金融业集聚对我国城乡居民收入差距影响的实证研究——基于动态GMM模型和空间Durbin模型的双重检验

摘要基于2005—2014年的省级面板数据,运用动态GMM模型和空间Durbin模型实证检验发现,金融业集聚对我国城乡居民收入差距的影响呈现出区域差异性、行业异质性和空间相关性三重特征。全国总体而言,证券业集聚有利于缩小城乡居民收入差距,而银行业和保险业集聚趋向于扩大城乡居民收入差距;分区域看,东部地区银行业和证券业集聚与城乡居民收入差距显著正相关,中部地区证券业集聚与城乡居民收入差距显著负相关,西部地区保险业集聚与城乡居民收入差距显著正相关。引入空间特征变量后,证券业集聚具有负向的本地效应和外溢效应,能促进本区域及周边区域城乡居民收入差距的缩小。

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	吴立力

关键词：泰尔指数金融业集聚区位熵 GMM模型 Durbin模型

Abstract： Based on the provincial panel data from 2005 to 2014, the conclusions from an empirical test of dynamic GMM model and spatial Durbin model are as follows:1) the effects of financial agglomeration on rural-urban income gap in China show regional disparity, industrial heterogeneity and spatial correlation. Examined nationally, agglomeration of securities industry can reduce income gap, while that of banking and insurance do the opposite. When examined regionally, agglomeration of banking and security industries in eastern regions is positively related to rural-urban income gap, while agglomeration of securities in central region is negatively related and that of insurance in western regions is positively related. After introducing spatial variables, security industry agglomeration has negative local effect and spillover effect, thus can reduce the rural-urban income gap in the local and the surrounding areas.

Keywords： Theil Index Financial Agglomeration Location Entropy GMM Model Durbin Model

收稿日期 2018-03-15; 接受日期 2018-03-15;

基金资助:重庆市社会科学规划培育项目(2016PY67);重庆市教委科学技术研究项目(KJ1400639)

作者简介: 吴立力(1982— ),男,重庆北碚人,博士研究生,主要从事金融理论与实践研究。

引用本文:

吴立力.金融业集聚对我国城乡居民收入差距影响的实证研究——基于动态GMM模型和空间Durbin模型的双重检验[J]. 经济经纬, 2018,2: 7-12

WU Li-li.An Empirical Study on the Effects of Financial Agglomeration on Rural-Urban Income Gap In China——A Dual Test Based on Dynamic GMM Model and Spatial Durbin Model[J] Economic Survey, 2018,V35(2): 7-12

链接本文:

http://www.jjjw.org.cn/CN/ 或 http://www.jjjw.org.cn/CN/Y2018/V35/I2/7