【摘要】：近年來,金融發(fā)展與經(jīng)濟(jì)增長之間的關(guān)系愈來愈受經(jīng)濟(jì)學(xué)界的關(guān)注。目前,國外對(duì)金融發(fā)展與經(jīng)濟(jì)增長的研究較多,大多數(shù)經(jīng)濟(jì)學(xué)者認(rèn)為金融發(fā)展與經(jīng)濟(jì)增長之間存在正相關(guān)關(guān)系,即金融發(fā)展能促進(jìn)經(jīng)濟(jì)增長。與國外相比,越南的相關(guān)研究比較缺乏。鑒于此,深入研究越南金融發(fā)展與經(jīng)濟(jì)增長之間的關(guān)系,對(duì)了解越南的經(jīng)濟(jì)發(fā)展有一定的參考價(jià)值。本文在借鑒國內(nèi)外現(xiàn)有的理論研究和實(shí)證方法的基礎(chǔ)上,以越南1995-2014年相關(guān)數(shù)據(jù)為依據(jù),從金融深化程度、金融發(fā)展規(guī)模、銀行發(fā)展深度、保險(xiǎn)發(fā)展程度四個(gè)方面考察金融發(fā)展與經(jīng)濟(jì)增長之間的關(guān)系。實(shí)證研究采用向量自回歸模型,在此基礎(chǔ)上對(duì)金融發(fā)展和經(jīng)濟(jì)增長的各變量進(jìn)行協(xié)整檢驗(yàn),并通過建立向量誤差修正模型得出各變量的參數(shù)估計(jì)值,然后進(jìn)行格蘭杰因果關(guān)系檢驗(yàn),最后再通過脈沖響應(yīng)函數(shù)和方差分解進(jìn)行動(dòng)態(tài)效應(yīng)分析。通過研究得出如下結(jié)論:第一,從格蘭杰因果關(guān)系檢驗(yàn)可知,金融發(fā)展與經(jīng)濟(jì)增長之間呈“供給引導(dǎo)”關(guān)系。金融發(fā)展對(duì)經(jīng)濟(jì)增長有促進(jìn)作用,但經(jīng)濟(jì)增長不能帶動(dòng)金融發(fā)展。這說明越南金融機(jī)構(gòu)資產(chǎn)的擴(kuò)展對(duì)金融資源的配置效率較高,從而促進(jìn)經(jīng)濟(jì)增長。第二,動(dòng)態(tài)脈沖響應(yīng)分析結(jié)果顯示,金融深化率和保險(xiǎn)深度在短期內(nèi)會(huì)抑制經(jīng)濟(jì)的增長,從長期來看卻能促進(jìn)經(jīng)濟(jì)的增長。金融相關(guān)率對(duì)經(jīng)濟(jì)增長帶來正面影響,但這種影響在長期內(nèi)是逐漸減弱的。銀行信貸與經(jīng)濟(jì)增長在長期存在負(fù)面影響,之所以會(huì)出現(xiàn)這種情況是因?yàn)橥顿Y資金主要源于信貸,銀行因分配信貸不合理而造成不良貸款現(xiàn)象,這種現(xiàn)象持續(xù)時(shí)間很長,從而影響經(jīng)濟(jì)增長。第三,從貢獻(xiàn)度上分析,金融深化程度對(duì)經(jīng)濟(jì)增長的貢獻(xiàn)率最高達(dá)34.34%,銀行發(fā)展深度,金融發(fā)展規(guī)模次之,保險(xiǎn)市場貢獻(xiàn)率較少。近幾年越南政府實(shí)行的貨幣政策對(duì)各類貸款推出優(yōu)惠政策、調(diào)整利率、合理分配資源,從而促進(jìn)經(jīng)濟(jì)增長。保險(xiǎn)市場對(duì)經(jīng)濟(jì)的作用是有限的,在大力發(fā)展保險(xiǎn)市場的同時(shí),要使市場規(guī)范化,避免大的金融風(fēng)險(xiǎn)影響經(jīng)濟(jì)增長。最后根據(jù)研究所得出的結(jié)論,分別從經(jīng)濟(jì)層面、管理層面、制度層面對(duì)促進(jìn)越南金融發(fā)展與推動(dòng)經(jīng)濟(jì)增長提出相關(guān)對(duì)策建議。
[Abstract]:In recent years, the relationship between financial development and economic growth has been paid more and more attention by economists. At present, there are many researches on financial development and economic growth in foreign countries. Most economists believe that there is a positive correlation between financial development and economic growth, that is, financial development can promote economic growth. Compared with foreign countries, Vietnam is lack of relevant research. In view of this, in-depth study of the relationship between Vietnam's financial development and economic growth has certain reference value for understanding Vietnam's economic development. Based on the existing theoretical research and empirical methods at home and abroad, based on the relevant data of Vietnam from 1995 to 2014, this paper analyzes the extent of financial deepening, the scale of financial development and the depth of bank development. This paper examines the relationship between financial development and economic growth in four aspects of insurance development. The empirical study adopts vector autoregressive model to test the variables of financial development and economic growth on this basis, and obtains the parameter estimates of each variable by establishing vector error correction model. Then Granger causality test is carried out, and the dynamic effect is analyzed by impulse response function and variance decomposition. The conclusions are as follows: first, Granger causality test shows that the relationship between financial development and economic growth is supply-oriented. The financial development has the promotion function to the economic growth, but the economic growth cannot drive the financial development. This indicates that the expansion of the assets of Vietnamese financial institutions is more efficient in allocating financial resources, thus promoting economic growth. Second, the results of dynamic impulse response analysis show that financial deepening rate and insurance depth can restrain economic growth in the short term, but can promote economic growth in the long run. Financial correlation rates have a positive impact on economic growth, but this effect is gradually weakening in the long run. The negative effects of bank credit and economic growth in the long run are caused by the fact that the investment funds are mainly derived from credit, and the phenomenon of non-performing loans caused by the unreasonable distribution of credit by banks has been going on for a long time. Thus affecting economic growth. Thirdly, the contribution of financial deepening to economic growth is 34.34%, the depth of bank development, the scale of financial development is the second, and the contribution rate of insurance market is less. The monetary policy implemented by the Vietnamese government in recent years has introduced preferential policies for all kinds of loans, adjusted interest rates, rationally allocated resources, and thus promoted economic growth. The role of insurance market to the economy is limited. While developing insurance market vigorously, we should standardize the market and avoid the influence of large financial risks on economic growth. Finally, according to the conclusions of the study, from the economic level, the management level, the system level to promote the Vietnamese financial development and promote economic growth put forward the relevant countermeasures.
【學(xué)位授予單位】：重慶師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F833.33;F124.1

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