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金融深化的指标体系及其关系 被引量:13

The Index System of Financial Depth and the Relationship among Its Indexes
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摘要 按照爱德华·S·肖的标准 ,可建立衡量一国金融深化发展水平的指标体系 ,在此基础之上 ,利用这一指标体系对我国的金融发展水平进行评价 ,并对各指标类型中的代表性变量长期内是否具有均衡关系进行协整分析 ,所得结果表明 ,我国金融深化呈现出的特征与理论假定相比 ,既有一致的地方 ,也有相悖之处 。 An index system can be constructed according to Shaw's criterion to measure the degree of one country 's financial depth. The level of China's financial development can be assessed with this system while analyzing through the co integration test the equilibrium relationship among the representative variables of various index types. The results indicate that there are both identical and different aspects between the hypothesis and the features presented by China's financial depth. Moreover, its financial depth agenda is possibly less coordinated.
作者 战明华
出处 《浙江大学学报(人文社会科学版)》 CSSCI 北大核心 2002年第5期103-109,共7页 Journal of Zhejiang University:Humanities and Social Sciences
关键词 金融深化 指标体系 协整检验 Financial depth index system co integration test
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参考文献4

  • 1爱德华.S.肖.经济发展中的金融深化[M].上海:三联书店,1992.
  • 2Dickey.D. A. and Fuller.W. A.likelihood ratio statistics for autoregressive time series with a unit root[J]. Econometrca,1981,(50) :1057-1072.
  • 3Johansen.S. and Juselius.K..Testing structural hypotheses in amultivariate coingegration analysis of the PPP and UIP[J].Journal of Econometrics ,1992,(53):211-44.
  • 4Johansen.S..Estimation and Hypothesis is Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models[J].Econometrica ,1991,(59):1551-1580.

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