摘要
基于1997-2016年的统计数据,运用因子分析的方法提取出衡量金融结构发展的主要指标,并将产业结构转型升级划分为产业结构高级化与产业结构合理化两个层面,将其分别与金融结构指标进行协整检验和格兰杰因果检验,最后建立误差修正模型。实证结果表明,产业结构转型升级与金融结构之间存在因果关系,即促进产业结构转型升级对金融结构的发展具有支持作用,而提升金融结构总量也能对产业结构转型升级有积极的影响。
Based on the statistical data of 1997-2016,this paper uses factor analysis method to extract the main indicators to measure the development of financial structure,and divides the transformation and upgrading of industrial structure into two levels:the upgrading of industrial structure and the rationalization of industrial structure,and carries out cointegration test and Granger causality test with the indicators of financial structure,respectively.And finally establish the co intergration model.The empirical results show that there is a causal relationship between industrial restructuring and upgrading and financial structure,that is,promoting industrial restructuring and upgrading can support the development of financial structure,and upgrading the total financial structure can also have a positive impact on industrial restructuring and upgrading.
作者
林春艳
任媛媛
LIN Chun-yan;REN Yuan-yuan(Shandong University of Finance and Economics,Jinan 250014,China)
出处
《科技和产业》
2019年第2期1-8,共8页
Science Technology and Industry
基金
山东省社会科学规划项目(17BJJJ03)
关键词
产业结构转型升级
金融结构
协整检验
格兰杰因果检验
误差修正模型
transformation and upgrading of industrial structure
financial structure
cointegration test
granger causality test
error correction model
作者简介
林春艳(1965—),女,山东威海人,山东财经大学统计学院,博士生导师,教授,博士,研究方向:金融统计、经济计量;任媛媛(1995—),女,山东济南人,山东财经大学统计学院,硕士研究生,研究方向:金融统计。
