我国银行业结构与经济增长的因果关系研究--基于分期省级面板数据的实证研究

Study on the Relationship between the Banking Market Structure and Economic Growth in China——Based on a Panel Data Composed of 24 Provinces during Two Periods

本文基于我国1987～2004年间24个省份所构成的省级面板数据,通过将整个样本期分为两个子期,运用面板数据单位根检验、协整分析、面板数据误差纠正模型等现代计量经济学方法,对我国1987～1994和1995～2004年间银行业结构与经济增长的长期和短期因果关系进行了实证研究并在此基础上考察了始于1994年的银行商业化改革对银行业结构与经济增长可能存在的长期与短期因果关系的影响。

Using the unit root tests, cointegration analyses and error correction models, the paper investigates the longterm and short-term cause and effect relationship between the banking market structure and economic growth based on a panel data composed of 24 provinces in china from 1987 to 1994 and from 1995 to 2004. In addition, the paper also explores whether the banking commercial reform beginning from 1994 made an influence on the long-term and short-term cause and effect relationship between the banking market structure and economic growth.