甘肃金融发展与产业结构调整互动研究——基于VAR模型的实证分析  

Study on the Interaction between Gansu Financial Development and Industrial Structure Adjustment——Empirical Analysis Based on VAR Model

作　　者：丁竹君[1] 郭晴[1] 

机构地区：[1]西北师范大学经济学院,甘肃兰州730070

出　　处：《科学．经济．社会》2014年第1期78-83,89,共7页Science Economy Society

摘　　要：本文运用协整检验、格兰杰因果关系检验来研究甘肃金融发展与产业结构调整之间存在的因果关系;并建立VAR模型,通过脉冲响应分析和方差分解的方法来分别研究金融发展与产业结构优化、产业结构升级之间的动态关系。结果表明,甘肃金融发展与产业结构优化、产业结构升级均存在长期协整关系;金融规模的扩大无论在短期还是在长期都对产业结构优化以及产业结构升级起到推动作用,但是金融效率的提升并没有成为促进产业结构调整的有益因素。This paper uses cointegration test, Granger causality test to study the Grainger causality between financial devel- opment and industrial structure adjustment in Gansu; and the establishment of VAR model, through the impulse response analysis and variance decomposition to study the dynamic relationship between financial development and optimization of the industrial structure, the upgrading of the industrial structure. The results show that, there is a long-term cointegration relationship between financial development and optimization of the industrial structure, the upgrading of the industrial structure ; the expansion of the financial scale promots both optimization and upgrading of industrial structure no matter in the short or long term; but the financial efficiency has not become the beneficial factors to promote the adjustment of industrial structure.

关 键 词：金融发展 产业结构调整 VAR模型 互动研究 

分 类 号：F403[经济管理—产业经济]