摘要
保险是关乎国民经济发展、稳定居民生活的一个行业,保险业的发展对一国经济增长以及居民储蓄与消费有着密切的关系,反过来经济增长与居民储蓄也一定程度上影响保险业的发展。但究竟它们三者之间的影响程度如何,是目前国内没有测度的一个问题。文章通过计量经济学中VAR模型以及脉冲响应函数的方法,来测度它们之间的联动程度,得到比较符合中国实际情况的四点结论。
Insurance industry is an industry which can develop national economy and make residents' stability. Furthermore, its development has a close relationship to national development and saving deposit and consumption, conversely economic development and saving also have effect on insurance industry development. But how to measure the degree is a problem that none have measured it. This paper used VAR model and impulse responses function to measure the interactive relationship and get some reasonable conclusions.
出处
《统计与信息论坛》
CSSCI
2008年第7期50-54,共5页
Journal of Statistics and Information
关键词
保险发展
VAR模型
脉冲响应函数
方差分解
insurance development
VAR model
impulse responses function
variance decomposition