我国保险业与经济发展动态关系研究  

A Research on the Dynamic Relationship Between Insurance and Economic Development in China

作　　者：柳仕奇[1] 胡炳志[2] 黄茂海[3] LIU Shiqi;HU Bingzhi;HUANG Maohai

机构地区：[1]福建江夏学院金融学院保险教研室 [2]武汉大学经济与管理学院 [3]福建江夏学院金融学院

出　　处：《保险研究》2018年第9期34-43,共10页Insurance Studies

摘　　要：为挖掘我国保险行业与国家整体经济存在的动态关系,本文利用我国1998～2015年保险规模、结构、效率指标与GDP数据,构建了反映我国保险业与经济动态关系的VAR模型,以求在相关研究基础上,进一步探索我国保险业发展与经济增长的关系。在对各数据进行标准化的基础上,检验了VAR模型的稳定性与变量间的格兰杰因果关系,发现保险行业规模(LIP)、保险行业结构(LIS)是GDP的格兰杰原因,以及GDP是保险行业效率(PREMIUM)的格兰杰原因。同时脉冲响应的结果显示,LIP、LIS对GDP的正向作用在经过两期之后才显现出来,该结论从实证角度丰富和发展了内生经济增长理论。In order to explore the dynamic relationship between economic development and the insurance industry in China, the paper constructed the model of VAR reflecting such relationship, using insurance scale, structure, effi- ciency and GDP data from 1998 to 2015. The paper intended to explore the relationship between the insurance in- dustry and economy on the basis of relevant researches. It first standardized the data, and then tested the stability of the VAR model and the Granger causality among related variables. It revealed that life insurance premium （LIP）, life insurance structure （LIS） were the Granger causalities for GDP, and GDP was Granger causality for the insur- ance sector＇ s efficiency （PREMIUM）. At the same time, the results of IRF showed that the positive effects from LIP and LIS to GDP needed two periods to be exhibited. The results of this paper empirically enrich and develop the theory of endogenous economic growth model.

关 键 词：VAR模型 动态关系 脉冲响应 保险贡献 

分 类 号：F842[经济管理—保险]