摘要
本文在梳理国内关于社会融资规模相关研究的基础上,介绍了这一指标在全国和区域层面的数据可得性,并基于东北三省的实例,介绍了区域层面社会融资规模的分析框架和实证应用方法。描述性统计、相关性、结构和成本等静态分析框架下有助于分析区域社会融资规模的总量、结构、成本和相关性特征,而ARMA和Panel VAR等动态分析方法则有助于对区域社会融资规模进行预测,同时更为深入的考察其与区域宏观经济变量之间的关系。
The paper introduced the data availability of the scale of social financing at the national and regional levels, after combing the current relevant literatures, and then put forward the analytical framework and empirical application methods for regional SSF researches based on three provinces in Northeast of China. The static analysis methods are included with descriptive statistical analysis, correlation coefficient and structural cost, which is helpful to demonstrate the characters of quantity and structure, in contrast, the dynamic analysis methods including ARMA and Panel VAR models are aimed to forecast the future and investigate the relationship between financial development and economic growth.
出处
《吉林金融研究》
2015年第6期6-14,共9页
Journal of Jilin Financial Research
