宏观调控对我国商业银行房地产信贷的影响研究

发布时间：2018-01-14 06:07

本文关键词：宏观调控对我国商业银行房地产信贷的影响研究　出处：《湘潭大学》2014年硕士论文　论文类型：学位论文

【摘要】：回顾我国房地产市场发展三十多年历史，中国房地产市场飞速发展，房地产业在国民经济的发展中起了重要推动作用，是增强国民经济和改善了人民生活的重要产业。然而，在房地产行业表面繁荣、房价持续上涨、土地和商品住宅成交量大幅攀升的今天，在许多方面仍存在不同程度的问题与隐患，阻碍了行业的持续健康发展，使其成为在中国建设和谐社会的道路上所最大的面临的挑战之一。因此，国家根据市场情况，在调控目标的指导下，对土地政策、信贷政策、税收政策、产业政策、外贸政策和环保政策等都进行了相应调整。商业银行是国家宏观调控非常重要的一个载体，同时，也是宏观调整作用的一个承担者。一系列宏观调控政策陆续出台，，对商业银行的房地产信贷业务产生了很大的影响。本文从现实情况入手，首先阐明了宏观调控与商业银行信贷业务的关系，从机理上分析了宏观调控政策对商业银行房地产信贷业务的影响过程，说明了扩张性和收缩性这两个不同的宏观调控方向对商业银行房地产信贷的影响；其次，对近几年中国商业银行房地产信贷的宏观调控现实情况进行了简要回顾，并从政府和商业银行两个不同的角度，分别阐述了我国宏观调控和商业银行房地产信贷业务的存在的主要问题；再次，运用马尔科夫区制转移模型对宏观调控对商业银行信贷业务的影响进行了实证分析，选取2004年10月至2013年12月的月度数据，构建了包含M2同比增长率、五年以上中长期贷款利率、房地产税同比增长率、购置土地面积同比增长率、商品房销售价格同比增长率及商业性房地产贷款余额同比增长率共六个变量的两区制马尔可夫区制转移向量自回归模型，实证检验了宏观调控对我国商业银行房地产信贷业务的影响。最后从政府、商业银行、房地产金融市场体系三个角度提出了政策建议。本文的主要创新点是将马尔科夫区制转移模型引入到宏观调控对我国商业银行房地产信贷业务影响的研究中，利用计量软件得出的实证结果，将调控背景分成扩张阶段与收缩阶段这两个区制，在不同的区制中分别进行分析。
[Abstract]:Looking back on the development of China's real estate market for more than 30 years, China's real estate market has developed rapidly, the real estate industry has played an important role in the development of the national economy. It is an important industry to strengthen the national economy and improve the people's life. However, in the real estate industry surface prosperity, housing prices continue to rise, land and commodity housing volume rose sharply today. In many areas, there are still some problems and hidden dangers, which hinder the sustainable and healthy development of the industry, making it one of the biggest challenges on the road of building a harmonious society in China. According to the market conditions, under the guidance of the regulatory objectives, the state has a right to land policy, credit policy, tax policy, and industrial policy. Foreign trade policy and environmental protection policy have been adjusted accordingly. Commercial banks are a very important carrier of national macro-control and at the same time. A series of macro-control policies have been introduced one after another, which has had a great impact on the real estate credit business of commercial banks. This paper starts with the reality, first expounds the relationship between macro-control and commercial bank credit business, and analyzes the influence process of macro-control policy on commercial bank real estate credit business from the mechanism. It explains the influence of expansibility and contractility on the real estate credit of commercial banks. Secondly, this paper briefly reviews the macro-control of real estate credit in China's commercial banks in recent years, and from two different angles of the government and commercial banks. Separately elaborated our country macroscopic adjustment and control and the commercial bank real estate credit service existence main question; Thirdly, the paper makes an empirical analysis on the impact of macro-control on the credit business of commercial banks by using the Markov regional transfer model, and selects the monthly data from October 2004 to December 2013. It includes M2 growth rate, medium and long-term loan interest rate over five years, real estate tax growth rate, land acquisition area growth rate. Commercial housing sales price growth rate and commercial real estate loan balance growth rate of six variables of two-region Markov system transfer vector autoregressive model. This paper empirically tests the influence of macro-control on the real estate credit business of commercial banks in China, and finally puts forward some policy suggestions from three angles: government, commercial banks and real estate financial market system. The main innovation of this paper is to introduce the Markov regional system transfer model into the study of the impact of macro-control on the real estate credit business of commercial banks in China. The empirical results are obtained by using the econometric software. The regulatory background is divided into the expansion stage and the contraction stage, and analyzed in different regions.
【学位授予单位】：湘潭大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.45;F123.16

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