離群值處理在金融發(fā)展對經(jīng)濟(jì)增長影響研究中的應(yīng)用
發(fā)布時間:2018-03-01 23:36
本文關(guān)鍵詞: 金融發(fā)展 經(jīng)濟(jì)增長 離群值 LTS LSDV 出處:《軟科學(xué)》2017年06期 論文類型:期刊論文
【摘要】:采用77個國家和地區(qū)1988~2014年間的面板數(shù)據(jù),依據(jù)最小截平方和(LTS)估計識別和去除離群值后,通過最小二乘虛擬變量(LSDV)估計從實(shí)證角度驗(yàn)證金融發(fā)展對經(jīng)濟(jì)增長的作用。結(jié)論表明:各國銀行業(yè)發(fā)展和股票市場發(fā)展均對經(jīng)濟(jì)增長顯著正相關(guān),這與當(dāng)下各國積極推行金融改革以促進(jìn)經(jīng)濟(jì)增長的政策是相符的。
[Abstract]:Using panel data from 77 countries and regions for the period 19882014, estimates based on the least truncated square sum (LTSs) for identifying and removing outliers, The effect of financial development on economic growth is verified from the empirical point of view by using the least square virtual variable LSDV. The results show that the development of banking industry and stock market are significantly positively correlated with economic growth. This is consistent with the current policy of actively pursuing financial reforms to promote economic growth.
【作者單位】: 西南交通大學(xué)經(jīng)濟(jì)管理學(xué)院;湖南大學(xué)金融與統(tǒng)計學(xué)院;
【分類號】:F113;F831
,
本文編號:1554112
本文鏈接:http://sikaile.net/jingjilunwen/huobiyinxinglunwen/1554112.html
最近更新
教材專著