武汉市银行业发展与经济增长关系的实证研究

发布时间：2019-01-29 21:31

【摘要】：随着我国银行业改革的不断深入,银行业发展与经济增长之间的关系开始引起人们的关注,为探讨我国银行业发展与经济增长之间的关系,本文对金融发展理论的演进过程进行了综述,并对其中的金融深化理论以及金融抑制现象进行了重点介绍。之后本文以长江中游城市群中的核心城市武汉市为考察对象,从城市的层面对银行业发展与经济增长之间的关系进行了实证研究。首先本文对武汉市经济的发展状况以及武汉市银行业的发展历程作了说明,然后通过选定武汉市人均国内生产总值年增长率作为衡量武汉市经济发展速度的指标,武汉市银行业行业集中度作为衡量武汉市银行业结构的指标,武汉市金融机构年末贷款余额占武汉市地区生产总值的比重作为衡量武汉市银行业的发展规模与效率的指标,本文构建了向量自回归模型,并对武汉市1984年~2013年间的有关时间序列数据进行了单位根检验、Johansen协整检验、格兰杰因果检验以及脉冲响应函数与方差分解。通过上述方法对武汉市经济增长与武汉市银行业结构以及武汉市银行业的规模与效率之间的关系进行了计量分析。在计量分析之后发现,武汉市银行业发展与经济增长之间存在着长期稳定的均衡关系,另外,武汉市银行业的行业集中度是武汉市人均国内生产总值年增长率的格兰杰原因,武汉市银行业行业集中度的降低有助于解释武汉市人均国内生产总值年增长率的提高。同时,武汉市经济增长受自身影响的效应较强,受银行业结构的影响次之,受武汉市金融深化程度的影响则较弱。通过对武汉市银行业发展与经济增长之间的关系进行计量分析,有助于更好的了解武汉市经济增长与银行业发展之间的关系,有利于政府部门在推动经济发展与银行业改革时能够采取更为合理有效的措施。在文章结尾处,本文对实证分析的结果进行了探讨,并在结合实证分析结果的基础上对武汉市银行业的发展提出了相关的意见与建议。
[Abstract]:With the deepening of China's banking reform, the relationship between banking development and economic growth has attracted people's attention. In order to explore the relationship between banking development and economic growth, This paper summarizes the evolution of the theory of financial development and focuses on the theory of financial deepening and the phenomenon of financial suppression. Then this paper takes Wuhan, the core city in the middle reaches of the Yangtze River, as the object of investigation, and makes an empirical study on the relationship between banking development and economic growth from the city level. First of all, this paper explains the economic development of Wuhan and the development of banking industry in Wuhan, and then selects the annual growth rate of per capita GDP as the index to measure the economic development speed of Wuhan. The concentration degree of banking industry in Wuhan is taken as an index to measure the banking structure of Wuhan, and the proportion of loan balance of financial institutions in Wuhan to the gross domestic product of Wuhan is taken as the index to measure the development scale and efficiency of banking industry in Wuhan. In this paper, a vector autoregressive model is constructed, and the unit root test, Johansen cointegration test, Granger causality test, impulse response function and variance decomposition are carried out for the relevant time series data from 1984 to 2013 in Wuhan. The relationship between the economic growth of Wuhan City and the banking structure of Wuhan City and the scale and efficiency of the banking industry in Wuhan City is analyzed by means of the above methods. After econometric analysis, it is found that there is a long and stable equilibrium relationship between the development of banking industry and economic growth in Wuhan. In addition, the industry concentration of banking industry in Wuhan is the Granger cause of the annual growth rate of GDP per capita in Wuhan. The decrease of banking concentration in Wuhan is helpful to explain the increase of GDP per capita. At the same time, the economic growth in Wuhan is strongly influenced by itself, followed by the banking structure, and is weak by the degree of financial deepening in Wuhan. Through the econometric analysis of the relationship between the development of the banking industry and the economic growth in Wuhan, it is helpful to better understand the relationship between the economic growth and the development of the banking industry in Wuhan. In order to promote economic development and banking reform, the government can take more reasonable and effective measures. At the end of the article, the paper discusses the results of empirical analysis, and puts forward some suggestions on the development of banking industry in Wuhan based on the results of empirical analysis.
【学位授予单位】：内蒙古师范大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.7;F127

【相似文献】