基于VAR模型的广西保险发展与经济增长关联机制研究  

Research on the mechanisms associated with the economic growth and the insurance development of Guangxi based on the VAR model

作　　者：肖翠仙[1] 

机构地区：[1]梧州学院经济系,广西梧州543002

出　　处：《经济研究导刊》2012年第17期124-128,共5页Economic Research Guide

基　　金：教育部人文社科规划基金项目(10YJA790007);梧州学院院级课题(2008C019)

摘　　要：改革开放30年以来,随着宏观经济的迅猛发展,广西保险业不断发展壮大。通过建立VAR模型,运用脉冲响应函数与方差分解的方法,分析了广西保险发展与宏观经济之间的关联机制。分析结果表明,广西保险发展与宏观经济增长之间存在明显的正相关关系;广西宏观经济增长是保险发展的Granger原因,但保险发展对宏观经济增长的作用不显著;广西宏观经济增长与保险发展之间的具体关联过程存在较大差异,人均可支配收入的增长对保险发展具有立竿见影的效果,而保险发展对经济增长的作用较为滞后,需经历两年的时滞后才开始发挥作用,且作用相对较弱。30 years since reform and opening up,with the rapid development of macroeconomic,insurance has grown in Guangxi.Through the establishment of VAR models,using the method of impulse response function and decomposition of variance,analysis of the insurance association between macroeconomic and development mechanism in Guangxi.Results of the analysis show that,insurance development in Guangxi and there is a clear positive correlation between the macro-economic growth;Granger cause of development of Guangxi macro-economic growth is the insurance,Insurance development on economic growth but not significant;specific association between the development of Guangxi macro-economic growth and insurance there is a big difference,growth in per capita disposable income on insurance with immediate effect,and insurance on the role of economic growth is lagging,need only come into play when after two years of delays,and the effect is relatively weak.

关 键 词：保险发展 经济增长 格兰杰因果关系 VAR模型 

分 类 号：F84[经济管理—保险]