本文關(guān)鍵詞： 商業(yè)銀行效率 格蘭杰因果關(guān)系檢驗 經(jīng)濟(jì)增長　出處：《青島理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

【摘要】：一直以來，經(jīng)濟(jì)增長理論都熱衷于對經(jīng)濟(jì)增長影響因素的探究，之前金融這一因素都不在他們的考慮范圍之內(nèi)，但鑒于金融在現(xiàn)代經(jīng)濟(jì)發(fā)展中扮演著重要角色，因此，從金融的視角來對經(jīng)濟(jì)增長進(jìn)行分析就極為必要。我國是銀行主導(dǎo)型的金融體系結(jié)構(gòu)，而山東省的金融結(jié)構(gòu)因資本市場也尚未進(jìn)入到活躍期，故而也是以銀行為主導(dǎo)。加之金融是一種稀缺資源，規(guī)模和結(jié)構(gòu)的提升對它而言都是收效甚微，效率提升是商業(yè)銀行未來發(fā)展之關(guān)鍵。在此背景下，本文從商業(yè)銀行的效率角度來分析它跟經(jīng)濟(jì)增長間關(guān)系就很富理論及實踐價值。 本文首先將按時間順序來對國內(nèi)外有關(guān)銀行效率、商業(yè)銀行效率與經(jīng)濟(jì)增長間關(guān)系的相關(guān)理論與文獻(xiàn)進(jìn)行綜合敘述，并主要針對我國的相關(guān)學(xué)術(shù)研究進(jìn)行了評論。然后對二者之間的關(guān)系進(jìn)行理論分析：其中有對經(jīng)濟(jì)增長及商業(yè)銀行效率含義的界定、二者間的相互作用機(jī)制描述以及對下一章節(jié)商業(yè)銀行效率體系的構(gòu)建的說明，進(jìn)而結(jié)合山東省商業(yè)銀行業(yè)之具體發(fā)展情況，聯(lián)合考慮相關(guān)數(shù)據(jù)的可獲得性，構(gòu)建衡量二者的相關(guān)指標(biāo)變量，并在此基礎(chǔ)上對山東省商業(yè)銀行效率與經(jīng)濟(jì)增長進(jìn)行實證研究，實證檢驗分析主要包括對山東省此二者變量的單位根檢驗,根據(jù)檢驗結(jié)果所有變量對數(shù)化后均為平穩(wěn)時間序列，因此在對變量進(jìn)行了多重共線性、異方差性以及序列相關(guān)性后，對變量進(jìn)行了多元線性回歸分析以及格蘭杰因果關(guān)系檢驗，在得到檢驗結(jié)果之后，還總結(jié)與說明了本文實證分析結(jié)果：首先，商業(yè)銀行經(jīng)營效率中的貸款投資對經(jīng)濟(jì)增長效應(yīng)顯示為金融抑制，技術(shù)創(chuàng)新效率（資本技術(shù)投入率）則能促進(jìn)經(jīng)濟(jì)的增長，，銀行經(jīng)營效率中的資本積累與競爭效率對經(jīng)濟(jì)增長發(fā)展影響則不明顯，其次，格蘭杰因果關(guān)系檢驗結(jié)果僅僅表明了經(jīng)濟(jì)增長對貸款投資有著促進(jìn)作用，這與多元線性回歸分析結(jié)果并不符合，這些都為后文提出的相關(guān)建議提供方向。最后根據(jù)前文的實證分析結(jié)果，并結(jié)合文中山東省各項變量指標(biāo)的具體情況，對二者間關(guān)系的改良提出了相關(guān)建議：宏觀經(jīng)濟(jì)環(huán)境方面，確保山東省商業(yè)銀行與經(jīng)濟(jì)的共同發(fā)展；宏觀金融環(huán)境上，要著重協(xié)調(diào)政府與市場之間的關(guān)系：放松金融管制、健全金融法律法規(guī)、改善銀行業(yè)的競爭性市場結(jié)構(gòu)；微觀銀行本身來說，分別地，建議國有商業(yè)銀行應(yīng)該積極增強(qiáng)競爭意識、優(yōu)化銀行資產(chǎn)結(jié)構(gòu)與質(zhì)量，而股份制商業(yè)銀行則應(yīng)更加注重并加大技術(shù)創(chuàng)新力度，鞏固原有優(yōu)勢；而兩者都應(yīng)注重對人才的培養(yǎng)、分配與鼓勵以及加快技術(shù)進(jìn)步與創(chuàng)新。
[Abstract]:For a long time, the theory of economic growth has been keen to explore the influence factors of economic growth. Before this, financial factors were not considered by them, but since finance plays an important role in the development of modern economy, so, It is very necessary to analyze the economic growth from the perspective of finance. China is a bank-oriented financial system structure, and the financial structure of Shandong Province has not yet entered an active period because of the capital market. Therefore, it is also dominated by banks. In addition, finance is a scarce resource, and the improvement of scale and structure has little effect on it. Efficiency improvement is the key to the future development of commercial banks. In this context, the improvement of efficiency is the key to the future development of commercial banks. This paper analyzes the relationship between commercial bank and economic growth from the angle of efficiency. In this paper, first of all, the relevant theories and literatures about the relationship between bank efficiency, commercial bank efficiency and economic growth at home and abroad will be comprehensively described in chronological order. Then it makes a theoretical analysis of the relationship between them: the definition of economic growth and the efficiency of commercial banks. The mechanism of interaction between the two and the construction of the efficiency system of commercial banks in the next chapter are described, and then the availability of relevant data is considered in combination with the specific development of commercial banking in Shandong Province. On the basis of this, the paper makes an empirical study on the efficiency and economic growth of commercial banks in Shandong Province. The empirical analysis mainly includes the unit root test of these two variables in Shandong Province. According to the test results, all variables are stationary time series after logarithmic, so after multiplex collinearity, heteroscedasticity and sequence correlation, multivariate linear regression analysis and Granger causality test are carried out. After getting the test results, the empirical results of this paper are summarized and explained. Firstly, the effect of loan investment on economic growth in the efficiency of commercial banks is shown as financial suppression. The efficiency of technological innovation (capital investment rate) can promote economic growth, while the capital accumulation and competition efficiency in the efficiency of bank management have no obvious impact on the development of economic growth. The Granger causality test only shows that economic growth promotes loan investment, which is not consistent with the results of multiple linear regression analysis. Finally, according to the results of the empirical analysis above, and combined with the specific situation of the variables in Shandong Province, Some suggestions are put forward to improve the relationship between them: in the aspect of macroeconomic environment, to ensure the common development of commercial banks and economy in Shandong Province; in the macro-financial environment, we should focus on coordinating the relationship between the government and the market: to relax financial regulation, To improve financial laws and regulations and improve the competitive market structure of the banking sector, micro banks, respectively, suggest that state-owned commercial banks should actively enhance their sense of competition and optimize the structure and quality of bank assets. The joint-stock commercial banks should pay more attention to the technological innovation and consolidate the original advantages, and both should pay attention to the cultivation, distribution and encouragement of talents, and accelerate the technological progress and innovation.
【學(xué)位授予單位】：青島理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.33;F127

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