数字信用与正规金融机构农户信贷违约——基于三阶段Probit模型的实证研究  

Digital Credit and Formal Financial in Stitutions Farmers Credit Default——Empirical Research Based on a Three-stage Probit Model

作　　者：孙光林 李金宁[2] 冯利臣 SUN Guanglin;LI Jinning;FENG Lichen

机构地区：[1]南京财经大学金融学院,南京210023 [2]浙江师范大学行知学院,金华321004 [3]东北财经大学经济学院,大连116025

出　　处：《农业技术经济》2021年第12期109-126,共18页Journal of Agrotechnical Economics

基　　金：教育部人文社科青年基金项目“中国农地经营权流转:动力机制与策略互动”(编号:17YJC790069);国家自然科学基金项目“互联网普及视角下农户数字素养对农业全要素生产率的作用机制研究”(编号:72003086)。

摘　　要：伴随着数字技术的发展,数字信用制度应运而生,但数字信用在农村金融市场的应用尚处于探索阶段。本文基于2019年中国东北三省农户家庭的调查数据,利用三阶段Probit模型克服信贷需求和信贷可得性导致的双重样本选择问题,实证检验了数字信用对农户正规金融机构信贷违约的影响及作用机制。研究发现:数字信用对农户信贷违约具有显著负向影响,即数字信用评分越高的农户信贷违约的可能性越低;还款能力和还款意愿在数字信用影响农户信贷违约的过程中具有显著中介效应。因此,利用数字技术完善农村金融市场数字信用体系建设,是改变正规金融机构获取农户信息成本偏高与风控难度大的有效途径之一。With the development of digital technology,the digital credit system arises at a historic moment,but the application of digital credit in the rural financial market is still in the exploratory stage.Based on the survey data of peasant households in three northeastern provinces of China in 2019,this paper uses the three-stage Probit model to overcome the dual sample selection problem caused by credit demand and credit availability,and empirically tests the impact and mechanism of digital credit on the credit default of peasant households in formal financial institutions.The results show that digital credit has a significant negative impact on farmers’credit default,that is,the higher the digital credit score,the lower the possibility of farmers’credit default.Repaying ability and willingness have a significant intermediary effect in the process of digital credit affecting farmers’credit default.Using digital technology to perfect the construction of a digital credit system in the rural financial market is one of the effective ways to change the high cost and difficulty of risk control for formal financial institutions to obtain farmers’information.

关 键 词：农户 数字信用 信贷违约 还款能力 还款意愿 

分 类 号：F832.43[经济管理—金融学] F323.6