| 基于PVAR模型的金融数字化资源与城市化进程的关联性研究 |
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| 引用本文： | 王楠,张晓峒.基于PVAR模型的金融数字化资源与城市化进程的关联性研究[J].情报科学,2011(10). |
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| 作者姓名： | 王楠 张晓峒 |
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| 作者单位： | 吉林大学商学院;南开大学国际经济研究所; |
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| 摘 要： | 本文采用34个城市1993-2009年相关数据,建立PVAR模型,在此基础上分析城市金融发展与城市化程度的相互影响。实证结果表明在长期,金融发展是城市化程度的Granger原因,金融发展可以促使城市化程度的增加。从长期来看,我国的城市化程度并没影响城市金融发展水平。在短期,金融发展与城市化程度是互为Granger原因的,即在短期存在着双向的因果关系。
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| 关 键 词： | 城市化 金融信息资源 PVAR模型 方差分解 因果关系 |
Related Study of the Financial and Urbanization Based on the PVAR Model |
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| WANG Nan,ZHANG Xiao-tong.Related Study of the Financial and Urbanization Based on the PVAR Model[J].Information Science,2011(10). |
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| Authors: | WANG Nan ZHANG Xiao-tong |
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| Institution: | WANG Nan1,ZHANG Xiao-tong2(1.School of Business,Jilin University,Changchun 130012,China,2.Institute of International Economics,Nankai University,Tianjin 300071,China) |
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| Abstract: | This paper uses the data between 1993-2009 in 34 cities to build the PVAR model,on the basis of the analysis of urban financial development of urbanization,degree of mutual influence relationship.Empirical results show that in the long term,financial development is the degree of urbanization Granger cause financial development can promote an increase in the degree of urbanization.In the long run,China's urbanization level did not affect the level of financial development in the city.In short,financial devel... |
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| Keywords: | urbanization financial development PVAR model variance decomposition causal relationship |
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