关键词：影子银行，经济发展，VAR 模型，Granger 因果检验，脉冲响应II
ABSTRACT
Whether a country’s financial can develop steady has a close relationship
between the stability of the whole society. Shadow banking has quickly developed in
recent years and it has a large extent influence on the financial system. On one hand,
shadow banking brings necessary funds to the small and medium-sized enterprise,
allocate resources, make a contribution to market economy. On the other hand,
because of its high leverage and lack of regulation, shadow banking brings some
trouble to the development of the economy. So the research on the influence of impact
of economy has broad significance. However, scholars at home and abroad for he
shadow banking research mostly focused on the impact on monetary policy and other
macroeconomic issues, and empirical analysis of the influence on regional economic
is relatively rare. This article firstly to the shadow banking and economic
development in Tianjin region correlation has carried on the empirical analysis. Based
on the economic data of Tianjin from 1991-2014, using VAR model，Granger
causality test，Stationary test, impulse response and variance decomposition, we
analyzed the relationship between the economic growth of Tianjin and shadow
banking. Research shows that shadow banking and the economic growth of Tianjin
have interactions. Shadow banking played a positive role in the economic growth of
Tianjin early, but later it caused the obstacle to economic development. Shadow
banking gradually exceeded the traditional labor factor, played a more important role
in the development of the economy. The government should strengthen the guide of
shadow banking, consummate relevant laws and promote the traditional financial
support to SMEs, so as to reduce the risk of the shadow banking brings to the market.
KEYWORDS: Shadow banking, Economy development, VAR model, Granger test,
Impulse responseIII
目录
摘要........I
ABSTRACT .... II
第 1 章 绪论......1
1.1 研究背景 ..........1
1.2 研究意义 ..........2
1.2.1 理论意义 2
1.2.2 现实意义 3
1.3 研究内容与目标 ..........3
1.4 研究思路与基本框架 ..4
1.5 文献综述 ..........4
1.5.1 影子银行概念 ....4
1.5.2 影子银行运行机制 ........6
1.5.3 资本市场稳定性 8
1.5.4 影子银行监管措施 ........9
1.6 创新点与不足 10
1.6.1 创新点 ..10
1.6.2 不足之处 ..........11
第 2 章 影子银行概述13
2.1 影子银行相关概念及特征 ....13
2.1.1 影子银行概念 ..13
2.1.2 影子银行的特征 ..........15
2.2 我国影子银行的特点 16
2.3 我国影子银行发展现状 ........16
2.3.1 传统金融机构内部影子银行业务 ......17
2.3.2 非传统金融机构影子银行业务 ..........18
2.3.3 其他非传统金融业务 ..19
2.4 影子银行在我国发展根源性分析 ....19
2.5 天津地区影子银行的规模测算 ........21IV
2.6 本章小结 ........22
第 3 章 影子银行对我国经济发展影响概述 ...........25
3.1 影子银行对国民经济增长的影响 ....25
3.2 影子银行对货币政策的影响 26
3.3 影子银行对金融市场稳定性的影响 26
3.3.1 金融市场稳定性概念 ..26
3.3.2 金融市场稳定性测算方法 ......27
3.3.3 影子银行对金融市场稳定性的影响 ..27
3.4 本章小结 ........29
第 4 章 影子银行与天津经济发展相关性实证分析 ...........31
4.1 变量与数据的选取 ....31
4.1.1 变量选取 ..........31
4.1.2 数据选取 ..........32
4.2 数据检验 ........32
4.2.1 序列平稳性检验 ..........32
4.2.2 协整检验 ...
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