘 要： | 对山东信贷增长与经济发展的关系进行实证分析,发现山东省信贷增长与经济增长之间存在长期协整关系,信贷增长在短期内对经济增长作用不显著,但在长期内对经济增长有很强的促进作用;经济增长在短期内对信贷增长作用显著,而在长期内作用微弱。误差修正模型结果表明,短期内信贷增长对其长期偏离的调节力度较大,而经济增长对其长期偏离的调节力度较小。
|
| 关 键 词： | 山东 信贷增长 经济发展 ADF检验 协整检验 Granger因果检验 |
Research of Relationship between Shandong Credit Growth and Economy Development-Based on VAR Model |
| |
| Institution: | GU Xiao - yun (Department of Economy Management Teaching and Research, Shanxi Provincial Party School, Taiyuan 030006, China) |
| |
| Abstract: | By the analysis of the relationship between Shandong credit growth and economy development, we see that there is a long co - integration relation between Shandong credit growth and economy development. Credit growth has little effect to economy development in a short period of time, but in a long term, it will have a powerful promotion effect. In the contrary, economy development has signif- icant effect to credit growth, but its long term effect is weak. Error correction model results show that in a short period of time, credit growth has a powerful regulation effect to its long term deviation;meanwhile, economy development has less regulation effect to its long term deviation. |
| |
| Keywords: | Shandong credit growth economy development ADF test co - integration test Granger cause and effect test |
| 本文献已被 维普 等数据库收录！ |
|
