基于DEA-Tobit模型的数字普惠金融对绿色信贷效率影响研究——以中国建设银行为例

Research on the Influence of Digital Inclusive Finance on Green Credit Efficiency Based on Tobit Model——Take China Construction Bank as an Example

数字化对普惠金融的赋能极大提升了金融服务的有效性、便捷性和延展性。绿色信贷作为绿色金融的重要工具,其对绿色资金的配置及市场定价方面发挥重要作用。为研究数字普惠金融能否推动绿色信贷发展,本文以建设银行为研究对象,选取2013年至2021年的数据,首先通过DEA-Malmquist模型计算出全要素生产率(TFPCH)作为衡量建设银行绿色信贷效率指标,后通过熵值法构建建设银行数字普惠金融指数作为普惠金融发展评价指标,最后以建设银行绿色信贷效率作为被解释变量、建设银行数字普惠金融指数作为解释变量并加入控制变量,构建Tobit回归模型。研究结果显示,建设银行数字普惠金融指数对建设银行绿色信贷效率存在显著的正向影响关系,数字普惠金融的大力发展能够有效推动建设银行绿色信贷效率的提升,但影响程度还有极大的提升空间。

The enablement of digitalization for inclusive finance has greatly improved the effectiveness,convenience and scalability of financial services.As an important tool of green finance,green credit plays an important role in the allocation and market pricing of green funds.In order to study whether digital inclusive finance can promote the development of green credit,this paper takes China Construction Bank as the research object,selects nine years'data from 2013 to 2021,firstly calculates the total factor productivity(TFPCH)through DEA-Malmquist model as the index to measure the green credit efficiency of China Construction Bank.Then,the entropy method was used to construct the digital inclusive finance index of China Construction Bank as the evaluation index of inclusive finance development.Finally,the green credit efficiency of China Construction Bank was taken as the explained variable,the digital inclusive finance index of China Construction Bank was taken as the explained variable and the control variable was added to build the Tobit regression model.The research results show that the digital inclusive finance index of China Construction Bank has a significant positive impact on the green credit efficiency of China Construction Bank.The development of digital inclusive finance can effectively promote the improvement of green credit efficiency of China Construction Bank,but the degree of influence still has a great room for improvement.