本文關(guān)鍵詞： 金融結(jié)構(gòu) 經(jīng)濟(jì)增長(zhǎng) VEC 廣義脈沖響應(yīng)函數(shù)　出處：《浙江理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：一個(gè)國(guó)家或地區(qū)的金融結(jié)構(gòu)能否為當(dāng)?shù)氐慕?jīng)濟(jì)發(fā)展有效地提供金融服務(wù)，已受到學(xué)術(shù)界的廣泛關(guān)注，國(guó)內(nèi)外大量研究文獻(xiàn)表明金融結(jié)構(gòu)對(duì)經(jīng)濟(jì)增長(zhǎng)有推動(dòng)作用，然而對(duì)一個(gè)區(qū)域的研究，大多數(shù)局限于金融發(fā)展與經(jīng)濟(jì)增長(zhǎng)的研究中，具體到浙江省，許多學(xué)者只是從金融總量或金融中介的單方面來(lái)研究金融發(fā)展或金融結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)的簡(jiǎn)單線性關(guān)系，少數(shù)能全面綜合考慮銀行、證券、保險(xiǎn)和貨幣的金融結(jié)構(gòu)，，以及研究它們之間的長(zhǎng)期和短期的關(guān)系。2012年浙江省經(jīng)濟(jì)增速全國(guó)倒數(shù)，受到各界爭(zhēng)議，而浙江省的經(jīng)濟(jì)和金融都在全國(guó)處于領(lǐng)先水平，這在某種程度上表明浙江省的金融結(jié)構(gòu)可能與經(jīng)濟(jì)增長(zhǎng)存在某種不平衡的問(wèn)題。因此，根據(jù)現(xiàn)有研究的不足，本文創(chuàng)新性綜合銀行、證券、保險(xiǎn)和貨幣的金融結(jié)構(gòu)來(lái)考察浙江金融結(jié)構(gòu)對(duì)經(jīng)濟(jì)增長(zhǎng)的長(zhǎng)短期影響。 本文首先對(duì)國(guó)內(nèi)外相關(guān)文獻(xiàn)和理論進(jìn)行了梳理，得出目前文獻(xiàn)關(guān)于區(qū)域金融結(jié)構(gòu)的理論研究和指標(biāo)選取存在不足，并提出在研究中改進(jìn)以往浙江省的金融結(jié)構(gòu)指標(biāo)選取和研究方法；其次，本文借鑒國(guó)外金融與經(jīng)濟(jì)增長(zhǎng)關(guān)系的相關(guān)理論，結(jié)合金融經(jīng)濟(jì)的實(shí)際情況，對(duì)金融結(jié)構(gòu)作用經(jīng)濟(jì)增長(zhǎng)的傳導(dǎo)機(jī)制進(jìn)行了分析；然后，在理論分析的基礎(chǔ)上，對(duì)浙江省金融結(jié)構(gòu)和經(jīng)濟(jì)發(fā)展的情況進(jìn)行了基本統(tǒng)計(jì)分析。最后，運(yùn)用主成分分析法引入三個(gè)金融結(jié)構(gòu)因子得分（金融總量因子得分、金融融資結(jié)構(gòu)因子得分、金融效率因子得分），然后將它們與人均GDP增長(zhǎng)率進(jìn)行Granger因果檢驗(yàn)、VEC模型和廣義脈沖響應(yīng)函數(shù)分析，以檢驗(yàn)浙江金融結(jié)構(gòu)對(duì)經(jīng)濟(jì)增長(zhǎng)的長(zhǎng)短期影響，以及這種影響的方向、程度和時(shí)滯性。通過(guò)理論分析和實(shí)證研究，本文得出以下結(jié)論： 一、金融總量結(jié)構(gòu)可以借助金融功能影響儲(chǔ)蓄率、儲(chǔ)蓄投資轉(zhuǎn)化率、資本邊際生產(chǎn)率和企業(yè)家創(chuàng)新活動(dòng)，進(jìn)而影響資本積累和技術(shù)創(chuàng)新，從而促進(jìn)經(jīng)濟(jì)增長(zhǎng)。金融融資結(jié)構(gòu)可以通過(guò)經(jīng)濟(jì)結(jié)構(gòu)優(yōu)化來(lái)促進(jìn)經(jīng)濟(jì)增長(zhǎng)。 二、目前浙江省金融是以銀行為主導(dǎo)的金融體系，雖然金融結(jié)構(gòu)已經(jīng)很發(fā)達(dá)并高于全國(guó)平均水平，但直接融資能力還有待提高；雖然經(jīng)濟(jì)增長(zhǎng)水平一直位于全國(guó)前列，但經(jīng)濟(jì)結(jié)構(gòu)沒(méi)有達(dá)到經(jīng)濟(jì)發(fā)展需要的最優(yōu)結(jié)構(gòu)。 三、金融總量因子得分、金融融資結(jié)構(gòu)因子得分、金融效率因子得分，均是引起經(jīng)濟(jì)增長(zhǎng)的Granger原因；在長(zhǎng)期里，金融總量因子和金融融資結(jié)構(gòu)因子與人均GDP增長(zhǎng)率之間呈現(xiàn)反向變動(dòng)關(guān)系，金融效率因子與人均GDP增長(zhǎng)率之間呈現(xiàn)同向變動(dòng)關(guān)系；在短期里，金融總量因子的變動(dòng)對(duì)人均GDP增長(zhǎng)率變動(dòng)產(chǎn)生正向影響，金融融資結(jié)構(gòu)因子和金融效率因子的變動(dòng)對(duì)人均GDP增長(zhǎng)率變動(dòng)存在負(fù)向影響。 最后，本文立足于現(xiàn)實(shí)情況，將實(shí)證結(jié)果與理論分析進(jìn)行對(duì)比分析，提出以下幾點(diǎn)建議：優(yōu)化金融產(chǎn)業(yè)結(jié)構(gòu)，提高金融服務(wù)非國(guó)有經(jīng)濟(jì)水平；解決現(xiàn)實(shí)問(wèn)題，提高金融市場(chǎng)發(fā)展的質(zhì)量；構(gòu)建功能互補(bǔ)的金融體系，提高金融效率。
[Abstract]:Whether the financial structure of a country or region for the local economic development effectively to provide financial services, has received extensive attention in academic circles, a lot of literatures show that the financial structure has a positive effect on economic growth, but on a regional study, most confined to the study of financial development and economic growth, specific to Zhejiang Province, many scholars only from a simple linear relationship between total financial or financial intermediary unilaterally to study the financial development and financial structure and economic growth, a comprehensive consideration of the bank, securities, insurance and financial structure of the currency, and discuss their long-term and short-term relationship between.2012 years of economic growth in Zhejiang Province National countdown and by all disputes, Zhejiang Province Economic and financial are at the leading level in the country, this shows that the financial structure of Zhejiang province. May to some extent There is some imbalance between economic growth and economic growth. Therefore, according to the shortcomings of existing research, this paper innovatively integrated the financial structure of bank, securities, insurance and currency to examine the long and short term effects of Zhejiang's financial structure on economic growth.
Based on the domestic and foreign related literature and theories, the theoretical research and the index of regional financial structure in the literature selection problems, and put forward the research methods and the selection of financial structure indicators improved the previous research in Zhejiang province; secondly, the related theories of borrowing in foreign countries financial and economic growth, combined with the actual the financial and economic situation, the conduction mechanism of the effect of financial structure and economic growth were analyzed; then, based on the theoretical analysis of financial structure and economic development of Zhejiang Province, analyses the situation of the statistical base. Finally, using principal component analysis method is introduced into the three financial structure factor score (financial total factor score. Financing structure factor scores, factor scores), financial efficiency and then Granger causality test rate growth and per capita GDP, VEC model and generalized impulse The response function analysis is used to examine the long and short term effects of Zhejiang's financial structure on economic growth, and the direction, degree and lag of the impact. Through theoretical analysis and empirical research, the following conclusions can be drawn.
A total financial structure can be based on the financial function of the savings rate, savings investment conversion rate, the marginal productivity of capital and entrepreneurial innovation activities, and the impact of capital accumulation and technological innovation, so as to promote the economic growth. The financing structure can be obtained by optimizing the economic structure to promote economic growth.
Two, bank dominated financial system in Zhejiang province is the financial, although the financial structure has been well developed and higher than the national average, but the direct financing ability needs to be improved; although the level of economic growth has been at the forefront of the country, but the economic structure does not achieve the optimal structure of economic development needs.
Three, the financial total factor score, financing structure and financial efficiency factor scores, factor scores are the Granger cause of economic growth; in the long run, showed the reverse changes in the relationship between financial factors and total financial financing structure factor and the growth rate of per capita GDP, between financial efficiency factor and GDP per capita growth rate showed the same change the relationship between; in the short term, the financial total factor changes on GDP per capita growth rate has a positive impact, financing structure factor and financial efficiency of the change of the factor of GDP per capita growth rate has a negative impact.
Finally, based on the actual situation, empirical results and theoretical analysis are compared and analyzed, put forward the following suggestions: optimize the structure of financial industry, improve the financial service level of non state-owned economy; to solve practical problems and improve the quality of financial market development; construction of complementary functions of the financial system, improve financial efficiency.

【學(xué)位授予單位】：浙江理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.7;F127

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