甘肃省人身保险与储蓄的联动关系研究  

Research on the Co-movement Relation between Life Insurance and Savings in Gansu Province

作　　者：高树棠[1] 王丽锋[1] 姜浩[1] 

机构地区：[1]兰州商学院金融学院,兰州730020

出　　处：《邵阳学院学报（社会科学版）》2013年第4期33-38,共6页Journal of Shaoyang University:Social Science Edition

基　　金：中国保险学会资助课题(ⅡCKT2012-1)

摘　　要：文章选取1994—2011年的数据,考虑到通货膨胀和利率对甘肃省的人身保险和城乡居民储蓄联动关系的影响,运用VAR模型、脉冲响应和方差分解对两者之间的关系进行实证分析。结果表明二者之间存在长期稳定的协整关系:从短期看,二者是负相关的关系,但从长期看,二者是正相关的。可见甘肃省人身保险和城乡居民储蓄之间的关系是较复杂的。Taking into account the impact of inflation and interest rates on life insurance and urban and rural residents＇ savings in Gansu province, this article makes an empirical analysis of the relationship between the two by using VAR model, impulse response and variance decomposition, the selected data varying from 1994 to 2011. Results show that there is a long-term co-integration relationship between them. In the short term,there is a negative correlation between them, but in the long run, there exists a positive correlation. So there is a complex relationship between life insurance and urban and rural residents＇ savings in Gansu province,

关 键 词：人身保险 储蓄 VAR模型 脉冲响应 方差分解 

分 类 号：F840.62[经济管理—保险]