三明市金融与经济关系的实证研究——基于HEGY季节单整检验和EG协整检验  

An empirical study on the relationship between economy and finance in Sanming——Base on HEGY seasonal integration test and EG cointegration test

作　　者：方舟[1,2] 莫艳飞[1,2] 

机构地区：[1]三明学院管理学院 [2]三明学院区域经济研究所,福建三明365004

出　　处：《福建农林大学学报（哲学社会科学版）》2017年第1期55-60,共6页Journal of Fujian Agriculture and Forestry University(Philosophy and Social Sciences)

基　　金：福建省中青年教师教育科研项目(JAS150544;JAS150551);三明学院科学研究发展基金项目(A201402/Q)

摘　　要：通过对三明市金融与经济的发展作描述性分析,利用HEGY季节单整检验和EG协整检验对2003年第一季度至2015年第四季度三明市的季度实际GDP(代表经济的变量)以及季度存贷款余额(代表金融的变量)进行了实证分析,研究发现:三明市经济发展具有显著的季节性而金融发展却没有,金融与经济存在长期协同发展趋势。在此基础上,从金融支持小微企业发展的角度提出了使三明市金融更好地服务于经济的建议:拓展多元化融资方式、扩大金融支持小微企业的参与面、积极推进银保合作等。In order to study the relationship between economy and finance in Sanming, this paper makes a descriptive analysis on the development of economy and finance in Sanming and uses HEGY seasonal integration test and EG cointegration test to conduct an empirical analysis on real GDP （representing the economic variable） and quarterly deposit and loan balance （representing the financial variable} of Sanming from the first quarter of 2003 to the fourth quarter of 2015. The results show that Sanming＇s economic development has a significant seasonal characteristic while financial development does not. And finance and economy show a tendencyof long-term collaborative development. Based on the above analysis, this paper puts forward some suggestions to make Sanming＇s finance better serve the economy from the perspective of finance supporting the development of small and micro enterprises. The suggestions include expanding diversified financing, extending financial supports for the participation of small and micro enterprises and actively promoting cooperation between banking and insurance.

关 键 词：经济 金融 三明 HEGY季节单整检验 EG协整检验 

分 类 号：F832.7[经济管理—金融学] F127