中国银行业信贷规模对居民消费物价水平的影响研究
发布时间：2018-11-19 18:54
【摘要】：居民消费物价水平的波动一直都是我国国民经济发展的重点关注领域,世界上多数国家都将稳定居民消费物价水平作为政府工作的重中之重。自2008年世界性的金融危机爆发以来,我国一般居民消费物价水平面临极大的上涨压力。为了应对此次大范围的金融危机,各国政府普遍采用了量化宽松的货币政策,可此举又导致了大范围的流动性泛滥,引起了新一轮的区域性通货膨胀的爆发。本文在研究我国商业银行信贷规模的变化与居民消费物价水平的变化的关系时,主要以我国商业银行信贷规模和期限结构作为研究的切入点。主要从商业银行的信贷规模变化与居民消费物价的变化之间的关系和商业银行信贷的期限结构配比与居民消费物价水平之间的关系,这两个维度分析我国商业银行信贷规模的变动通货膨胀的影响。首先,论文分别对商业银行信贷规模与居民消费物价水平之间的理论关系进行是阐述,商业银行的信贷规模通过调节货币市场的货币供应量来影响物价水平的变化。接着阐述了商业银行的信贷投放与货币市场的货币供应之间的理论关系,然后通过货币数量理论和货币的社会需求理论对货币市场的供应与居民消费物价水平之间的关系理论进行分析。然后利用商业银行信贷市场的信息不对称理论和信贷配给理论来阐述商业银行信贷市场的信贷途径理论。最后,分析了商业银行的信贷政策与与通货膨胀的关系理论。本文接着对我国商业银行的信贷规模、居民消费物价水平的情况进行定性和定量的实证分析,包括我商业银行信贷规模的现状、商业银行信贷规模的增长特点商业银行的信贷期限结构变动;我国一般居民消费物价水平历史状况、现阶段的变化已经出现的新情况等。论文接着分析了我国商业银行信贷规模的变化与一般居民物价水平之间的关系。本文的实证阶段利用向量自回归方程模型对商业银行信贷规模与居民消费物价水平的变化进行分析验证。首先根据我国商业银行信贷规模与居民消费物价水平的经济计量关系,得到了商业银行信贷规模与居民消费物价水平之间存在长期的正向相关关系的实证结论;其次分析我国商业银行信贷的期限结构与居民消费物价水平的经济计量关系,得出我国商业银行信贷期限结构对居民消费物价水平具有正向的影响效应的实证结果。针对论文前文的理论文献,结合我国商业银行信贷规模与居民消费物价水平的定性、定量分析过程已经实证结果,本文在最后部分提出了优化我国商业银行信贷政策对策与建议:抑制商业银行信贷规模的快速扩张,应重新将信贷规模作为货币政策的中介目标,应加快推进利率市场化,合理控制信贷规模与平衡信贷结构。
[Abstract]:The fluctuation of consumer price level has always been the focus of attention in the development of our national economy. Most countries in the world take the stability of consumer price level as the most important task of the government. Since the world financial crisis broke out in 2008, the general consumer price level of our country faces the enormous pressure of rising. In response to the widespread financial crisis, governments have adopted monetary policy of quantitative easing, which has led to a flood of liquidity and a new round of regional inflation. In this paper, the relationship between the change of credit scale of commercial banks and the change of consumer price level in China is studied, and the credit scale and term structure of commercial banks in China are taken as the starting point of the research. Mainly from the relationship between the change of credit scale of commercial bank and the change of consumer price, and the relationship between the proportion of term structure of credit of commercial bank and the level of consumer price, These two dimensions analyze the impact of inflation on the credit scale of commercial banks in China. Firstly, the paper expounds the theoretical relationship between the credit scale of commercial banks and the consumer price level. The credit scale of commercial banks influences the change of price level by adjusting the money supply in the money market. Secondly, the paper expounds the theoretical relationship between the credit supply of commercial banks and the money supply in the money market. Then the relationship theory between the supply of money market and consumer price level is analyzed through the theory of monetary quantity and the theory of social demand of money. Then the information asymmetry theory and credit rationing theory of commercial bank credit market are used to explain the credit path theory of commercial bank credit market. Finally, the relationship between credit policy and inflation of commercial banks is analyzed. This article then carries on the qualitative and the quantitative empirical analysis to the credit scale of our country's commercial bank, the resident consumer price level, including the present situation of the credit scale of our country's commercial bank, The characteristics of the growth of Commercial Bank's Credit scale; the change of the term structure of Commercial Bank's Credit; The general consumer price level of our country history condition, the present stage change already appeared the new situation and so on. Then the paper analyzes the relationship between the change of credit scale of commercial banks and the general price level. The empirical stage of this paper uses the vector autoregressive equation model to analyze and verify the changes of credit scale and consumer price level of commercial banks. Firstly, according to the econometric relationship between the scale of commercial bank credit and the level of consumer price, the empirical conclusion is drawn that there is a long-term positive correlation between the scale of credit of commercial bank and the level of consumer price. Secondly, the paper analyzes the econometric relationship between the term structure of the credit of commercial banks and the level of consumer price, and obtains the empirical results that the term structure of the credit of commercial banks has a positive effect on the level of consumer prices. According to the previous theoretical documents, combining the qualitative analysis of the credit scale of commercial banks and the level of consumer price, the quantitative analysis process has been proved. In the last part of this paper, the author puts forward the countermeasures and suggestions to optimize the credit policy of commercial banks in China: to restrain the rapid expansion of the credit scale of commercial banks, to re-regard the credit scale as the intermediate target of monetary policy, and to speed up the marketization of interest rates. Reasonable control of credit scale and balance of credit structure.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F726
本文编号：2343142
[Abstract]:The fluctuation of consumer price level has always been the focus of attention in the development of our national economy. Most countries in the world take the stability of consumer price level as the most important task of the government. Since the world financial crisis broke out in 2008, the general consumer price level of our country faces the enormous pressure of rising. In response to the widespread financial crisis, governments have adopted monetary policy of quantitative easing, which has led to a flood of liquidity and a new round of regional inflation. In this paper, the relationship between the change of credit scale of commercial banks and the change of consumer price level in China is studied, and the credit scale and term structure of commercial banks in China are taken as the starting point of the research. Mainly from the relationship between the change of credit scale of commercial bank and the change of consumer price, and the relationship between the proportion of term structure of credit of commercial bank and the level of consumer price, These two dimensions analyze the impact of inflation on the credit scale of commercial banks in China. Firstly, the paper expounds the theoretical relationship between the credit scale of commercial banks and the consumer price level. The credit scale of commercial banks influences the change of price level by adjusting the money supply in the money market. Secondly, the paper expounds the theoretical relationship between the credit supply of commercial banks and the money supply in the money market. Then the relationship theory between the supply of money market and consumer price level is analyzed through the theory of monetary quantity and the theory of social demand of money. Then the information asymmetry theory and credit rationing theory of commercial bank credit market are used to explain the credit path theory of commercial bank credit market. Finally, the relationship between credit policy and inflation of commercial banks is analyzed. This article then carries on the qualitative and the quantitative empirical analysis to the credit scale of our country's commercial bank, the resident consumer price level, including the present situation of the credit scale of our country's commercial bank, The characteristics of the growth of Commercial Bank's Credit scale; the change of the term structure of Commercial Bank's Credit; The general consumer price level of our country history condition, the present stage change already appeared the new situation and so on. Then the paper analyzes the relationship between the change of credit scale of commercial banks and the general price level. The empirical stage of this paper uses the vector autoregressive equation model to analyze and verify the changes of credit scale and consumer price level of commercial banks. Firstly, according to the econometric relationship between the scale of commercial bank credit and the level of consumer price, the empirical conclusion is drawn that there is a long-term positive correlation between the scale of credit of commercial bank and the level of consumer price. Secondly, the paper analyzes the econometric relationship between the term structure of the credit of commercial banks and the level of consumer price, and obtains the empirical results that the term structure of the credit of commercial banks has a positive effect on the level of consumer prices. According to the previous theoretical documents, combining the qualitative analysis of the credit scale of commercial banks and the level of consumer price, the quantitative analysis process has been proved. In the last part of this paper, the author puts forward the countermeasures and suggestions to optimize the credit policy of commercial banks in China: to restrain the rapid expansion of the credit scale of commercial banks, to re-regard the credit scale as the intermediate target of monetary policy, and to speed up the marketization of interest rates. Reasonable control of credit scale and balance of credit structure.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4;F726
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