摘要
以西安市为例,通过运用现代计量分析工具——格兰杰因果检验、脉冲相应函数、预测方差分解,对银行业发展与经济增长的动态关系进行了分析,研究发现西安银行业发展效率,而非银行业发展规模是西安经济增长的格兰杰原因;另外,就西安市经济增长的预测误差方差来说,银行业发展效率的解释能力要明显高于银行业发展规模。
Through modern econometric instruments---Granger causality test, Impulse response function, Variance decomposition, the essay analyzed the dynamic relationship between banking development and economic growth in Xi' an. It was found that the efficiency of banking development was the Granger causality of economic growth in Xi' an. The scale of banking development was not the Granger causality of economic growth of Xi' an; For the forecast error variance, the interpretative ability of the efficiency of banking development is stronger than the scale of Banking development in Xi'an.
出处
《西安财经学院学报》
2008年第2期49-54,共6页
Journal of Xi’an University of Finance & Economics
关键词
银行业发展效率
银行业发展规模
西安经济增长
efficiency of banking development
scale of banking development
economic growth in Xi'an