农村金融生态环境与金融效率相关性实证研究——基于典型相关分析与Granger因果检验  

Empirical Research on the Relationship between Rural Financial Ecological Environment and Financial Efficiency Based on Canonical Correlation Analysis and Granger Causality Test

作　　者：吴庆田[1] 陈伟[1] 

机构地区：[1]中南大学商学院,湖南长沙410083

出　　处：《系统工程》2012年第3期76-84,共9页Systems Engineering

基　　金：国家社科基金重点资助项目(08AJY040);教育部人文社科基金资助项目(10YJA790201);湖南省软科学计划项目(2007ZK3073)

摘　　要：通过分别选取衡量农村金融生态环境和金融效率的指标,利用典型相关分析、Granger因果检验等统计方法,对1985～2008年农村金融生态环境和农村金融效率之间的相关性进行实证研究,结果表明二者之间存在显著的相关性,并反映出农村金融较脆弱的现状。以此为依据,提出改善农村金融生态环境、促进农村金融高效运行的政策建议。In this paper,appropriate indicators are first selected to measure rural financial ecological environment and rural financial efficiency.Then canonical correlation analysis,Granger causality test and other statistics methods are employed to study the relationship between the rural financial ecological environment and the rural financial efficiency according to the data during the period of 1985 to 2008.Accordingly,some suggestions on how to improve rural financial ecological environment to promote the efficient operation of rural finance.

关 键 词：农村金融生态环境 金融效率 典型相关分析 GRANGER因果检验 

分 类 号：F830[经济管理—金融学]