1、DONGFANG COLLEGE，FUJIAN AGRICULTURE AND FORESTRY UNIVERSITY论文题目：基于VaR模型的福建省经济增长与金融开展关系实证研究年级专业：15级金融专升本学 号：1560405011姓名：谢如梦指导教师：尤添革/旷开金职称：副教授/助教制定时间：2023-11-15 今一个国家平安与和谐必然离不开该国家的经济开展状况和社会的进步程度。经济增长与金融开展的协调作用是当今社会一直讨厌研究的重要热点，兴旺国家与开展中国家协调作用方式不一样，或者说不通开展中国家的协调作用的方式，协调深度都存在差异。此篇论文以福建省2023年至2023十年间的经济增长
2、情况和金融开展内容为例，通过数据调查分析，建立相应的模型对福建省经济增长和金融开展关系来进行问题分析讨论。 全篇内容分为5局部。第1局部为文献综述。简要说明本文章的选题方向和研究内容，概况经济增长和金融开展的关系，结合文章提出一些问题所在和解决思路。第2局局部析福建省当前经济增长状况与金融开展的状况。结合经济增长与金融开展理论加上整理的2023到2023十年的各种动态变量和数据指标，做出相应的推，为之后建立模型奠定根底。第4局部是福建省经济增长和金融开展的实证分析。实证分析是此篇文章最总要的内弄局部。实正分析分为协整分析VaR模型分析两局部，其协整分析包括了单位根检验和协整检验与Granger
3、因果关系检验。VaR那么独立分析。在收集了福建省2023年到2023年的人均GDP，这里主要是指增长率(RGDP)，以RGDP等金融相关增长率作为研究变量，建立模型进行较为系统的变量分析主要分为以下五个内容方面:1.在收集整理数据后，建立了福建省经济增长和金融开展的VAR模型，首先进行VAR模型的定阶，在定阶完成后对参数进行评估，以模拟动静态方式，来检测VAR模型是否稳定。2.对福建省金融开展与经济增长的指标序列进行了向量协整检验并建立了向量误差修正模型(VEC)。3.对江苏省经济增长与金融开展做好Granger因果检验。4.在建立VAR模型之后，对其脉冲响应分析，找到问题关键所在总结出结论。
4、5.最后一步这是方差分解，分析其实证关系问题所在，在文章结尾以上面模型分析的问题，推出良好适宜的政策建议。 关键字:经济增长；金融开展；协整分析；VaR模型分析；Granger因果分析检验；脉冲分析；方差分解；政策建议AbstractA countrys security and harmony is inseparable from the countrys economic development and social progress. The coordinating role of economic growth and financial development is an imp
5、ortant hotspot of research in todays society. Differences exist in the depth of coordination between developed countries and developing countries in different ways of coordination or lack of coordinating role of developing countries. This paper takes the economic growth and financial development in
6、Fujian province as an example, and analyzes and discusses the relationship between economic growth and financial development in Fujian province through the data analysis and the corresponding models.The whole article is divided into five parts. The first part is literature review. This paper briefly
7、 describes the direction and content of this article, summarizes the relationship between economic growth and financial development, and puts forward some problems and solutions. The second part analyzes the current economic growth and financial development of Fujian Province. Combined with the theo
8、ry of economic growth and financial development with the finishing of the 2023 to 2023 decade of the various dynamic variables and data indicators, and make the corresponding push, to lay the foundation for the establishment of models. The fourth part is the empirical analysis of economic growth and
9、 financial development in Fujian. Empirical analysis is the most general part of this article. The cointegration analysis includes unit root test, cointegration test and Granger causality test. The cointegration analysis is based on the cointegration test. VaR was analyzed independently. In this pap
10、er, we collected the GDP per capita of Fujian Province from 2023 to 2023, mainly referring to the growth rate (RGDP), RGDP and other financial-related growth rates as the research variables, the establishment of the model for more systematic analysis of variables is divided into the following five F
11、irstly, the order of the VAR model is determined, the parameters are evaluated after the order is completed, and the VAR model is simulated to simulate the dynamic and static methods to detect the variances of the VAR model. The VAR model of Fujian provinces economic growth and financial development
12、 is established after collecting and collating the data. Whether the model is stable. The vector covariance test of the index series of financial development and economic growth in Fujian Province is carried out and a vector error correction model (VEC) is established. Granger causality test is carr
13、ied out for economic growth and financial development in Jiangsu Province. 4. After establishing the VAR model, analyze the impulse response and find out the key point of the problem. 5. The final step is the variance decomposition, analysis of the relationship between the empirical problem, at the
14、end of the article to the above model analysis of the problem, the introduction of good and appropriate policy recommendations.Key words: economic growth; financial development; cointegration analysis; VaR model analysis; Granger causality analysis test;impulse analysis; variance decomposition; poli
15、cy suggestion目录引言11 文献综素22 福建省经济、金融开展现状3353 数据选取及来源74 实证分析8884.1.2 协整检验104.1.3 Granger因果关系检验114.2 VaR模型分析131414165 结论及建议181819参考文献21结束语22引言 一个国家平安与和谐必然离不开该国家的经济开展状况和社会的进步程度。经济增长与金融开展的协调作用是当今社会一直讨厌研究的重要热点。经济增长与金融开展是否存在着相互协调开展作用假设有协调作用，那么对我国的金融开展体系做出战略方向拟定与完善，以金融开展来带动经济的腾飞;假设无协调作用，那么要深度的去分析其问题所在，金融的爆发开展是否一种畸形开展，是否有必要对金融投入更多，在经济增长的同时，可以说无视掉金融的增长。在当今社会，无论是国外研究人员还是国内学者都在探讨经济增长与金融开展的协调作用关系。探讨金融开展的状况对国家经济经济增长非常重要，符合可持续开展战略的开展方向。对当前低迷的经济能取到很好的参考选择作用。1文献综素 国内外学者对金融开展与经济增长之间的关系进行了大量的实证研究。由于不同学者使用不同的理论方法、采用不同的时间数据频率，基于不同的侧面，因此，已有的经验研究结论也不尽相同。 所谓的经济增长是指在一定时期内，国家或地区伴随着制度的改革