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題名 天津銀行業開放對其經濟成長的影響
Impact of banking industry liberalization on economic growth in Tianjin
作者 李美伶
貢獻者 黃智聰
李美伶
關鍵詞 經濟成長
外資銀行
中資銀行
外國直接投資
economic growth
foreign-invested banks
Chinese banks
foreign direct investment (FDI)
日期 2011
上傳時間 30-Oct-2012 11:48:23 (UTC+8)
摘要 本研究探討天津1981年至2010年間,經濟成長與銀行放款間的關係。除了將銀行分為中資銀行及外資銀行兩類外,並且將外資直接投資因素納入考慮,檢視其在銀行放款與經濟成長間所扮演的角色。運用VECM模型實證結果發現:中資銀行及外資銀行的放款與天津市經濟成長呈現正向相關,前者效果會受到後者的影響而提升;後者與外資直接投資亦呈現正向相關,同時,證實了外資銀行「客戶追隨理論」可適用於天津。
參考文獻 參考文獻
一、中文部分
1.天津市統計局編印 (2011),《天津統計年鑑》。天津:中國統計出版社。
2.中國人民銀行天津分行編 (2010),《天津市金融穩定報告》。天津:中國人民銀行。
3.中國國家統計局編印(2011),《中國統計年鑑》。北京:中國統計出版社。
4.王志強、孫剛(2003),「中國金融發展規模、結構、效率與經濟增長關繫的經驗分析」,《管理世界》(北京),2003(7),頁13-20。
5.呂青樺、沈中華(2010),「外資銀行、城市銀行與中國的城市經濟成長」,《遠景基金會季刊》(台北),11(2),頁43-97。
6.李建強、洪福聲、黃柏農(2005),「金融發展與經濟成長的關係會消失嗎?門檻迴歸模型之應用」,《經濟研究》(台北),41(1),頁45-74。
7.邱魏頌正、耿紹勛、尤明仁(2003),「金融發展與經濟成長-臺灣實證之研究」,《企銀季刊》(台北),26(1),頁207-224。
8.周蓉(2008),《天津經濟發展中的金融支持研究》。成都:西南交通大學碩士研究生學位論文。
9.梁琪、滕建州(2005),「股票市場、銀行與經濟增長:中國的實證分析」,《金融研究》(北京),2005(10),頁9-19。
10.張淑華(2006),「金融發展與經濟成長之因果關係-日本、台灣與韓國之實證研究」,《真理財經學報》(台北),2006(14),頁1-40。

二、英文部分
1.Acemoglu, Daron, and Fabrizio Zilibotti (1997), “Was Prometheus Unbound by Chance? Risk, Diversification, and Growth.” Journal of Political Economy, 105(4),709-751.
2.Allen, Franklin, and Douglas Gale (1999), Comparing Financial Systems. Cambridge , MA: MIT Press .
3.Allen, Franklin, Jun Qian, and Meijun Qian (2005), “Law, Finance, and Economic Growth in China.” Journal of Financial Economics, 77(1),57-116.
4.Bencivenga, Valerie R., and Bruce D. Smith (1991), “Financial Intermediation and Endogenous Growth.” Review of Economic Studies, 58(2),195-209.
5.Bencivenga, Valerie R., and Bruce D. Smith (1998),“Economic Development and Financial Depth in a Model with Costly Financial Intermediation.” Research in Economics, 52(4),363-386.
6.C.M.Buch (2000), “Why do banks go abroad?” Journal of Financial Markets , Institution & Instruments, 9(1),40-41.
Dages, B. Gerard, Linda Goldberg, and Daniel Kinney (2000), “Foreign and Domestic Bank Participation in Emerging Markets: Lessons from Argentina and Mexico.” Economic Policy Review, 6(3),17-36.
7.Demetriades, Panicos O., and Khaled A. Hussein (1996), “Does Financial Development Cause Economic Growth? Time-series Evidence from 16 Countries.” Journal of Development Economics, 51(2),387-411.
8.Demirguc-Kunt, Asli, Ross Levine, and Hong G. Min (1998), “Opening to Foreign Banks: Issues of Stability, Efficiency, and Growth.” In Seongtae Lee, (eds), The Implications of Globalization of World Financial Markets . Seoul:Bank of Korea. 83-115.
9.Diamond, Douglas W. (1984), “Financial Intermediation and Delegated Monitoring.” Review of Economic Studies, 51(3),393-414.
10.Dickey, D.A., and Fuller,W.A. (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root.” Journal of American Statistical Association, 74,427-431.
11.Engle, R.F., and Granger C. W. J. (1987) “Co-integration and Error Correction: Representation, Estimation, and Testing.” Econometrica, 55(2),251-276.
12.Fase, M. M. G., and R. C. N. Abma (2003), “Financial Environment and Economic Growth in Selected Asian Countries.” Journal of Asian Economics, 14(1),11-21.
13.Granger, C. W. J. (1969), “Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.” Econometrica, 37(3) ,424-438.
14.Granger, C. W. J., and P. Newbold (1974), Spurious Regressions in Econometrics.” Journal of Econometrics, 2 ,111-120.
15.Greenwood, Jeremy, and Boyan Jovanovic (1990),“Financial Development, Growth, and the Distribution of Income.” Journal of Political Economy, 98(5),1076-1107.
16.Guariglia, Alessandra, and Sandra Poncet (2008), “Could Financial Distortions Be No Impediment to Economic Growth after All Evidence from China.” Journal of Comparative Economics, 36(4),633-657.
17.Johansen, S. (1988), “Statistical Analysis of Cointergration Vector.” Journal of Economic Dynamic and Control, 12,231-254.
18.Johansen, S., and Juselius, K. (1990), “Maximum Likelihood Estimation and Inference on Cointegration-With Application to the Demand for Money.” Oxford Bullentin of Economics and sstatistics, 52,169-210.
19.King, Robert G., and Ross Levine (1993) “Finance and Growth: Schumpeter Might Be Right.” Quarterly Journal of Economics, 108(3),717-737.
20.Lehner, Maria, and Monika Schnitzer (2008), “Entry of Foreign Banks and Their Impact on Host Countries.” Journal of Comparative Economics, 36(3),430-452.
21.Levine, Ross (1996), “Foreign banks, Financial Development and Economic Growth.” In Claude E. B., (eds), International financial markets. Washington, DC: AEI Press. 688-726.
22.Peek, Joe, and Eric Rosengren (2000), “Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States.” The American Economic Review, 90(1),30-45.
23.Ramakrishnan, Ram T. S., and Anjan Thakor (1984), “Information Reliability and a Theory of Financial Intermediation.” The Review of Economic Studies, 51(3),415-432.
24.Sim, C.A. (1980), “Macroeconomics and Reality” Econometrica, 48,1-48.
25.Sirri, Erik R., and Peter Tufano (1995), “The Economics of Pooling.” In Dwight B. Crane, et al.,( eds), The Global Financial System: A Functional Perspective, Boston: Harvard Business School Press, 81-128.


三、網際網路
1.天津智庫(2012),《天津市金融改革創新和金融業發展備忘錄》,022net.com/2011/7-1/522660112821489.html>.
2.Aziz, Jahangir and Christoph Duenwald (2002), “Growth-Financial Intermediation Nexus in China. ” IMF Working Paper, No. 02/194, International Monetary Fund, .
3.Boyreau-Debray, Genevieve (2003), “Financial Intermediation and Growth: Chinese Style. ”World Bank Working Paper, org/servlet/WDSContentServer/WDSP/IB/2003/05/30/000094946_03052004111116/Rendered/PDF/multi0page.pdf>.
4.Cheng, Xiaoqiang and Hans Degryse (2006), “The Impact of Bank and Non-bank Financial Institutions on Local Economic Growth in China. ”Discussion Paper, No. 171, LICOS, .
5.Goldberg, Linda, B. Gerard Dages and Daniel Kinney (2001), “When is U.S. Lending to Emerging Markets Volatile. ”Staff Reports, No.119, Federal Reserve Bank of New York, .
6.Khan, Mohsin S. and Abdelhak S. Senhadji (2000), “Financial Development and Economic Growth: An Overview. ” IMF Working Paper, No. 00/209, International Monetary Fund, wp00209.pdf>.
描述 碩士
國立政治大學
行政管理碩士學程
99921028
100
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0099921028
資料類型 thesis
dc.contributor.advisor 黃智聰zh_TW
dc.contributor.author (Authors) 李美伶zh_TW
dc.creator (作者) 李美伶zh_TW
dc.date (日期) 2011en_US
dc.date.accessioned 30-Oct-2012 11:48:23 (UTC+8)-
dc.date.available 30-Oct-2012 11:48:23 (UTC+8)-
dc.date.issued (上傳時間) 30-Oct-2012 11:48:23 (UTC+8)-
dc.identifier (Other Identifiers) G0099921028en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/54819-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 行政管理碩士學程zh_TW
dc.description (描述) 99921028zh_TW
dc.description (描述) 100zh_TW
dc.description.abstract (摘要) 本研究探討天津1981年至2010年間,經濟成長與銀行放款間的關係。除了將銀行分為中資銀行及外資銀行兩類外,並且將外資直接投資因素納入考慮,檢視其在銀行放款與經濟成長間所扮演的角色。運用VECM模型實證結果發現:中資銀行及外資銀行的放款與天津市經濟成長呈現正向相關,前者效果會受到後者的影響而提升;後者與外資直接投資亦呈現正向相關,同時,證實了外資銀行「客戶追隨理論」可適用於天津。zh_TW
dc.description.tableofcontents 第一章 緒論 1
第一節 研究背景與目的 1
第二節 研究架構與流程 3
第二章 理論基礎與相關文獻回顧 5
第一節 金融發展與經濟成長關係的文獻探討 5
第二節 中國大陸金融發展與經濟成長關係的文獻探討 7
第三節 外國銀行對地主國經濟影響的文獻探討 9
第三章 天津金融與經濟發展情形 11
第一節 天津金融發展歷程 11
第二節 天津經濟發展歷程 13
第三節 天津市金融開放政策情況 17
第四節 天津市銀行業經營情況 20
第四章 研究設計與方法 24
第一節 實證研究之設計 24
第二節 相關係數分析 27
第三節 單根檢定(Unit Root Test) 28
第四節 共整合檢定(Cointegration Test) 30
第五節 向量誤差修正模型(Vector Error Correction Model) 32
第六節 Granger因果關係檢定 34
第五章 實證結果與分析 36
第一節 變數定義與資料來源 36
第二節 變數變動趨勢及敘述統計概述 40
第三節 相關係數分析 45
第四節 ADF單根檢定實證結果 46
第五節 Johansen共整合檢定實證結果 49
第六節 向量誤差修正模型(VECM)實證結果分析 52
第七節 Granger因果關係檢定 55
第六章 結論及建議 62
第一節 研究結論 62
第二節 研究建議及限制 64
參考文獻 66
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0099921028en_US
dc.subject (關鍵詞) 經濟成長zh_TW
dc.subject (關鍵詞) 外資銀行zh_TW
dc.subject (關鍵詞) 中資銀行zh_TW
dc.subject (關鍵詞) 外國直接投資zh_TW
dc.subject (關鍵詞) economic growthen_US
dc.subject (關鍵詞) foreign-invested banksen_US
dc.subject (關鍵詞) Chinese banksen_US
dc.subject (關鍵詞) foreign direct investment (FDI)en_US
dc.title (題名) 天津銀行業開放對其經濟成長的影響zh_TW
dc.title (題名) Impact of banking industry liberalization on economic growth in Tianjinen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) 參考文獻
一、中文部分
1.天津市統計局編印 (2011),《天津統計年鑑》。天津:中國統計出版社。
2.中國人民銀行天津分行編 (2010),《天津市金融穩定報告》。天津:中國人民銀行。
3.中國國家統計局編印(2011),《中國統計年鑑》。北京:中國統計出版社。
4.王志強、孫剛(2003),「中國金融發展規模、結構、效率與經濟增長關繫的經驗分析」,《管理世界》(北京),2003(7),頁13-20。
5.呂青樺、沈中華(2010),「外資銀行、城市銀行與中國的城市經濟成長」,《遠景基金會季刊》(台北),11(2),頁43-97。
6.李建強、洪福聲、黃柏農(2005),「金融發展與經濟成長的關係會消失嗎?門檻迴歸模型之應用」,《經濟研究》(台北),41(1),頁45-74。
7.邱魏頌正、耿紹勛、尤明仁(2003),「金融發展與經濟成長-臺灣實證之研究」,《企銀季刊》(台北),26(1),頁207-224。
8.周蓉(2008),《天津經濟發展中的金融支持研究》。成都:西南交通大學碩士研究生學位論文。
9.梁琪、滕建州(2005),「股票市場、銀行與經濟增長:中國的實證分析」,《金融研究》(北京),2005(10),頁9-19。
10.張淑華(2006),「金融發展與經濟成長之因果關係-日本、台灣與韓國之實證研究」,《真理財經學報》(台北),2006(14),頁1-40。

二、英文部分
1.Acemoglu, Daron, and Fabrizio Zilibotti (1997), “Was Prometheus Unbound by Chance? Risk, Diversification, and Growth.” Journal of Political Economy, 105(4),709-751.
2.Allen, Franklin, and Douglas Gale (1999), Comparing Financial Systems. Cambridge , MA: MIT Press .
3.Allen, Franklin, Jun Qian, and Meijun Qian (2005), “Law, Finance, and Economic Growth in China.” Journal of Financial Economics, 77(1),57-116.
4.Bencivenga, Valerie R., and Bruce D. Smith (1991), “Financial Intermediation and Endogenous Growth.” Review of Economic Studies, 58(2),195-209.
5.Bencivenga, Valerie R., and Bruce D. Smith (1998),“Economic Development and Financial Depth in a Model with Costly Financial Intermediation.” Research in Economics, 52(4),363-386.
6.C.M.Buch (2000), “Why do banks go abroad?” Journal of Financial Markets , Institution & Instruments, 9(1),40-41.
Dages, B. Gerard, Linda Goldberg, and Daniel Kinney (2000), “Foreign and Domestic Bank Participation in Emerging Markets: Lessons from Argentina and Mexico.” Economic Policy Review, 6(3),17-36.
7.Demetriades, Panicos O., and Khaled A. Hussein (1996), “Does Financial Development Cause Economic Growth? Time-series Evidence from 16 Countries.” Journal of Development Economics, 51(2),387-411.
8.Demirguc-Kunt, Asli, Ross Levine, and Hong G. Min (1998), “Opening to Foreign Banks: Issues of Stability, Efficiency, and Growth.” In Seongtae Lee, (eds), The Implications of Globalization of World Financial Markets . Seoul:Bank of Korea. 83-115.
9.Diamond, Douglas W. (1984), “Financial Intermediation and Delegated Monitoring.” Review of Economic Studies, 51(3),393-414.
10.Dickey, D.A., and Fuller,W.A. (1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root.” Journal of American Statistical Association, 74,427-431.
11.Engle, R.F., and Granger C. W. J. (1987) “Co-integration and Error Correction: Representation, Estimation, and Testing.” Econometrica, 55(2),251-276.
12.Fase, M. M. G., and R. C. N. Abma (2003), “Financial Environment and Economic Growth in Selected Asian Countries.” Journal of Asian Economics, 14(1),11-21.
13.Granger, C. W. J. (1969), “Investigating Causal Relations by Econometric Models and Cross-Spectral Methods.” Econometrica, 37(3) ,424-438.
14.Granger, C. W. J., and P. Newbold (1974), Spurious Regressions in Econometrics.” Journal of Econometrics, 2 ,111-120.
15.Greenwood, Jeremy, and Boyan Jovanovic (1990),“Financial Development, Growth, and the Distribution of Income.” Journal of Political Economy, 98(5),1076-1107.
16.Guariglia, Alessandra, and Sandra Poncet (2008), “Could Financial Distortions Be No Impediment to Economic Growth after All Evidence from China.” Journal of Comparative Economics, 36(4),633-657.
17.Johansen, S. (1988), “Statistical Analysis of Cointergration Vector.” Journal of Economic Dynamic and Control, 12,231-254.
18.Johansen, S., and Juselius, K. (1990), “Maximum Likelihood Estimation and Inference on Cointegration-With Application to the Demand for Money.” Oxford Bullentin of Economics and sstatistics, 52,169-210.
19.King, Robert G., and Ross Levine (1993) “Finance and Growth: Schumpeter Might Be Right.” Quarterly Journal of Economics, 108(3),717-737.
20.Lehner, Maria, and Monika Schnitzer (2008), “Entry of Foreign Banks and Their Impact on Host Countries.” Journal of Comparative Economics, 36(3),430-452.
21.Levine, Ross (1996), “Foreign banks, Financial Development and Economic Growth.” In Claude E. B., (eds), International financial markets. Washington, DC: AEI Press. 688-726.
22.Peek, Joe, and Eric Rosengren (2000), “Collateral Damage: Effects of the Japanese Bank Crisis on Real Activity in the United States.” The American Economic Review, 90(1),30-45.
23.Ramakrishnan, Ram T. S., and Anjan Thakor (1984), “Information Reliability and a Theory of Financial Intermediation.” The Review of Economic Studies, 51(3),415-432.
24.Sim, C.A. (1980), “Macroeconomics and Reality” Econometrica, 48,1-48.
25.Sirri, Erik R., and Peter Tufano (1995), “The Economics of Pooling.” In Dwight B. Crane, et al.,( eds), The Global Financial System: A Functional Perspective, Boston: Harvard Business School Press, 81-128.


三、網際網路
1.天津智庫(2012),《天津市金融改革創新和金融業發展備忘錄》,022net.com/2011/7-1/522660112821489.html>.
2.Aziz, Jahangir and Christoph Duenwald (2002), “Growth-Financial Intermediation Nexus in China. ” IMF Working Paper, No. 02/194, International Monetary Fund, .
3.Boyreau-Debray, Genevieve (2003), “Financial Intermediation and Growth: Chinese Style. ”World Bank Working Paper, org/servlet/WDSContentServer/WDSP/IB/2003/05/30/000094946_03052004111116/Rendered/PDF/multi0page.pdf>.
4.Cheng, Xiaoqiang and Hans Degryse (2006), “The Impact of Bank and Non-bank Financial Institutions on Local Economic Growth in China. ”Discussion Paper, No. 171, LICOS, .
5.Goldberg, Linda, B. Gerard Dages and Daniel Kinney (2001), “When is U.S. Lending to Emerging Markets Volatile. ”Staff Reports, No.119, Federal Reserve Bank of New York, .
6.Khan, Mohsin S. and Abdelhak S. Senhadji (2000), “Financial Development and Economic Growth: An Overview. ” IMF Working Paper, No. 00/209, International Monetary Fund, wp00209.pdf>.
zh_TW