IDEAS home Printed from https://ideas.repec.org/a/scn/cememm/v55y2019i2p41-57.html
   My bibliography  Save this article

Исследование Зависимости Между Развитием Малого Предпринимательства И Микрофинансовой Обеспеченностью Регионов Рф

Author

Listed:
  • Репина Е.Г.i
  • *
  • Ширяева Л.К.i
  • **
  • Федорова Е.А.ii
  • ***

Abstract

i Самарский государственный экономический университет, Самара ii Финансовый университет при Правительстве РФ, НИУ ВШЭ, Москва * E-mail: violet261181@mail.ru ** E-mail:shiryeva_lk@mail.ru *** E-mail:ecolena@mail.ru Аннотация. Выдвигается гипотеза об изменении структуры зависимости между уровнем развития малого предпринимательства и микрофинансовой обеспеченностью российских регионов в связи с госрегулированием деятельности микрофинансовых организаций (МФО) в 2013-2016 гг. Уровень развития малого предпринимательства и микрофинансовая обеспеченность российских регионов характеризуются числом предприятий малого бизнеса (МБ) и числом зарегистрированных МФО в расчете на 1 тыс. человек населения региона. Для моделирования структуры зависимости используется метод копула-функций. Выбор наиболее подходящей копулы осуществляется на основе минимизации информационного критерия Акаике, а качество подгонки копула-модели проверяется с помощью теста, основанного на статистике Крамера-Мизеса. Найдено, что в период 2012-2016 гг. происходили трансформации вероятностной структуры зависимости исследуемых показателей: от копулы независимости в 2012-2013 гг. к копулам Франка в 2014-2015 гг. и Клейтона в 2016 г. Делается вывод о том, что трансформации вероятностной структуры зависимости исследуемых показателей в 2012-2016 гг. обусловлены долговременным эффектом от мер государственного регулирования сферы МФО, предпринятым в 2013-2016 гг. Новизна работы заключается в оценке влияния мер государственного регулирования сферы МФО на уровень развития малого предпринимательства в регионах на основе метода копула-функций.

Suggested Citation

  • Репина Е.Г.i & * & Ширяева Л.К.i & ** & Федорова Е.А.ii & ***, 2019. "Исследование Зависимости Между Развитием Малого Предпринимательства И Микрофинансовой Обеспеченностью Регионов Рф," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 55(2), pages 41-57, апрель.
    • Handle: RePEc:scn:cememm:v:55:y:2019:i:2:p:41-57
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    References listed on IDEAS

    as
    1. Joanna Ledgerwood & Victoria White, 2006. "Transforming Microfinance Institutions : Providing Full Financial Services to the Poor," World Bank Publications - Books, The World Bank Group, number 7086, December.
    2. Genest, Christian & Rémillard, Bruno & Beaudoin, David, 2009. "Goodness-of-fit tests for copulas: A review and a power study," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 199-213, April.
    3. Shahidur R. Khandker, 2005. "Microfinance and Poverty: Evidence Using Panel Data from Bangladesh," The World Bank Economic Review, World Bank, vol. 19(2), pages 263-286.
    4. W. Breymann & A. Dias & P. Embrechts, 2003. "Dependence structures for multivariate high-frequency data in finance," Quantitative Finance, Taylor & Francis Journals, vol. 3(1), pages 1-14.
    5. Abiola Babajide, 2012. "Effects of Microfinance on Micro and Small Enterprises (MSEs) Growth in Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(3), pages 463-477.
    6. Abiola Babajide Ph.D, 2012. "Effects of Microfinance on Micro and Small Enterprises (MSEs) Growth in Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(3), pages 463-477, July.
    7. Guérin, Isabelle & Labie, Marc & Servet, Jean-Michel (ed.), 2015. "The Crises of Microcredit," University of Chicago Press Economics Books, University of Chicago Press, number 9781783603756, Febrero.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Donou-Adonsou, Ficawoyi & Sylwester, Kevin, 2017. "Growth effect of banks and microfinance: Evidence from developing countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 44-56.
    2. Kadyrbek Sultakeev & Kamalbek Karymshakov & Burulcha Sulaimanova, 2018. "The Impact Of Microfinance On Entrepreneurship In Kyrgyzstan," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2018(2), pages 24-40.
    3. Osuagwu, Eze Simpson & Hsu, Sara & Adesola, Ololade, 2021. "The impact of Microfinance Institutions on the Informal Economy in Nigeria," MPRA Paper 112947, University Library of Munich, Germany.
    4. D’Espallier, Bert & Goedecke, Jann & Hudon, Marek & Mersland, Roy, 2017. "From NGOs to Banks: Does Institutional Transformation Alter the Business Model of Microfinance Institutions?," World Development, Elsevier, vol. 89(C), pages 19-33.
    5. Anande-kur, Fanen & Faajir, Avanenge, 2020. "Micro-Finance And Performance Of Micro, Small And Medium Enterprises In Makurdi Metropolis," International Journal of Contemporary Accounting Issues-IJCAI (formerly International Journal of Accounting & Finance IJAF), The Institute of Chartered Accountants of Nigeria (ICAN), vol. 9(2), pages 1-17, September.
    6. Can, S.U. & Einmahl, John & Laeven, R.J.A., 2020. "Goodness-of-fit testing for copulas: A distribution-free approach," Other publications TiSEM 211b2be9-b46e-41e2-9b95-1, Tilburg University, School of Economics and Management.
    7. Habibu Sani & Shazida Jan Mohd-Khan & Mohd Saifoul Zamzuri Noor, 2018. "Microfinance training and the number of loans received by SMEs. An empirical evidence from emerging economy," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(2), pages 326-341, April.
    8. Zhang, Shulin & Okhrin, Ostap & Zhou, Qian M. & Song, Peter X.-K., 2016. "Goodness-of-fit test for specification of semiparametric copula dependence models," Journal of Econometrics, Elsevier, vol. 193(1), pages 215-233.
    9. Hofert, Marius & Oldford, Wayne, 2018. "Visualizing dependence in high-dimensional data: An application to S&P 500 constituent data," Econometrics and Statistics, Elsevier, vol. 8(C), pages 161-183.
    10. Waseem Ul Hameed & Muhammad Haseeb & Jawad Iqbal & Leonardus W. W. Mihardjo & Kittisak Jermsittiparsert, 2022. "Environmental disaster and women self‐sustainability—A survey study on microfinance female clientele in Pakistan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3599-3622, July.
    11. Grundke, Peter & Polle, Simone, 2012. "Crisis and risk dependencies," European Journal of Operational Research, Elsevier, vol. 223(2), pages 518-528.
    12. Gong Chen & Hartmut Fricke & Ostap Okhrin & Judith Rosenow, 2022. "Importance of Weather Conditions in a Flight Corridor," Stats, MDPI, vol. 5(1), pages 1-27, March.
    13. Syed Hussain Haider & Muzaffar Asad & Minaa Fatima & Rana Zain Ul Abidin, 2017. "Microfinance and Performance of Micro and Small Enterprises: Does Training have an Impact," Journal of Entrepreneurship and Business Innovation, Macrothink Institute, Journal of Entrepreneurship and Business Innovation, vol. 4(1), pages 113-113, December.
    14. George Kwadwo Anane & Patrick Brandful Cobbinah & Job Kwame Manu, 2013. "Sustainability of Small and Medium Scale Enterprises in Rural Ghana: The Role of Microfinance Institutions," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 3(8), pages 1003-1017, August.
    15. Lu, Xiaohui & Zheng, Xu, 2020. "A goodness-of-fit test for copulas based on martingale transformation," Journal of Econometrics, Elsevier, vol. 215(1), pages 84-117.
    16. Mathilde Maîtrot & Miguel Niño-Zarazúa, 2017. "Poverty and wellbeing impacts of microfinance: What do we know?," WIDER Working Paper Series wp-2017-190, World Institute for Development Economic Research (UNU-WIDER).
    17. Abiola Ayopo Babajide & Lawal Adedoyin Ishola & Adetiloye Kehinde Adekunle & Bede Uzoma Achugamonu & Akinjare Victoria Bosede, 2021. "Financial Sector Reform and Economic Development in Nigeria," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(2), pages 160-172, February.
    18. Ayi Gavriel Ayayi, 2012. "Microfinance: A Time to Deliberate," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(3), pages 445-447, July.
    19. Gregor Weiß, 2013. "Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy," Review of Quantitative Finance and Accounting, Springer, vol. 41(2), pages 179-202, August.
    20. Gregor Weiß, 2011. "Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study," Computational Statistics, Springer, vol. 26(1), pages 31-54, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:scn:cememm:v:55:y:2019:i:2:p:41-57. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sergei Parinov (email available below). General contact details of provider: http://www.cemi.rssi.ru/emm/home.htm .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.