【作者】 彭涛；

【导师】 赖明勇；

【作者基本信息】 湖南大学 ， 国际贸易学， 2005， 硕士

【摘要】 本文主要在银行效率的基础上研究金融发展与经济增长的关系，结合中国的金融改革进程重点计算了中国各类银行的经营效率，在此基础上提出相应的政策建议。首先，在金融发展、银行效率和经济增长理论的基础上构筑了一个分析银行效率与经济增长的理论框架，介绍了文章的理论背景与研究的最新进展。其次，在宏观层面考察银行效率与经济增长的关系。在一个包括居民、企业与银行三部门的内生增长模型基础上从理论模型和实证检验两方面研究了银行效率与经济增长的关系，采用中国1985—2002年的相关数据进行了实证检验，结果证明了两者的因果关系，并找出了银行效率影响经济增长的变量。协整结果表明，在衡量银行效率的实证指标中，我国经济增长与储蓄余额／GDP、中间业务收入额与总收入额的比值以及中长期贷款额与贷款总额的比值均存在长期稳定的关系，而与私人机构的贷款／GDP、国有银行以外的存款银行贷款／总贷款、私人贷款／总贷款没有长期稳定的关系。实证结果说明在我国目前的情况下，对私人部门的贷款并未像想象的那样产生较高的资本回报率。再次，从微观层面将银行效率的研究细化，首先介绍了银行效率研究的方法，包括单要素方法及非参数方法和参数方法，并比较了不同方法之间的优劣。然后分别采取三种方法中最具代表性的股权收益率模型、DEA和SFA计算了中国18家代表性银行1994年—2001年的技术效率、纯技术效率和规模效率，通过对实证结果的整理和分析并结合中国进行的金融改革得出结论和提出政策建议。更多还原

【Abstract】 This dissertation aims at identifying the relationship between financial development and economic growth at the base on counting the efficiency of China’s banks. The paper focuses on the efficiency of every kind of bank of China and puts forward some suggestion which connecting the financial reformation of China. At first, a theoretical framework on the relationship between financial development, banking efficiency and economic growth is exerted and the background of theory and existent research findings are introduced. Then, the relationship between financial development and economic has been studied macroscopic. An empirical research has been used in the endogenous growth model including people, enterprise and government to explore the relationship between financial development and economic growth during 1985-2002. The results approve their relationships and finds out some variables which efficiency effects growth. And the results of co-integration show saving/GDP, income of service/total income, long term credit/total credit and economic growth have stable relationships, while credit of banks except national banks/total credit, credit to private/total credit have nothing. The results show the credit to private do not produce higher profit as imaged. As followed, the paper accounts the banking efficiency microscopic. At first introduced methods of efficiency studying which including single variable method, non-parameter method and parameter method and compare their each other. Then use the model of Cole, DEA and SFA respectively to account the technical efficiency, pure technical efficiency and scale efficiency of 18 banks of China during 1994-2001.At last, the paper analyses the results and put forward some suggestions.更多还原