商业银行运行效率与经济增长互动机理分析  

Analysis of the interactive mechanism between operational efficiency of commercial banks and economic growth

作　　者：余萍 朱剑峰[1] 赵雯影 YU Ping;ZHU Jianfeng;ZHAO Wenying(School of Business,Fuyang Normal University,Fuyang Anhui 236037,China)

机构地区：[1]阜阳师范学院商学院,安徽阜阳236037

出　　处：《阜阳师范学院学报（自然科学版）》2018年第3期79-84,共6页Journal of Fuyang Normal University(Natural Science)

基　　金：安徽省高校科研究重点项目(Sk2018A0297)资助

摘　　要：商业银行在防范金融风险,促进我国经济持续健康发展上起着举足轻重的作用。研究运用DEA中的CCR模型,单位根检验,Johansen协整检验和格兰杰因果检验对2007-2017年我国15家主要上市商业银行相关数据进行分析,得出我国商业银行总平均技术效率和总平均纯技术效率和经济增长存在显著的因果关系,但是规模效率与经济增长不存在因果关系,再从商业银行运行效率和经济增长的角度为促进二者良性互动关系提出建议。Commercial banks play an important role in preventing financial risks and promoting sustainable and healthy economic development in China.This paper uses CCR Model in DEA,unit root test,Johansen cointegration test and Granger causality test to analyze the relevant data of 15 major listed commercial banks in China from 2007 to 2017,and concludes that the total average,total average technical efficiency and pure technical efficiency and economic growth have significant causal relationships,but the scale efficiency and economic growth is not a causal relationship.Some suggestions are put forward to promote the positive interaction between them from the angle of operational efficiency and economic growth of commercial banks.

关 键 词：商业银行运行效率 经济增长 DEA-CCR模型 单位根检验 JOHANSEN协整检验 格兰杰因果检验 

分 类 号：F832.1[经济管理—金融学]