中国信贷增长与保险发展关系的动态分析——基于bootstrap仿真的实证研究
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引用本文:贺磊.中国信贷增长与保险发展关系的动态分析——基于bootstrap仿真的实证研究[J].财经理论与实践,2013,(3):35-39
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作者单位
贺磊 (中南大学 商学院湖南 长沙410083) 
中文摘要:采用基于bootstrap仿真的Wald检验、似然比检验、Lagrange数乘检验三种Granger因果检验方法对1985~2010年我国保险与银行信贷Granger 因果关系及其动态变化进行分析,并对两者相互累积作用进行bootstrap模拟估计,结果表明:在全样本情形下我国信贷发展不是保险的Granger原因,而我国保险发展是银行信贷的Granger原因;保险与银行信贷Granger因果关系随保险发展发生了结构性变化;除2004年之外,信贷对保险的累积作用均呈正向作用,而保险对信贷的累积作用呈现上下波动的不稳定特征。
中文关键词:保险  信贷  因果关系
 
The Dynamic Analysis of Casual Relationship Between Insurance and Credit in China: Based on Bootstrap Simulation
Abstract:The casual relationship between insurance and credit and its change has been analyzed by Wald test, Likelihood ratio test, and Lagrange number multiplied based on the bootstrap simulation for the period from 1985 to 2010. And the interaction cumulative effect between insurance and credit will be estimated by bootstrap simulation. The results are as following: under the situation of full samples, the credit is not the Granger casual of the insurance, but the insurance is the Granger casual of the credit; the casual relationship of them have occurred structural changes with the development the insurance; the cumulative effect of credit to insurance are positive except 2004, but the cumulative effect of insurance to credit tends to fluctuate.
keywords:Insurance  Credit  Causality
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