我国信贷规模及结构与通货膨胀的关系研究

发布时间：2018-10-05 09:13

【摘要】：本文以信贷规模和结构为切入点，主要研究我国信贷与通货膨胀的关系。本文从四个角度对信贷进行分析：信贷规模、信贷行业结构、信贷期限结构和信贷质量结构，并分别从这四个方面论述信贷与通货膨胀的关系。首先，本文分别对信贷规模与通货膨胀、信贷各结构与通货膨胀的理论关系进行概述，接着将信贷与通货膨胀的理论关系分解为信贷—货币供应量—通货膨胀这两个环节，并分别用货币乘数理论、后凯恩斯学派内生货币假说、古典货币数量论、一般均衡理论、货币主义学派的现代货币数量论等理论对信贷与通货膨胀的相互作用机制进行了理论分析，这些理论都认为信贷和通货膨胀相互作用、相互影响。本文接着对我国信贷规模、信贷结构、通货膨胀的情况进行定量和定性分析，包括我国信贷规模现状、特点、信贷资金来源、信贷规模成因；我国信贷行业结构、期限结构、资产质量结构现状及成因；我国通货膨胀历史状况、现阶段通货膨胀特征、现阶段通货膨胀成因等。文章接着从理论角度分析了我国信贷规模、结构与通货膨胀的相互作用机制。本文用向量自回归模型对信贷规模、结构与通货膨胀的关系进行分析。首先分析我国信贷规模与通货膨胀的经济计量关系，得出信贷规模的变动引起通货膨胀同向变动、通货膨胀变动引起信贷规模反向变动的实证结果；其次分析我国信贷行业结构、期限结构、质量结构与通货膨胀的经济计量关系，得出信贷行业结构、期限结构单向作用于通货膨胀水平，信贷质量结构与通货膨胀水平互为因果的实证结果，，并给出了相应实证结果的经济意义。针对前文的理论分析，我国信贷与通货膨胀水平定性、定量分析和实证结果，本文最后部分提出了合理控制信贷规模与平衡信贷结构，发展多样融资方式与降低银行非理性放贷行为，积极发挥存贷利率的中介作用等对策建议。
[Abstract]:Based on the scale and structure of credit, this paper mainly studies the relationship between credit and inflation in China. This paper analyzes the credit from four angles: the scale of credit, the structure of credit industry, the structure of credit term and the structure of credit quality, and discusses the relationship between credit and inflation from these four aspects. First of all, this paper summarizes the theoretical relationship between credit scale and inflation, the relationship between credit structure and inflation, and then divides the theoretical relationship between credit and inflation into two links: credit, money supply and inflation. And respectively using monetary multiplier theory, post-Keynesian endogenous monetary hypothesis, classical monetary quantity theory, general equilibrium theory, The modern monetary quantity theory of monetarist school makes a theoretical analysis of the interaction mechanism between credit and inflation. These theories all hold that credit and inflation interact and affect each other. This paper then carries on the quantitative and qualitative analysis to our country credit scale, the credit structure, the inflation situation, including our country credit scale present situation, the characteristic, the credit fund source, the credit scale origin, the credit profession structure, the term structure, The present situation and causes of asset quality structure, the historical situation of inflation in China, the characteristics of inflation at the present stage, the causes of inflation at present and so on. Then the paper analyzes the interaction mechanism of credit scale, structure and inflation from the theoretical point of view. This paper uses vector autoregressive model to analyze the relationship between credit scale, structure and inflation. Firstly, the paper analyzes the econometric relationship between credit scale and inflation, and concludes that the change of credit scale causes inflation to change in the same direction and inflation to cause reverse change of credit scale. Secondly, the paper analyzes the econometric relationship between credit industry structure, term structure, quality structure and inflation, and draws the conclusion that the structure of credit industry and term structure act on inflation level unidirectionally. The empirical results of the causality between the credit quality structure and the inflation level are given, and the economic significance of the corresponding empirical results is given. In view of the above theoretical analysis, qualitative, quantitative and empirical results of credit and inflation in China, the last part of this paper puts forward a reasonable control of credit scale and balance of credit structure. To develop various financing methods and reduce the irrational lending behavior of banks, and play an active role in the intermediary role of deposit and loan interest rates and other countermeasures.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F822.5

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