CAJ | 학술논문

本文选取适当指标衡量金融生态环境和银行监管目标，通过采用主成分分析（PCA）、ADF平稳性检验和格兰杰因果检验等计量分析方法，对2003～2011年间中国金融生态环境与银行监管目标之间相互作用的因果关系进行了实证研究。结果显示，金融生态环境对银行监管目标存在影响。具体地，宏观经济环境和信用环境对公平性目标具有显著影响；制度环境和监管环境对效率性目标具有显著影响；金融生态环境对于稳定性目标的影响则不太显著。
본문선취괄당지표형량금융생태배경화은행감관목표，통과채용주성분분석（PCA）、ADF평은성검험화격란걸인과검험등계량분석방법，대2003～2011년간중국금융생태배경여은행감관목표지간상호작용적인과관계진행료실증연구。결과현시，금융생태배경대은행감관목표존재영향。구체지，굉관경제배경화신용배경대공평성목표구유현저영향；제도배경화감관배경대효솔성목표구유현저영향；금융생태배경대우은정성목표적영향칙불태현저。
By setting up the indicators of financial ecology environment (including institution,macro-economy,credit and law environment)and objectives of banking supervision (including fair target,efficiency target and stability target), this paper explores how financial ecology environment affects the objectives of banking supervision and carries out an empirical study of the influences between them,based on the related data from 2003 to 201 1 in China,with the methods of principal component analysis and Granger causality test.The conclusions show that financial ecology environment has effects on the objectives of banking supervision.Specifically,macro-economy credit environment have obvious effects on fairs objectives and system supervision environment also have the same obvious effects,while financial ecology environment has not obvious effects on stability objectives.