我国金融发展与储蓄投资转化率因果关系的实证研究  

An empirical study on causality between financial development and savings investment conversion rate in China

作　　者：韩雨佳 邓心迪 张懿[1] HAN Yu-jia DENG Xin-di ZHANG Yi(College of economics, Ocean University of China, Qingdao 266100, China Qingdao No. 2 middle school, Qingdao 266061, China)

机构地区：[1]中国海洋大学经济学院,山东青岛266100 [2]山东省青岛第二中学,山东青岛266061

出　　处：《经济研究导刊》2017年第11期122-124,132,共4页Economic Research Guide

摘　　要：以我国1992—2014年数据为样本,通过协整分析以及格兰杰因果检验的方法对金融发展和储蓄投资转化率之间的因果关系进行了实证研究后发现,我国金融发展与储蓄投资转化率之间存在长期稳定的正相关关系;金融发展是储蓄投资转化率提高的格兰杰原因,但储蓄投资转化率提高不是金融发展的格兰杰原因。In our country from 1992 to 2014 as the sample data,through cointegration analysis and Granger causality test method of Grainger on the causal relationship between the financial development and the savings investment conversion rate through empirical study found that there is a positive correlation between the long-term stability of China＇s financial development and the efficiency of savings into investment;financial development is Grainger the reason of savings investment conversion rate increased, but Grainger savings investment conversion rate is not financial development.

关 键 词：金融发展 储蓄投资转化率 主成分分析 格兰杰因果检验 

分 类 号：F83[经济管理—金融学]