广西银行业存贷款增量与经济增长的实证研究  

An Empirical Research on Direction between Banking Deposit and Loan Increase and Economic Growth in Guangxi

作　　者：杨绍孙[1] 

机构地区：[1]中国人民银行北海市中心支行,广西北海536000

出　　处：《区域金融研究》2009年第11期17-20,共4页Journal of Regional Financial Research

摘　　要：本文利用计量经济学的方法,在单整、协整的基础上构建误差修正模型(ECM),并运用Granger因果检验模型,对广西银行业存贷款增量与经济增长的内在关系进行实证研究。得出的结果是:存贷量对经济的发展有正向带动作用,并且广西银行业存贷增量对经济增长的跨期影响间隔至少为一期;但是反过来,这几年广西经济的发展对银行信贷量的拉动相对就不那么明显。This paper uses ADF Test, E-G Co integration Test, ECM and Grander Causality Test,to analyze the causality between banking deposit and loan increase and economic growth of guangxi with time series date from 2005 to 2008.The conclusions are as follow：the deposit and lending capacity in the economy leading role in the development is positive and Guangxi incremental deposit banking on economic growth effects of the inter-period interval at least one. But on the other hand, the economic development of Guangxi to boost the volume of bank credit is not so obvious in recent years.

关 键 词：存贷款 经济增长 误差修正模型(ECM) GRANGER检验 

分 类 号：F830.5[经济管理—金融学]