关于我国保险需求周期与保险业贡献的实证分析  

作　　者：韩晓峰[1] 陈诚[1] 

机构地区：[1]西南财经大学保险学院,四川成都611130

出　　处：《保险职业学院学报》2010年第5期26-31,共6页Journal of Insurance Professional College

摘　　要：本文采用HP滤波技术对1985年至2009年的GDP与保费收入进行了周期性分析,保险需求周期为5至6年。现阶段保险需求较经济增长波动性较大,并且两者发展的动态波动耦合是一个长期过程。随后,文章以支出法衡量保险业的产出水平,并与GDP进行格兰杰因果关系检验,得出在我国保险业的发展是经济增长的格兰杰原因,同时计算出了保险业对我国经济增长的弹性为0.449,保险业对我国经济增长的贡献较为显著。Based on the method of HP filter,through the period analysis of GDP and premium income from 1985 to 2009,this article reveals that the cycle of insurance demand is 5 to 6 years.At the present stage,insurance demand is more fluctuant than economic increase and coupling of such fluctuations is a long-term process.Subsequently,applying the expenditure method to measure the output of insurance industry,the article examines the Granger causality and obtains that the insurance industry in China is economic growth Granger causes.The elastic of insurance industry to our country＇s economic growth is also calculated to be 0.449,and it means that the insurance industry to our country＇s economic growth is more significant.

关 键 词：HP滤波 向量自回归模型 格兰杰检验 

分 类 号：F840[经济管理—保险]