我国商业银行信贷与经济周期相关性的实证研究

发布时间：2018-03-16 09:36

本文选题：经济周期　切入点：商业银行信贷　出处：《长沙理工大学》2013年硕士论文　论文类型：学位论文

【摘要】：银行信贷与经济周期之间的关系一直是经济学家们所关注的重要问题之一，，尤其是本次次贷危机的发生，引发了学术界对商业银行顺周期性问题讨论的新高潮。本文从这个背景出发，探索两者之间是否存在明显的相关关系和因果关系，发现隐藏在这些关系背后的深层次的矛盾和问题。第一章主要介绍了选题背景和研究意义、国内外研究综述、研究思路和基本框架。第二章对商业银行信贷与经济周期相关性进行了理论概述，对商业银行与经济周期相关性涵义和理论解释进行了归纳，并分析了商业银行顺周期性的影响。第三章运用图表等形式，对我国改革开放以来商业银行信贷与经济周期的特征进行了定性地分析，初步得出结论，我国的信贷活动具有顺周期性的特点，而且在1994年国家启动将专业银行改造为商业银行的方案之后表现得尤为明显。第四章利用1978-2012年我国的GDP增长率和信贷余额增长率的数据以及1994-2012年我国的GDP总量和银行业总体不良贷款额的数据，在通过平稳性检验和协整检验的基础上，运用格兰杰检验和脉冲响应函数检验，发现商业银行信贷规模和信贷质量都具有亲周期性，而且经济周期对贷款的影响更为明显，信贷对经济周期的反馈作用相对不是那么强烈。最后，从管控银行信风险和提高信贷资金运用效率两个方面提出了降低商业银行顺周期负面影响的建议。
[Abstract]:The relationship between bank credit and the economic cycle has been one of the most important issues of concern to economists, especially the occurrence of the subprime mortgage crisis. This paper, from this background, explores whether there is an obvious correlation and causality between the two. Discover the deep contradictions and problems that lie behind these relationships. The first chapter mainly introduces the background and significance of the topic, the domestic and foreign research review, research ideas and basic framework. Chapter two summarizes the correlation between commercial bank credit and business cycle. This paper sums up the meaning and theoretical explanation of the correlation between commercial bank and economic cycle, and analyzes the influence of procyclicality of commercial bank. This paper makes a qualitative analysis of the characteristics of credit and economic cycle of commercial banks since the reform and opening up in China, and draws a preliminary conclusion that the credit activities in China are characterized by procyclicality. In 1994, the government launched the program to transform professional banks into commercial banks. Chapter 4th uses the GDP growth rate and credit balance growth rate data from 1978 to 2012, and the total GDP of our country from 1994 to 2012 and from 1994 to 2012. Data on the total amount of non-performing loans in the banking sector, On the basis of stability test and cointegration test, Granger test and impulse response function test are used to find that the credit scale and credit quality of commercial banks are both pro-cyclical, and the impact of economic cycle on loans is more obvious. The feedback effect of credit on the economic cycle is not so strong. Finally, the paper puts forward some suggestions to reduce the negative impact on the pro-cycle of commercial banks from the aspects of managing bank credit risk and improving the efficiency of the use of credit funds.
【学位授予单位】：长沙理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4;F124.8

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