我国消费信贷影响经济增长的机理及实证研究

发布时间：2018-03-08 19:51

本文选题：消费信贷　切入点：经济增长　出处：《湖南师范大学》2012年硕士论文　论文类型：学位论文

【摘要】：随着经济的发展,人们生活水平的提高,我国传统的消费习惯和消费方式正在发生改变,信贷消费逐渐成为我国消费者新的消费习惯和消费方式。在发达国家,消费信贷的作用已经不仅仅是提高人们生活效用的一种手段,它更是影响经济增长的一股强劲力量。我国消费信贷的发展历史还十分短暂,但在这十多年的发展过程当中,它对国民经济和人民生活的重要性也逐渐显现出来。本文首先对已有研究成果进行梳理,然后从消费信贷的消费需求效应、投资需求效应和净出口需求效应三个方面分析消费信贷影响经济增长机理分析,并利用协整分析和VAR模型进行实证研究,研究结论表明：我国消费信贷对消费、投资、净出口三大需求的效应都很显著,其中,消费信贷对投资的影响最大,对消费的影响较小,对进出口的影响不稳定。然后,利用H-P滤波法和偏最小二乘法(PLS)分析消费信贷的趋势变动和循环波动对经济增长的趋势变动和循环波动的影响,研究结论表明：在长期内我国消费信贷能够有效地促进经济增长,在短期内消费信贷的波动对经济增长的波动影响很小。最后,在实证分析的基础上,从如何增加消费信贷的消费需求效应,如何更好地利用消费信贷的投资需求效应和进出口需求效应,如何平衡消费信贷对三大需求的不同影响以及建立和完善消费信贷的各项制度以防范各种可能的风险等方面提出了政策建议。
[Abstract]:With the development of economy and the improvement of people's living standard, the traditional consumption habits and ways of consumption are changing in our country, and credit consumption is gradually becoming the new consumption habit and consumption mode of Chinese consumers. The role of consumer credit is not only a means to improve the utility of people's lives, but also a powerful force that affects economic growth. The development history of consumer credit in China is still very short, but in the course of more than 10 years of development, Its importance to the national economy and people's life also gradually appeared. This paper firstly combs the existing research results, and then analyzes the mechanism of consumer credit's influence on economic growth from three aspects: consumer demand effect, investment demand effect and net export demand effect. The empirical research using cointegration analysis and VAR model shows that: the effect of consumer credit on consumption, investment and net export is significant, among which consumer credit has the greatest impact on investment. The influence on consumption is less, and the influence on import and export is unstable. Then, using H-P filtering method and partial least square method (PLS) to analyze the influence of trend change and cyclic fluctuation of consumer credit on the trend change and cycle fluctuation of economic growth. The results show that consumer credit can effectively promote economic growth in the long run, and the fluctuation of consumer credit has little effect on the fluctuation of economic growth in the short term. Finally, on the basis of empirical analysis, From how to increase the consumer demand effect of consumer credit, how to make better use of the investment demand effect and import and export demand effect of consumer credit, Some suggestions are put forward on how to balance the different influence of consumer credit on the three major demands and how to establish and perfect the various systems of consumer credit in order to guard against various possible risks.
【学位授予单位】：湖南师范大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F224

【相似文献】