基于VAR模型的安徽金融发展与经济增长分析  

Analysis on financial development and economic growth in Anhui Province based on the VAR model

作　　者：金欣雪[1] 赖志花 JIN Xinxue1,LAI Zhihua2(1.School of Mathematics and Statistics,Fuyang Normal University,Fuyang Anhui 236037, China; 2.Institute of Economic and Trade, Hebei Geology University,ShijiazhuangHebei 050000,Chin)

机构地区：[1]阜阳师范学院数学与统计学院,安徽阜阳236037 [2]河北地质大学经济与贸易学院,河北石家庄050000

出　　处：《阜阳师范学院学报（自然科学版）》2018年第2期52-55,共4页Journal of Fuyang Normal University(Natural Science)

基　　金：全国统计科学研究项目(2017LY63);安徽省教育厅重点项目(SK2017A0454);河北省科技厅重点项目(17454701D;17455301D)资助

摘　　要：本文选取安徽省1990-2015年间的金融发展和经济增长数据为样本,通过建立向量自回归(VAR)动态模型,Johansen协整分析、格兰杰因果检验,实证分析了两者之间长期的动态关系,并以此为基础,建立向量误差修正模型(VEC)对两者之间的短期波动进行定量检验,得出短期内经济增长对金融发展有促进作用,而金融发展对经济增长的促进作用在长期内才得以体现。The paper analyzed the innovation process of financial development in Anhui Province, which organized samples on the basis of a time-series data related from 1990 to 2015, and established a dynamic model for financial development and economic growth in Anhui Province by the method of VAR, using the Unit Root Test, Johansen Cointegration Analysis,Granger Causality to test the long-term relationship between financial development and economic growth in Anhui Province,and on this basis, we tested the short-term volatility between them with vector error correction model（VECM）. Through analyzing the test results, we can get the results that the economic growth in Anhui Province can promote its financial development in short term, but the financial development in Anhui Province can promote its economic growth in long term.

关 键 词：金融发展 经济增长 向量自回归 向量误差修正模型 

分 类 号：F270[经济管理—企业管理]