河北省银行信贷结构与经济增长的关系研究

发布时间：2018-01-18 12:20

本文关键词：河北省银行信贷结构与经济增长的关系研究　出处：《河北大学》2014年硕士论文　论文类型：学位论文

【摘要】：经济增长一直以来都是人们讨论的重点，而银行作为金融机构中的核心组成部分，对推动经济的增长起着重要作用。本文选取河北省1987-2012年的经济数据，来研究银行信贷的期限结构与经济增长之间的关系。本文在研究了国内外相关文献的基础之上，通过对样本数据的ADF检验，协整检验，Granger因果检验，误差修正模型以及VAR模型等进行分析，得出经济增长与信贷的期限结构的关系，并利用脉冲响应函数等进行动态研究。实证分析表明，河北省银行信贷的期限结构与经济增长之间存在长期稳定的关系，经济增长对银行信贷期限结构具有显著的推动作用，也就是说经济增长会引起银行短期信贷资金和中长期信贷资金的增长，但是银行信贷期限结构对经济增长的推动作用并不明显。
[Abstract]:Economic growth has always been the focus of discussion, and the bank as the core financial institutions in part, play an important role in promoting the economic growth. This paper selects the economic data of Hebei Province in 1987-2012, the relationship between term structure and economic growth of the bank credit. In this paper, based on the related literature at home and abroad, through the ADF test of the sample data, cointegration test, Granger causality test, analyze the error correction model and VAR model, the relationship between the economic growth and the term structure of credit, and use the impulse response function were investigated. The empirical analysis shows that there is a long-term stable relationship between the term structure and the economic growth of Hebei Province, bank credit, economic growth has a significant positive effect on bank credit term structure, that is to say economic growth will lead to a short bank The growth of credit funds and medium - and long-term credit funds, but the effect of the term structure of bank credit on economic growth is not obvious.

【学位授予单位】：河北大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F127

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