商业银行效率对经济增长影响的实证研究——以广西为例  

Empirical Analysis to the Influenc of the Commercial Banks Eifficiency to Economic Growth——A Case Study of Guangxi

作　　者：陈明丽[1] 陈志建[1] 高劲[2,3,4] 

机构地区：[1]广西师范大学经济管理学院 [2]北京大学中国经济研究中心 [3]美国俄勒冈大学 [4]美国北伊利诺伊大学

出　　处：《统计教育》2010年第7期46-50,共5页Statistical education

基　　金：广西壮族自治区研究生教育创新计划研究生科研创新项目<商业银行X效率研究与北部湾地区经济发展>(项目编号2009106020202M74)

摘　　要：本文重点分析了广西商业银行效率与经济增长之间的关系,首先对1985-2008年广西商业银行效率与经济增长的时间序列数据进行单位根检验;其次通过Johansen多变量协整检验我们发现商业银行效率与经济增长存在协整关系。最后进行Granger因果关系检验和脉冲响应函数分析发现,商业银行效率与经济增长的影响具有明显的时滞性,并且两者间的相互影响模式存在明显的差异:商业银行效率对经济增长的发挥作用基本上是滞后2期,近期效应明显;而经济增长对贷款、储蓄、技术进步远期效应更为显著。This paper focuses on the relationship between economic growth and the efficiency of commercial banks in Guangxi. First, it tests the unit root of the time series data of Guangxi＇s economic growth and commercial bank＇s efficiency from 1985-2008.Second, it finds co-integration relationship between the efficiency of commercial banks and economic growth by Johansen muhivariable test. Finally, with Granger causality test and impulse response function analysis it finds that the efficiency of commercial banks and economic growth has a significant time lag, and the mode of interaction between the two has obvious differences： the efficiency of commercial banks play a role in economic growth basically lag 2 period, but the recent effect is significant; and long-term effects of the economic growth on loans, savings, technological progress are more significant.

关 键 词：商业银行效率 经济增长 脉冲响应函数 

分 类 号：O212.8[理学—概率论与数理统计]