基于向量自回归（VAR）模型的分析.docVIP

本 科 毕 业 论 文 上海市金融发展与经济增长的相关性研究 ——基于向量自回归（VAR）模型的分析 Relationship between Finance Development and Economic Growth in Shanghai ——A Study Based on the VAR Model 学 院： 商学院 专业班级： 金融系 金融082 学生姓名： 孙佳琳 学 号： 060871207 指导教师： 韩曙平（副教授） 2012年6月 毕业论文中文摘要 上海市金融发展与经济增长的相关性研究 ——基于向量自回归（VAR）模型的分析 毕业论文外文摘要 Relationship between Finance Development and Economic Growth in shanghai ——A Study Based on the VAR Model Abstract: The state council issued the policy advice in April,2009. “The opinion which about promoting shanghai to speed up the development of modern services and advanced manufacturing construction, in order to building the center of international financial and shipping.” It clearly said that Shanghai would have been the international financial center by 2020.But how to speed up the development of financial in Shanghai? This paper will summarize the related research at home and abroad. And it also analyses the relationship between Finance development and economic growth in Shanghai .This paper will accord to the annual date during 1978?011 to discuss the hrelationship, In the framework of VAR model. Whether is there the granger causality and long-term equilibrium relationship between fiancé development and economic growth? This paper will continue to analysis the co-interation relationship among the variables when getting the conclusions. Finally, the relevant policy recommendations based on research results, so as to speed up Shanghai to direct the establishment of international financial center, but also on other parts of China’s financial development reality learn from their views. Keywords: Financial development；The per capital GDP；VAR model 目 录 1 引言 1 2 金融发展与经济增长关系的研究综述 1 2.1 国外金融发展与经济增长关系的研究现状 1 2.1.1 因果相关性不明了 1 2.1.2 存在单项因果关系 2 2.1.3 存在双向因果关系 2 2.2 国内金融发展与经济增长关系的研究现状 2 2.2.1 因果相关性不明了 2 2.2.2 存在单向因果关系 2 2.2.3 存在双向因果关系 3 3 上海市金融发展与经济增长的历史分析 3 3.1 上海市金融