摘要
本文首先用突变理论与随机前沿方法分别对我国1985－2007年国有商业银行体系稳定性与效率进行测算,然后基于SVAR模型进行脉冲响应函数分析,结果表明,效率对银行体系的稳定性具有较强正向促进作用,但稳定性对效率的影响微弱。总结稳定与效率关系的同时提出建设稳定高效银行体系的建议。
This article firstly calculates stability and efficiency of state-owned commercial banking system based on catastrophe theory and stochastic frontier methods respectively, and then analyzes impulse response function with the SVAR model. The results show that efficiency plays positive role in stability of the banking system, but the impact of stability is weak to efficiency. Finally, the article proposes some suggestions on how to build a stable and efficient banking system.
出处
《西华大学学报（哲学社会科学版）》
2009年第5期119-125,共7页
Journal of Xihua University(Philosophy & Social Sciences)
基金
国家社科基金项目(06BTJ007)资助
安徽财经大学研究生科研创新基金项目(ACYC2008019)阶段性成果
关键词
银行体系
稳定性
效率
突变理论
脉冲响应函数
banking system
stability
efficiency
catastrophe theory
impulse response function
