摘要
采用1980～2009年的时序数据,通过建立向量自回归模型分析新疆金融业水平与新疆中小企业发展之间的动态影响关系,并在对VAR模型进行残差检验和稳定性检验的基础上,运用脉冲响应函数和预测方差方法进行经济计量分析。研究结果表明:新疆中小企业发展对银行业规模冲击有正向响应,并趋向稳定,对银行业活跃程度有负向响应然后转向正向响应,对金融效率冲击有正向响应。
Based on the time sequential data from 1980 to 2009 and by using the impulse response function and forecast variance,this article establishes vector auto regressive model to analyze the dynamic relation between the development of small and medium enterprises and Xinjiang financial support.The results indicate that the development of Xinjiang small and medium enterprises shows a positive response to the innovation of bank size,which tends to be stable,a negative response and then positive response to the innovation of bank activity,and a positive response to the innovation of bank frequency.
出处
《价值工程》
2011年第4期146-147,共2页
Value Engineering
关键词
新疆
金融业支持
中小企业
向量自回归模型
Xinjiang
financial support
vector auto regressive model
small and medium enterprises
