信息化、工业化与金融发展关系实证研究——以广西为例  

Study on the Relationship between Informatization、Industrialization and Financial Development

作　　者：黄海清[1] 吴高艺[1] 

机构地区：[1]中央财经大学信息学院,北京100081

出　　处：《区域金融研究》2013年第3期65-68,共4页Journal of Regional Financial Research

摘　　要：本文以广西为例，采用1978～2010年广西壮族自治区信息化、工业化与金融发展的相关数据，通过建立VAR模型，采用协整检验、格兰杰因果检验、脉冲响应函数、方差分解等检验技术分析信息化、工业化与金融发展三者之间的内在关系。研究结果表明：三者存在相互影响，工业化带动信息化的作用强于信息化促进工业化的作用；金融发展对信息化的贡献大于工业化对信息化的贡献；信息化对金融发展有良好促进作用，而且呈现不断增强的趋势；工业化对金融发展贡献不显著，广西工业化水平的不断提升相对于金融发展外生。This paper analyzes the interaction relationship between informatization, industrialization and finan- cial development in Guangxi Province with data from 1978 to 2010 by quantitative methods of VAR model, Johansen co-integration test, Granger causality test and variance decomposition. The results show there is long-term equilibri- um relationship among the three series. The influence of informatization on industrialization is more than that of indus- trialization on informatization; The contribution of financial development on the information is greater than the industri- al contribution to information. Informationization can promote the development of financial. Financial development is the granger cause of industrialization, but industrialization doesn＇ t granger cause of financial development.

关 键 词：信息化 工业化 金融发展 VAR模型 

分 类 号：F832.7[经济管理—金融学]