重庆大学学报：社会科学版
重慶大學學報：社會科學版
중경대학학보：사회과학판
Journal of Chongqing University(Social Sciences Edition)
2015年
2期
1~8
,共null页
金融资产结构调整 产业结构升级 PVAR模型
金融資產結構調整 產業結構升級 PVAR模型
금융자산결구조정 산업결구승급 PVAR모형
financial assets structure adjustment; industrial structure upgrading; PVAR model
产业结构升级是十八大报告提出的重要任务,是当前中国转变经济增长方式的关键所在。文章从金融资产结构调整视角出发,在构建面板向量自回归模型（PVAR）的基础上,综合运用面板协整检验、面板脉冲响应和方差分解、面板格兰杰因果关系检验等多种模型对1993-2011年间西部地区金融资产结构调整与产业结构升级之间的互动关系进行深入研究。结果显示,西部地区金融资产结构调整与产业结构升级之间的确具有互动关系,但不同类型金融资产与产业结构升级之间的互动作用大小、方向和路径存在显著差异。
產業結構升級是十八大報告提齣的重要任務,是噹前中國轉變經濟增長方式的關鍵所在。文章從金融資產結構調整視角齣髮,在構建麵闆嚮量自迴歸模型（PVAR）的基礎上,綜閤運用麵闆協整檢驗、麵闆脈遲響應和方差分解、麵闆格蘭傑因果關繫檢驗等多種模型對1993-2011年間西部地區金融資產結構調整與產業結構升級之間的互動關繫進行深入研究。結果顯示,西部地區金融資產結構調整與產業結構升級之間的確具有互動關繫,但不同類型金融資產與產業結構升級之間的互動作用大小、方嚮和路徑存在顯著差異。
산업결구승급시십팔대보고제출적중요임무,시당전중국전변경제증장방식적관건소재。문장종금융자산결구조정시각출발,재구건면판향량자회귀모형（PVAR）적기출상,종합운용면판협정검험、면판맥충향응화방차분해、면판격란걸인과관계검험등다충모형대1993-2011년간서부지구금융자산결구조정여산업결구승급지간적호동관계진행심입연구。결과현시,서부지구금융자산결구조정여산업결구승급지간적학구유호동관계,단불동류형금융자산여산업결구승급지간적호동작용대소、방향화로경존재현저차이。
The of CPC, and it is the upgrading of industrial structure is a primary task in the Report of the 18th National Congress key to change the economic growth mode in China. This paper starts from the adjustment of fi- nancial assets structure, with provincial panel data on the structure adjustment of western financial assets and in- dustrial structure upgrading during 1993-2011 as samples, by constructing a PVAR model, using panel cointegra- tion test, panel impulse response function, variance decomposition technology, panel Grainger causality test to make multidimensional research. The conclusion proves that there is an interactive relationship between the struc- ture adjustment of western financial assets and industrial structure upgrading. But there are significant differences among different types of financial assets and industrial structure upgrading on interaction, direction and path
