银行业利润占国民经济总利润之比与经济增长的实证研究——来自上市公司的经验证据  

An Empirical Test on the Relationship between Banking Profits Share in National Economy profits and Economic Growth——Experience Evidence from Listed Companies

作　　者：韩增林[1] 赵阳[1] 张杰[2] 

机构地区：[1]辽宁师范大学海洋经济与可持续发展研究中心,辽宁大连116029 [2]北京师范大学经济与工商管理学院,北京100875

出　　处：《辽宁师范大学学报（社会科学版）》2014年第4期498-504,共7页Journal of Liaoning Normal University(Social Science Edition)

基　　金：辽宁省教育厅创新团队项目(LT2010057);大连市软科学研究计划项目(2010D12ZC073)

摘　　要：近年来,银行利润和实体经济利润之间逐渐产生了巨大反差,与此同时我国经济增速不断放缓。在理论分析的基础上,通过构造非线性计量模型对银行业利润占比对经济增长的影响进行研究,并在邹检验的基础上对两者之间的关系进行格兰杰因果关系检验。研究发现:(1)银行业利润占国民经济总利润之比对经济增长的影响呈倒U型曲线特征;(2)2003-2007年,银行利润占比与经济增长之间存在着单向的因果关系,2007-2012年,银行利润占比与经济增长之间存在双向的因果关系。并根据实证结果分别从产业联系、银行业特点及经济波动等方面分析两者之间的影响路径。研究结果为理解银行业同经济增长之间的关系提供了新视角。In recent years, great contrast happened between the bank profits and economic profit entity contrast while China＇s economic growth is slowing. Based on the theoretical analysis, this research constructed a nonlinear econometric model to study the effect of banking profits ratio on economic growth, and on the basis of the Chow test conducted the relationship by the two Granger causality test. The study foundthe characteristics of effect of banking total profit ratio of national economy on economic growth is inverted U curve; between 2003 and 2007,a one-way causal relationship exists between them; amd between 2007and 2012, the relationship is two-way. From the aspects of industry contacts, banking features this thesis analyzes the impact of economic fluctuations paths between them, the findings provide a new perspective for understanding the relationship between the banking sector and economic growth.

关 键 词：银行业利润 银行业利润占比 上市公司 经济增长 倒U型曲线 

分 类 号：F830[经济管理—金融学] F124