| 基于VAR模型的深圳保险发展与宏观经济增长关联机制研究 |
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| 引用本文： | 白志刚.基于VAR模型的深圳保险发展与宏观经济增长关联机制研究[J].保险职业学院学报,2011(6). |
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| 作者姓名： | 白志刚 |
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| 作者单位： | 中国保监会深圳监管局; |
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| 摘 要： | 深圳特区建立30年以来,随着宏观经济的迅猛发展,深圳保险业也不断发展壮大,创造了诸多全国第一。本文通过建立VAR模型,借助脉冲响应函数、方差分解方法,揭示了深圳保险发展与宏观经济之间的关联机制,分析了金融危机对深圳保险业的影响路径,并在此基础上形成了一些结论和建议。
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| 关 键 词： | 保险发展 Granger因果关系 VAR模型:脉冲响应函数 方差分解 |
Research on the Correlative Mechanism between the Insurance Development and Macroeconomy Growth in Shenzhen Based on VAR Model |
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| Bai Zhigang.Research on the Correlative Mechanism between the Insurance Development and Macroeconomy Growth in Shenzhen Based on VAR Model[J].JOURNAL OF INSURANCE PROFESSIONAL COLLEGE,2011(6). |
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| Authors: | Bai Zhigang |
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| Institution: | Bai Zhigang |
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| Abstract: | During the 30 years since the establishment of Shenzhen Special Economic Zone,Shenzhen insurance industry has developed continuously along with the great development of Shenzhen macro economy and has made many records of China.By means of setting up VAR model,impulse response function and variance decomposition method,this article reveals the interrelated mechanism between Shenzhen's insurance development and macro economic growth,analyses the financial crisis' influence to Shenzhen insurance industry,and f... |
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| Keywords: | Insurance development Granger causality VAR model Impulse response function Variance decomposition |
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