中国保险市场与金融发展互动关系的实证研究  

An Empirical Analysis on Interaction between Insurance Markets and Finance Development in China

作　　者：谢志超[1] 杜江[1] 

机构地区：[1]四川大学经济学院,四川成都610064

出　　处：《当代经济科学》2006年第3期54-59,共6页Modern Economic Science

摘　　要：本文通过基于向量误差修正VEC模型的因果关系检验和Granger因果关系检验,分析我国各类保险市场发展水平和金融发展之间的长期与短期关系。虽然用M2/GDP和金融相关率FIR作为金融发展衡量指标所得的结果有所差异,但就总体而言,保险市场的发展与金融发展存在脱节现象,伴随金融发展而引起保险服务需求的增加对保险市场发展的促进作用仍相对微弱。随着金融体系的不断完善,金融发展对保险业的促进作用将会逐步加强。By applying causality test based on VEC model and Granger causality test,this paper analyses the long and short term relationship between insurance markets and finance in China.The results from the two measurement indices of finance development(GDP/M2 and FIR) are different.However,as a whole,the development of insurance markets departs from that of finance.With the development of finance,the contribution of demand increase from insurance services to insurance market development is insignificant.The positive effect of finance development on that of insurance tends to increase along with the maturity of financial system.

关 键 词：保险市场 金融发展 协整检验 因果关系 VEC模型 

分 类 号：F842[经济管理—保险] F832