绿色信贷对银行经营效率影响的动态分析——基于面板VAR模型  

Dynamic Analysis of the Effect of Green Credit on Bank Operating Efficiency——Based on Panel VAR Model

作　　者：廖筠 胡伟娟 杨丹丹 LIAO Jun;HU Weijuan;YANG Dandan(School of Statistics, Tianjin University of Finance and Economics, Tianjin 300222, China)

机构地区：[1]天津财经大学统计学院,天津300222

出　　处：《财经论丛》2019年第2期57-64,共8页Collected Essays on Finance and Economics

基　　金：国家统计局14年度重点项目(2014LZ22)

摘　　要：本文选取10家商业银行2008～2017年的数据作为样本,运用动态综合评价模型计算得出银行的经营效率状况,与银行绿色信贷比建立面板VAR模型,进行二者间的动态分析。研究发现:绿色信贷对银行经营效率有长期显著的正向促进作用,且这种作用在短时间内会逐渐增大,长期将趋于平稳。这表明银行绿色信贷的实施在承担社会责任的同时,也提高了自身经营效率,银行应抓住绿色信贷的机遇,建立一套行之有效的长期发展机制。Based on the data of 10 commercial banks from 2008 to 2017, this paper uses the dynamic comprehensive evaluation model to calculate the bank s operational efficiency and establishes a panel VAR model with the bank s green credit ratio to conduct a dynamic analysis of the relationship between the two. The study finds that green credit has a long-term significant positive effect on banks operating efficiency, and this effect gradually increases in a short period of time and tends to stabilize in the long run. This shows that banks implement green credit while taking social responsibility, but also improve their own operational efficiency. Banks should seize the opportunity of green credit and establish an effective long-term development mechanism.

关 键 词：绿色信贷 经营效率 动态综合评价模型 面板VAR模型 

分 类 号：F832.4[经济管理—金融学]