山东理工大学学报:社会科学版
山東理工大學學報:社會科學版
산동리공대학학보:사회과학판
Journal of Shandong University of Technology:Social Sciences Edition
2013年
4期
15~21
,共null页
结构向量自回归模型 脉冲响应函数 物流 金融 潜伏期
結構嚮量自迴歸模型 脈遲響應函數 物流 金融 潛伏期
결구향량자회귀모형 맥충향응함수 물류 금융 잠복기
SVAR; impulse response function; logistics; finance; latency
文章通过选取福建省1984~2011年之间衡量物流、金融发展水平的数据,运用结构向量自回归(SVAR)模型及脉冲响应分析方法,对物流业、金融发展规模和保险业发展之间的内在关联机制进行了研究。结果表明:保险业的发展、金融规模均对物流业的发展存在显著的Granger因果关系;来自保险业、金融发展规模上的冲击在经历一个短暂的潜伏期后,对物流业的发展带来积极的影响,然后逐渐消失;此外,物流行业对来自金融发展规模冲击的响应远大于来自对保险业的冲击的响应。最后,提出加强金融创新、设计符合金融与物流协同发展的模式以及加大金融对物流业的支持力度的必要性。
文章通過選取福建省1984~2011年之間衡量物流、金融髮展水平的數據,運用結構嚮量自迴歸(SVAR)模型及脈遲響應分析方法,對物流業、金融髮展規模和保險業髮展之間的內在關聯機製進行瞭研究。結果錶明:保險業的髮展、金融規模均對物流業的髮展存在顯著的Granger因果關繫;來自保險業、金融髮展規模上的遲擊在經歷一箇短暫的潛伏期後,對物流業的髮展帶來積極的影響,然後逐漸消失;此外,物流行業對來自金融髮展規模遲擊的響應遠大于來自對保險業的遲擊的響應。最後,提齣加彊金融創新、設計符閤金融與物流協同髮展的模式以及加大金融對物流業的支持力度的必要性。
문장통과선취복건성1984~2011년지간형량물류、금융발전수평적수거,운용결구향량자회귀(SVAR)모형급맥충향응분석방법,대물류업、금융발전규모화보험업발전지간적내재관련궤제진행료연구。결과표명:보험업적발전、금융규모균대물류업적발전존재현저적Granger인과관계;래자보험업、금융발전규모상적충격재경력일개단잠적잠복기후,대물류업적발전대래적겁적영향,연후축점소실;차외,물류행업대래자금융발전규모충격적향응원대우래자대보험업적충격적향응。최후,제출가강금융창신、설계부합금융여물류협동발전적모식이급가대금융대물류업적지지력도적필요성。
Taking the statistics of logistic and financial development in the years between 1984 and 2011 in Fujian province as the data for analysis,this paper studies the inter-relevance mechanisms among the logistic industry,financial development scale and the insurance development by applying the analytic method of the structural vector auto-regressive(SVAR) model and the impulse response analysis.The analysis result shows that there exists obvious Granger cause-effect relationship between the logistic development and the insurance industry development and financial scale;the impulse from the development of the insurance industry and the financial scale has positive effect on the development of logistics after a short period of latency and then this effect gradually disappears;furthermore,the response from the logistic industry to the impulse of financial scale is far more great than that to the impulse of the insurance industry.It is suggested in the paper at last that it is of great necessity to strengthen financial creativity,to design a model more suitable for the coordinate development of both the financial and the logistic development,and increase the support of the logistic development from the financial industry.