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选取四川省1978-2010年的存贷款总额和地区生产总值作为金融发展、经济增长指标,基于双阀值STR模型对我省金融发展和经济增长的非线性联动效应展开分析,假设检验后选择LSTR2模型对二者之间复杂而微妙的变化规律进行回归分析。研究结果表明:存在地区生产总值GDP对存贷款总额的单向格兰杰因果关系,且影响非常显著。经济增长与存贷款总额呈现出非线性、非对称的关系。
Select the total amount of deposits and loans in 1978-2010 in Sichuan Province and the GDP as the index of financial development and economic growth. Based on the double-threshold STR model, we analyze the nonlinear interaction effect of financial development and economic growth in our province. LSTR2 model of the complex and subtle changes between the two regression analysis. The results show that there is a one-way Granger causality between GDP and total loans and deposits, and the impact is very significant. Economic growth and total deposits and loans show a nonlinear and asymmetrical relationship.