本文選題：σ收斂檢驗方程 + β收斂檢驗方程�。� 參考：《成都理工大學》2017年碩士論文

【摘要】：σ收斂檢驗方程與β收斂檢驗方程一直以來都是經(jīng)濟領域內研究和探討的熱門話題,他們衡量了在最近一個時期內經(jīng)濟或者金融的發(fā)展狀況。所以本人鉆研了國內外專家和學者對σ收斂檢驗方程與β收斂檢驗方程的研究現(xiàn)狀,以四川省金融機構存貸款總額為衡量指標,從收斂性與溢出性的角度出發(fā),對我省的金融狀況做一深入的探究。本文首先采用σ收斂模型來研究存貸款的收斂性。在本文中,本人以四川省金融機構存貸款總額為衡量指標,用σ收斂模型來計算四川省區(qū)域金融存貸款的離差,并用時間序列的方法來研究近些年省內存貸款離差所表現(xiàn)出來的整體趨勢。通過對金融存貸款時間序列圖和斂散性的研究,從一個直觀的角度來對四川省金融存貸款的整體趨勢有一個清楚的認識,了解省內各個區(qū)域之間在近年來的差異狀況,這對于后期減小區(qū)域差異,實行全面發(fā)展具有指導意義。從時間序列圖可以看出,就全省而言,省內的存款差異逐漸穩(wěn)定,而貸款差異相對于初期差異越來越大,差異系數(shù)很不穩(wěn)定,就區(qū)域來看,成都經(jīng)濟區(qū)的差異不斷增大,而其他經(jīng)濟區(qū)的差異相對比較穩(wěn)定。由此本人推測:省內的存貸款差異之所以不斷增大,究其原因在于成都經(jīng)濟區(qū)與其他經(jīng)濟區(qū)的差異不斷增大。接下來文章采用β模型來研究存貸款的溢出性。在這個模型的選取方面,本人依然會用傳統(tǒng)的收斂模型,但是本人想在此基礎上更進一步完善這個模型,使分析結果更加準確。所以本人的著手點是模型的權重選取上,與傳統(tǒng)模型的權重矩陣僅僅考慮了地理空間效應相比,我的思路是從經(jīng)濟屬性和空間效應兩個角度來構造權重矩陣,這樣以來就會讓本人的估計結果更加準確。通過對模型相應參數(shù)的研究判斷,對模型進行選取,通過選取出來的模型來分析結果,在絕對收斂模型中,本人所選取的絕對收斂滯后模型表明:不存在絕對收斂的狀態(tài),也就是說不存在初始發(fā)展水平高的地區(qū)后期發(fā)展速度慢,而初始水平低的地區(qū)后期發(fā)展速度快這種狀況,各區(qū)域的差異還是在不斷擴大。而在條件收斂中,本人選取了條件收斂滯后模型,該模型表明:經(jīng)濟區(qū)域的發(fā)展不僅與初始水平有關,而且與其他經(jīng)濟因素也有較強的聯(lián)系,這些因素共同促進了地區(qū)的發(fā)展。本文共分為五部分。第一章是導論,介紹了本文的研究背景及意義,并且對國內外研究現(xiàn)狀作了介紹,并介紹了本文的創(chuàng)新點及難點,以及本文的大致研究框架。第二章對區(qū)域金融發(fā)展收斂性與溢出性的發(fā)展及研究成果作了介紹,并在此基礎上分析區(qū)域金融發(fā)展溢出-收斂的演變過程。第三章運用σ收斂檢驗方程,以四川省存貸款數(shù)據(jù)為背景,對四川省各大經(jīng)濟區(qū)的存貸款收斂狀況作了簡要分析。第四章是實證檢驗部分,運用絕對收斂滯后模型,絕對收斂誤差模型,條件收斂滯后模型,條件收斂誤差模型等方法對省內的溢出效應進行探究,通過模型的回歸結果,本人可以明顯的認識到現(xiàn)階段四川省區(qū)域金融發(fā)展存在一定的溢出性效應,處于金融發(fā)展的溢出階段。第五章根據(jù)實證檢驗結果,提出四川省在現(xiàn)階段區(qū)域金融發(fā)展時,所遇到的問題給出合理的對策及建議,為今后的可持續(xù)發(fā)展奠定良好的基礎。
[Abstract]:Convergence test equation and convergence test equation has always been a hot topic in the field of economic research and study, they measured the development of economics or finance in a recent period. So I studied the experts and scholars at home and abroad research status of the convergence and convergence test equation test equation, in Sichuan provincial financial institutions deposit loans amounted to measure, from the point of convergence and the overflow of the angle of our province's financial situation to do a thorough inquiry. This paper adopts convergence model to study the convergence of the loan. In this paper, I take Sichuan Province as the total amount of deposits and loans of financial institutions to measure. The calculation of Sichuan Province Regional Financial deposit deviation with convergence model, the overall trend and method of time series to study in recent years, the memory deviation shown by the loan by the financial loan. The study of time sequence and convergence, from an intuitive perspective on the overall trend of Sichuan Province financial loans have a clear understanding, understanding the province between the various regions of differences in status in recent years, the late for the decrease of regional differences, the implementation of a comprehensive development has guiding significance. From the time series we can see that on the province, the province's deposit difference gradually stabilized, and the loan difference relative to the beginning of bigger differences, the difference coefficient is not stable, region, difference of Chengdu economic zone is increasing, and the difference in other areas of the economy is relatively stable. Thus I suggest that the loan is a continuous difference in increases, the reason lies in the difference of Chengdu economic zone and other areas of the economy increasing. Then the research to overflow of deposits and loans with beta model. In this model from the election, the People will still use the traditional model of convergence, but I want to further improve this model, make the results more accurate. So I start is to model the weight selection, and the weight matrix of the traditional model only considers the spatial effects compared to, my idea is to construct the weight matrix from two the angle of economic attribute and spatial effect, since this will make my estimation results more accurate. Through the research on the model parameters of model selection, judging by the chosen model to analyze the results in absolute convergence model, absolute convergence I selected lag model shows that there is no absolute convergence in the state. That is to say there is no initial development of the high level of the late development speed is slow, and the initial low level of late development speed of this kind of condition, the difference in each region Is expanding. And in the condition of convergence, lchoose conditional convergence lag model, the model indicates that the economic development of the region is not only related to the initial level, and other economic factors also have strong ties, these factors contributed to the development of this area. This paper is divided into five parts. The first chapter is the introduction introduces the research background and significance, and the research status at home and abroad are introduced, and introduces the innovation and difficulties, and the general framework of the research. Development and research results of the second chapter of the regional financial development convergence and spillovers are introduced, analysis of regional financial development spillover the convergence of the evolution process and on this basis. The third chapter uses the convergence test equation, taking Sichuan Province as the background of the deposit and loan data, the major economic zones of Sichuan province's loan convergence are briefly analyzed. The four chapter is the empirical part, using the absolute convergence lag model, absolute convergence error model, conditional convergence lag model to explore the spillover effect of conditional convergence error models and other methods for the province, through the regression results, I can clearly recognize the present stage Sichuan province regional financial development has spillover effect. In the overflow stage of financial development. In the fifth chapter, according to the empirical results, put forward Sichuan Province in regional financial development at the present stage, give reasonable countermeasures and suggestions of the problems encountered, lay a good foundation for future sustainable development.

【學位授予單位】：成都理工大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.2;O212

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