資源描述:
《基于PVAR模型我國金融發(fā)展、環(huán)境污染與經(jīng)濟(jì)增長關(guān)系的實(shí)證分析.pdf》由會(huì)員上傳分享,免費(fèi)在線閱讀,更多相關(guān)內(nèi)容在行業(yè)資料-天天文庫。
1、第34卷第3期南昌工程學(xué)院學(xué)報(bào)Vo1.34No.32015年6月JournalofNanehangInstituteofTechnologyJune.2015文章編號(hào):1674—0076(2015)03—0OO9—06基于PVAR模型我國金融發(fā)展、環(huán)境污染與經(jīng)濟(jì)增長關(guān)系的實(shí)證分析徐曄,王長松(江西財(cái)經(jīng)大學(xué)數(shù)量經(jīng)濟(jì)研究所,江西南昌330013)摘要:選取了1995-2010年我國31個(gè)省市的面板數(shù)據(jù),建立面板向量自回歸模型PVAR,并運(yùn)用脈沖響應(yīng)函數(shù)和預(yù)測(cè)方差分解刻畫了我國經(jīng)濟(jì)增長、金融發(fā)展及環(huán)境污染三者之間的動(dòng)態(tài)關(guān)系。研究結(jié)果發(fā)現(xiàn):(1)經(jīng)濟(jì)增長是導(dǎo)
2、致工業(yè)廢水、工業(yè)廢氣污染物增長的主要原因,也是金融發(fā)展的重要原因;(2)金融發(fā)展對(duì)環(huán)境污染整體上具有逐漸平穩(wěn)的負(fù)效應(yīng),金融發(fā)展能夠帑】約環(huán)境污染的惡化;(3)隨著時(shí)問推移,金融發(fā)展對(duì)經(jīng)濟(jì)增長的促進(jìn)作用會(huì)逐漸增強(qiáng);(4)經(jīng)濟(jì)增長的前期發(fā)展是建立在一定的廢氣排放量的基礎(chǔ)之上的。因此,對(duì)經(jīng)濟(jì)增長與金融發(fā)展、環(huán)境污染之間的動(dòng)態(tài)關(guān)系進(jìn)行研究,能夠?yàn)槲覈呖沙掷m(xù)的發(fā)展道路提供理論支持,為解決當(dāng)前經(jīng)濟(jì)增長問題提供措施與建議。關(guān)鍵詞:金融發(fā)展;經(jīng)濟(jì)增長;環(huán)境污染;PVAR;脈沖響應(yīng)分析中圖分類號(hào):F224:F832.44文獻(xiàn)標(biāo)識(shí)碼:AAnempiricalanaly
3、sisoftherelationshipamongChinesefinancedevelopment,environmentalpollutionandeconomicgrowthbasedonPVARmodelXUYe,WANGChangsong‘(InstituteofQuantitativeEconomics,JiangxiUniversityofFinanceandEconomics,Nanchang330013,China)Abstract:Weselectthepaneldataof31provincesinChinafrom1995to
4、2010toestablishaPVARpanelvectorauto—regressivemodelandusetheimpulseresponsefunctionandvariancedecompositiontoengravethedynamicrelationshipamongtheeconomicgrowth,financialdevelopmentandenvironmentpollutioninourcountry.Theresultsshowthat:1)economicgrowthandfinancialdevelopmentist
5、hemainreasoncau-singindustrialwastewaterandgrowthofindustrialwastegaspollutants;2)thefinancialdevelopmenthasgraduallysmoothnegativeefectsontheenvironmentalpollution,andthefinancialdevelopmentcanre—strictthedeteriorationofenvironmentpollution;3)thepromotionoffinancialdevelopment
6、totheeconom—icgrowthwillincreasegraduallyovertime;and41theeconomicgrowthinearlydaysisbasedoncertainemissions.Therefore,thestudyofthedynamicrelationshipamongtheeconomicgrowth,financialdevelop—mentandenvironmentpollutioncanprovidetheoreticalsuppo~forChin’Ssustainabledevelopmentpa
7、th,andofermeasuresandsuggestionstosolvetheproblemincurrenteconomicgrowth.Keywords:financialdevelopment;economicgrowth;environmentalpollution;PVAR;impulseresponsea—nalysis近些年,隨著我國金融的不斷發(fā)展,其對(duì)經(jīng)濟(jì)增長作用引起了相當(dāng)大的關(guān)注。不同的學(xué)者利用不同的方法,對(duì)多個(gè)國家和地區(qū)的研究表明,金融發(fā)展與經(jīng)濟(jì)增長存在顯著正相關(guān)關(guān)系。幾乎毫無例外地證明了:一國經(jīng)濟(jì)發(fā)展程度越高,其金融市場(chǎng)發(fā)
8、展水平也就越高。這些研究也被理解為金融市場(chǎng)好的發(fā)展趨勢(shì)的確可以促進(jìn)經(jīng)濟(jì)增長。收稿日期:2015一O1—12基