房价波动与银行信贷的关系研究
发布时间：2018-11-07 18:25
【摘要】：自1998年我国住房体制改革以来，政府出台了一系列优惠政策鼓励房地产业发展，形成了目前我国房地产市场和金融市场之间千丝万缕的联系，即银行是房地产业资金的最大提供者，房地产业又为银行的资金实现增值提供途径，两个行业互相促进，共同发展。但是在发展过程中，银行信贷扩张致使房价上涨幅度远远超过了人们收入水平的上涨幅度，导致银行风险和房地产信贷风险的积聚，，以及社会问题的爆发。为此，本文希望通过研究房价波动与银行信贷的相互关系来为房地产业、银行业甚至整个经济的健康可持续的发展提供一定的参考。 本文在引言中介绍了此研究的背景、意义和国内外的研究现状，并对前人的研究成果进行总结和分析。在此基础上，本文从理论和实证两方面对房价波动和银行信贷的关系进行了系统的论述和论证。 在理论方面，本文首先介绍了我国房地产市场取得的成就以及分析了发展过程中房价波动的原因；然后文章对我国银行房地产信贷的状况进行了介绍和分析；接着文章又从房地产企业、银行和个人三个市场主体对房价波动与银行信贷之间的关系进行了阐述。 在实证方面，本文不仅利用1999年1月到2010年12月的全国房价和银行信贷的时间序列数据对全国的房价波动和银行信贷关系进行实证分析，而且还利用30个省市的房价和银行信贷的面板数据对区域间的两者关系进行了实证分析，从而使本文的分析体系与过往的研究相比更加的全面。基于以上的分析，本文得出结论：从全国来看，我国房价波动与银行信贷之间互为因果关系,房价上涨助推了银行信贷的增加，银行信贷的增加又反过来对房价上涨起到推波助澜的作用。从区域来看，房价波动与银行信贷两者关系在东部地区表现得最为明显，中部次之，西部最后。 经过理论分析和实证验证之后，文章在最后提出了完善我国房地产市场和银行房地产信贷制度的四点政策建议。
[Abstract]:Since the housing system reform in our country in 1998, the government has issued a series of preferential policies to encourage the development of the real estate industry, forming the inextricable links between the real estate market and the financial market in our country. That is, the bank is the biggest provider of the real estate capital, and the real estate industry provides the way for the bank to realize the capital appreciation. The two industries promote each other and develop together. However, in the process of development, the expansion of bank credit causes the rise of house price far beyond the increase of people's income level, which leads to the accumulation of bank risk and real estate credit risk, as well as the outbreak of social problems. Therefore, this paper hopes to provide a certain reference for the healthy and sustainable development of real estate, banking and even the whole economy by studying the relationship between the fluctuation of house price and bank credit. In the introduction, this paper introduces the background, significance and current research situation of this research, and summarizes and analyzes the previous research results. On this basis, this paper systematically discusses and demonstrates the relationship between house price fluctuation and bank credit from both theoretical and empirical aspects. In theory, this paper first introduces the achievements of the real estate market in China and analyzes the reasons for the fluctuation of house prices in the process of development, and then introduces and analyzes the status of real estate credit in China's banks. Then the paper expounds the relationship between the fluctuation of house price and bank credit from the three market subjects of real estate enterprise, bank and individual. In the empirical aspect, this paper not only uses the time series data of the national house price and bank credit from January 1999 to December 2010 to make an empirical analysis on the fluctuation of house price and the relationship between bank credit and housing price in China. Moreover, the paper also makes an empirical analysis of the relationship between the two regions by using the panel data of housing prices and bank credit in 30 provinces and cities, which makes the analysis system of this paper more comprehensive than previous studies. Based on the above analysis, this paper draws a conclusion: from the national point of view, the fluctuation of house price and bank credit are causality, and the rise of house price contributes to the increase of bank credit. The increase in bank credit, in turn, contributed to the rise in house prices. From the regional point of view, the relationship between house price fluctuation and bank credit is the most obvious in the eastern region, followed by the central region, and finally in the western region. After theoretical analysis and empirical verification, the paper finally puts forward four policy recommendations to perfect the real estate market and bank real estate credit system in China.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F293.3;F224
本文编号：2317210
[Abstract]:Since the housing system reform in our country in 1998, the government has issued a series of preferential policies to encourage the development of the real estate industry, forming the inextricable links between the real estate market and the financial market in our country. That is, the bank is the biggest provider of the real estate capital, and the real estate industry provides the way for the bank to realize the capital appreciation. The two industries promote each other and develop together. However, in the process of development, the expansion of bank credit causes the rise of house price far beyond the increase of people's income level, which leads to the accumulation of bank risk and real estate credit risk, as well as the outbreak of social problems. Therefore, this paper hopes to provide a certain reference for the healthy and sustainable development of real estate, banking and even the whole economy by studying the relationship between the fluctuation of house price and bank credit. In the introduction, this paper introduces the background, significance and current research situation of this research, and summarizes and analyzes the previous research results. On this basis, this paper systematically discusses and demonstrates the relationship between house price fluctuation and bank credit from both theoretical and empirical aspects. In theory, this paper first introduces the achievements of the real estate market in China and analyzes the reasons for the fluctuation of house prices in the process of development, and then introduces and analyzes the status of real estate credit in China's banks. Then the paper expounds the relationship between the fluctuation of house price and bank credit from the three market subjects of real estate enterprise, bank and individual. In the empirical aspect, this paper not only uses the time series data of the national house price and bank credit from January 1999 to December 2010 to make an empirical analysis on the fluctuation of house price and the relationship between bank credit and housing price in China. Moreover, the paper also makes an empirical analysis of the relationship between the two regions by using the panel data of housing prices and bank credit in 30 provinces and cities, which makes the analysis system of this paper more comprehensive than previous studies. Based on the above analysis, this paper draws a conclusion: from the national point of view, the fluctuation of house price and bank credit are causality, and the rise of house price contributes to the increase of bank credit. The increase in bank credit, in turn, contributed to the rise in house prices. From the regional point of view, the relationship between house price fluctuation and bank credit is the most obvious in the eastern region, followed by the central region, and finally in the western region. After theoretical analysis and empirical verification, the paper finally puts forward four policy recommendations to perfect the real estate market and bank real estate credit system in China.
【学位授予单位】：南京财经大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.4;F293.3;F224
【参考文献】
相关期刊论文 前10条
1 孔煜;;房价波动、银行信贷与经济增长[J];财经理论与实践;2009年05期
2 周京奎;;房地产泡沫生成与演化——基于金融支持过度假说的一种解释[J];财贸经济;2006年05期
3 李成;王建军;;解读信贷推动下的美国房地产泡沫与金融危机——基于2000～2008年月度数据的理论分析与实证检验[J];金融论坛;2009年02期
4 项卫星;李宏瑾;白大范;;银行信贷扩张与房地产泡沫:美国、日本及东亚各国和地区的教训[J];国际金融研究;2007年03期
5 李剑;陆军;;我国房价与银行信贷关系研究——基于面板数据的边限协整分析[J];国际经贸探索;2009年06期
6 杨云飞;;银行信贷扩张与房地产价格波动关联性研究[J];合作经济与科技;2009年21期
7 王永鑫;樊元元;;银行信贷对房产价格泡沫的影响[J];商业经济;2008年17期
8 陆磊,李世宏;微观决策与经济体制:房地产泡沫下的居民-金融部门破产[J];金融研究;2004年09期
9 李健;邓瑛;;推动房价上涨的货币因素研究——基于美国、日本、中国泡沫积聚时期的实证比较分析[J];金融研究;2011年06期
10 涂序平;程国雄;;我国房地产价格波动与银行信贷增长关系的协整检验与误差修正模型[J];商场现代化;2008年29期
本文编号：2317210
本文链接：https://www.wllwen.com/guanlilunwen/huobilw/2317210.html
