河北省銀行信貸結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)的關(guān)系研究
本文關(guān)鍵詞:河北省銀行信貸結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)的關(guān)系研究 出處:《河北大學(xué)》2014年碩士論文 論文類型:學(xué)位論文
更多相關(guān)文章: 信貸的期限結(jié)構(gòu) 短期信貸 中長(zhǎng)期信貸 經(jīng)濟(jì)增長(zhǎng) 向量自回歸模型
【摘要】:經(jīng)濟(jì)增長(zhǎng)一直以來(lái)都是人們討論的重點(diǎn),而銀行作為金融機(jī)構(gòu)中的核心組成部分,對(duì)推動(dòng)經(jīng)濟(jì)的增長(zhǎng)起著重要作用。本文選取河北省1987-2012年的經(jīng)濟(jì)數(shù)據(jù),來(lái)研究銀行信貸的期限結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)之間的關(guān)系。本文在研究了國(guó)內(nèi)外相關(guān)文獻(xiàn)的基礎(chǔ)之上,通過(guò)對(duì)樣本數(shù)據(jù)的ADF檢驗(yàn),協(xié)整檢驗(yàn),Granger因果檢驗(yàn),誤差修正模型以及VAR模型等進(jìn)行分析,得出經(jīng)濟(jì)增長(zhǎng)與信貸的期限結(jié)構(gòu)的關(guān)系,并利用脈沖響應(yīng)函數(shù)等進(jìn)行動(dòng)態(tài)研究。實(shí)證分析表明,河北省銀行信貸的期限結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)之間存在長(zhǎng)期穩(wěn)定的關(guān)系,經(jīng)濟(jì)增長(zhǎng)對(duì)銀行信貸期限結(jié)構(gòu)具有顯著的推動(dòng)作用,也就是說(shuō)經(jīng)濟(jì)增長(zhǎng)會(huì)引起銀行短期信貸資金和中長(zhǎng)期信貸資金的增長(zhǎng),但是銀行信貸期限結(jié)構(gòu)對(duì)經(jīng)濟(jì)增長(zhǎng)的推動(dòng)作用并不明顯。
[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.
【學(xué)位授予單位】:河北大學(xué)
【學(xué)位級(jí)別】:碩士
【學(xué)位授予年份】:2014
【分類號(hào)】:F832.4;F127
【參考文獻(xiàn)】
相關(guān)期刊論文 前10條
1 陳剛;尹希果;陳華智;;我國(guó)金融發(fā)展與經(jīng)濟(jì)增長(zhǎng)關(guān)系的區(qū)域差異分析——兼論分稅制改革對(duì)金融發(fā)展與經(jīng)濟(jì)增長(zhǎng)關(guān)系的影響[J];金融論壇;2006年07期
2 談儒勇;葉海景;范坤祥;;我國(guó)各地銀行集中度與經(jīng)濟(jì)增長(zhǎng)關(guān)系的實(shí)證研究[J];當(dāng)代財(cái)經(jīng);2006年12期
3 閆章秀;;經(jīng)濟(jì)發(fā)展對(duì)信貸增長(zhǎng)促進(jìn)作用的實(shí)證分析[J];當(dāng)代經(jīng)濟(jì)科學(xué);2008年01期
4 巴曙松;劉海博;;信貸周期理論研究綜述[J];湖北經(jīng)濟(jì)學(xué)院學(xué)報(bào);2009年03期
5 韓廷春;金融發(fā)展與經(jīng)濟(jì)增長(zhǎng):基于中國(guó)的實(shí)證分析[J];經(jīng)濟(jì)科學(xué);2001年03期
6 韓廷春,夏金霞;中國(guó)金融發(fā)展與經(jīng)濟(jì)增長(zhǎng)經(jīng)驗(yàn)分析[J];經(jīng)濟(jì)與管理研究;2005年04期
7 談儒勇;中國(guó)金融發(fā)展和經(jīng)濟(jì)增長(zhǎng)關(guān)系的實(shí)證研究[J];經(jīng)濟(jì)研究;1999年10期
8 林毅夫;孫希芳;;銀行業(yè)結(jié)構(gòu)與經(jīng)濟(jì)增長(zhǎng)[J];經(jīng)濟(jì)研究;2008年09期
9 林毅夫;孫希芳;姜燁;;經(jīng)濟(jì)發(fā)展中的最優(yōu)金融結(jié)構(gòu)理論初探[J];經(jīng)濟(jì)研究;2009年08期
10 宋平;;產(chǎn)業(yè)結(jié)構(gòu)、銀行信貸與經(jīng)濟(jì)增長(zhǎng)關(guān)系的面板模型實(shí)證[J];統(tǒng)計(jì)與決策;2013年02期
相關(guān)博士學(xué)位論文 前1條
1 王書(shū)軍;中國(guó)農(nóng)村公共產(chǎn)品供給主體及其供給行為研究[D];華中科技大學(xué);2009年
,本文編號(hào):1440928
本文鏈接:http://www.sikaile.net/jingjilunwen/shijiejingjilunwen/1440928.html