摘要
使用物流业发展规模和发展效率作为物流业发展的衡量指标,选取我国1991年~2010年的年度数据,运用VAR模型的脉冲响应函数和方差分解方法对货物运输保险和物流业发展的关系进行实证研究。结果表明:货物运输保险与物流业发展规模和发展效率都是一阶单整的,它们之间存在长期协整关系,并且只存在单向因果关系:货物运输保险是物流业发展规模的格兰杰原因,也是物流业发展效率的格兰杰原因,反之不成立。而且货物运输保险的发展在短期内对物流业规模的发展影响不明显,但在长期内有较大的促进作用;对物流业发展效率的促进作用较稳定,总体来说有利于物流业的振兴和发展。最后在此基础上提出相应的对策建议。
This paper used the scale of the logistics industry and its development efficiency as the indicators of the overall development status of this industry. Based on the industry's data during 1991 -2010,it used the VAR model impulse response functions and variance decomposition method to do empirical research about the relationship between the cargo insurance and the logistics industry. The research showed that ( 1 ) there is a first-order integrated relationship between cargo insurance and the scale and efficiency of development of logistics ; ( 2 ) there appears a long-term co-integration relationship ; (3) there also exists a one-way causal relationship : cargo insurance is the Granger reason for the scale development of the logistics industry, but the reverse effect does not work. Moreover, in short term the effect of cargo insurance to the development of the logistics industry is not very significant, but in the long term there will be a greater positive correlation. The effect curve will be very stable for the efficiency of the logistics industry's development. As a conclusion,the development of cargo insurance is conducive to the revitalization and development of the logistics industry. The paper gave out several suggestions for the development of logistics industry.
出处
《保险研究》
北大核心
2011年第11期106-111,共6页
Insurance Studies
关键词
货物运输保险
物流业发展
VAR模型
脉冲响应函数
方差分解
cargo insurance
the development of the logistics industry
VAR model
impulse response function
vafiance decomposition