中国信贷市场存在过度供给吗
发布时间：2018-12-27 08:37
【摘要】：文章利用2001年1月至2010年4月中国信贷市场月度数据,采用最大似然估计方法分析信贷供求,研究中国信贷市场是否存在信贷过度供给现象。实证结果表明:(1)在总量上,2005-2007年存在过度需求,2002-2004年以及2009年特别是2009年1-3月存在过度供给,目前信贷市场基本平衡;(2)在结构上,信贷失衡更多反映在企业部门,居民部门信贷供求失衡比例在[-10%,10%]内波动。
[Abstract]:Based on the monthly data of Chinese credit market from January 2001 to April 2010, this paper analyzes the supply and demand of credit by using the method of maximum likelihood estimation, and studies whether there is a phenomenon of excessive supply of credit in China's credit market. The empirical results show that: (1) in total amount, there was excessive demand in 2005-2007, excessive supply in 2002-2004 and 2009, especially in January-March 2009. At present, the credit market is basically balanced; (2) in terms of structure, the credit imbalance is more reflected in the enterprise sector, and the ratio of credit supply and demand imbalance in the resident sector fluctuates within [-10%].
【作者单位】： 上海交通大学安泰经济与管理学院;
【分类号】：F832.4
本文编号：2392790
[Abstract]:Based on the monthly data of Chinese credit market from January 2001 to April 2010, this paper analyzes the supply and demand of credit by using the method of maximum likelihood estimation, and studies whether there is a phenomenon of excessive supply of credit in China's credit market. The empirical results show that: (1) in total amount, there was excessive demand in 2005-2007, excessive supply in 2002-2004 and 2009, especially in January-March 2009. At present, the credit market is basically balanced; (2) in terms of structure, the credit imbalance is more reflected in the enterprise sector, and the ratio of credit supply and demand imbalance in the resident sector fluctuates within [-10%].
【作者单位】： 上海交通大学安泰经济与管理学院;
【分类号】：F832.4
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