商业银行运行效率与经济增长互动机理分析
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摘要
商业银行在防范金融风险,促进我国经济持续健康发展上起着举足轻重的作用。研究运用DEA中的CCR模型,单位根检验,Johansen协整检验和格兰杰因果检验对2007-2017年我国15家主要上市商业银行相关数据进行分析,得出我国商业银行总平均技术效率和总平均纯技术效率和经济增长存在显著的因果关系,但是规模效率与经济增长不存在因果关系,再从商业银行运行效率和经济增长的角度为促进二者良性互动关系提出建议。
Commercial banks play an important role in preventing financial risks and promoting sustainable and healthy economic development in China. This paper uses CCR Model in DEA, unit root test, Johansen cointegration test and Granger causality test to analyze the relevant data of 15 major listed commercial banks in China from 2007 to 2017, and concludes that the total average, total average technical efficiency and pure technical efficiency and economic growth have significant causal relationships, but the scale efficiency and economic growth is not a causal relationship. Some suggestions are put forward to promote the positive interaction between them from the angle of operational efficiency and economic growth of commercial banks.
Commercial banks play an important role in preventing financial risks and promoting sustainable and healthy economic development in China. This paper uses CCR Model in DEA, unit root test, Johansen cointegration test and Granger causality test to analyze the relevant data of 15 major listed commercial banks in China from 2007 to 2017, and concludes that the total average, total average technical efficiency and pure technical efficiency and economic growth have significant causal relationships, but the scale efficiency and economic growth is not a causal relationship. Some suggestions are put forward to promote the positive interaction between them from the angle of operational efficiency and economic growth of commercial banks.
引文
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[8]WANKE P.Md.Abul kalam azadb.efficiency in BRICS banking under data vagueness:a two-stage fuzzy approach[J].Global Finance Journal,2017(35):176-183.
[9]檀隽.甘肃省商业银行发展与区域经济增长关系研究[D].甘肃:兰州大学经济与管理学院,2015.
[10]周丽丽,杨刚强.中国金融发展速度与经济增长关系的区域差异:基于区域研究的视角[J].中国软科学,2014(2):09-15.
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[12]胡亚涛,张甲鹏,胡江南.金融发展与区域经济增长研究--基于重庆市的实证分析[J].重庆邮电大学学报(社会科学版),2012,24(3):58-62.
[13]后小仙.复杂经济运行背景下省域经济风险评价--基于安徽省1995-2009年的经验证据[J].财经理论与实践,2013,34(2):98-103.
[2]LEIBENSTEIN H.Allocative efficiency vs."X-Efficiency[J].The Amrican Economic Review,1966,56(3):21-22.
[3]李宇.我国商业银行评价研究[D].成都:西南财经大学经济与管理学院,2008.
[4]季仙华,齐兰.银行效率与经济增长关系实证研究[J].中央财经大学学报,2013(2):31-34.
[5]李国荣,孟哲.我国地方商业银行的实证研究[J].产业与科技论坛,2014(07):09-11.
[6]郭逸雪.我国商业银行运行效率对比分析及影响因素研究[D].重庆:重庆工商大学,2015.
[7]徐临,贺彩萌.京津冀地区城市商业银行测度的研究[J].金融教育研究,2016(123):12-16.
[8]WANKE P.Md.Abul kalam azadb.efficiency in BRICS banking under data vagueness:a two-stage fuzzy approach[J].Global Finance Journal,2017(35):176-183.
[9]檀隽.甘肃省商业银行发展与区域经济增长关系研究[D].甘肃:兰州大学经济与管理学院,2015.
[10]周丽丽,杨刚强.中国金融发展速度与经济增长关系的区域差异:基于区域研究的视角[J].中国软科学,2014(2):09-15.
[11]杨玉梅.金融发展与经济增长的实证检验--以安徽省为例[J].财会月刊,2015(26):18-27.
[12]胡亚涛,张甲鹏,胡江南.金融发展与区域经济增长研究--基于重庆市的实证分析[J].重庆邮电大学学报(社会科学版),2012,24(3):58-62.
[13]后小仙.复杂经济运行背景下省域经济风险评价--基于安徽省1995-2009年的经验证据[J].财经理论与实践,2013,34(2):98-103.