革命老区金融发展收敛性的分位数回归分析—以川东北五市为例  

Quantile Regression Analysis to the Convergence of Financial Development in the Old Revolutionary Regional—Based on the Five Cities in Northeast Sichuan

作　　者：王沁 彭皓 

机构地区：[1]西南交通大学数学学院统计系,四川成都

出　　处：《统计学与应用》2015年第2期86-93,共8页Statistical and Application

基　　金：2014年四川省教育厅人文社科项目——四川革命老区发展研究中心研究课题(编号:SLQ2014A-04)。

摘　　要：选取1999年~2013年的数据作为样本空间,采用FIR对数值这一指标,对川东北五市的金融发展做σ-收敛分析。根据σ-收敛的结果,把15年分为2个阶段,然后运用分位数回归对二个阶段做绝对β-收敛和条件β-收敛的对比分析。结果表明,2005年~2013年川东北五市都具有绝对β-收敛以及条件β-收敛的特性,在不同的边际效果下金融发展的初期水平对绝对β-收敛的速度具有影响。运用分位数回归得出的结果更符合实际,具有重要的参考价值。Selecting data from 1999 to 2013 as the sample space, based on the logarithm value of FIR as the indicator of the financial development, the σ-convergence of the five cities in northeastern Sichuan is analyzed. Based on the result, we divide the 15 years into two stages. Furthermore, the absolute β-convergence and the conditional β-convergence are analyzed by using the quantile regression. The results of the quantile regression analysis show that: from 2005 to 2013, the five cities in northeastern Sichuan have absolute β-convergence and conditional β-convergence. The speed of the absolute β-convergence is impacted by the initial financial development level under different marginal effects. The results obtained using quantile regression, are more realistic and have important reference value.

关 键 词：分位数回归 FIR 金融发展 Σ-收敛 绝对β-收敛 条件β-收敛 

分 类 号：F2[经济管理—国民经济]