本文關鍵詞：宏觀調(diào)控對我國商業(yè)銀行房地產(chǎn)信貸的影響研究　出處：《湘潭大學》2014年碩士論文　論文類型：學位論文

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【摘要】：回顧我國房地產(chǎn)市場發(fā)展三十多年歷史，中國房地產(chǎn)市場飛速發(fā)展，房地產(chǎn)業(yè)在國民經(jīng)濟的發(fā)展中起了重要推動作用，是增強國民經(jīng)濟和改善了人民生活的重要產(chǎn)業(yè)。然而，在房地產(chǎn)行業(yè)表面繁榮、房價持續(xù)上漲、土地和商品住宅成交量大幅攀升的今天，在許多方面仍存在不同程度的問題與隱患，阻礙了行業(yè)的持續(xù)健康發(fā)展，使其成為在中國建設和諧社會的道路上所最大的面臨的挑戰(zhàn)之一。因此，國家根據(jù)市場情況，在調(diào)控目標的指導下，對土地政策、信貸政策、稅收政策、產(chǎn)業(yè)政策、外貿(mào)政策和環(huán)保政策等都進行了相應調(diào)整。商業(yè)銀行是國家宏觀調(diào)控非常重要的一個載體，同時，也是宏觀調(diào)整作用的一個承擔者。一系列宏觀調(diào)控政策陸續(xù)出臺，，對商業(yè)銀行的房地產(chǎn)信貸業(yè)務產(chǎn)生了很大的影響。 本文從現(xiàn)實情況入手，首先闡明了宏觀調(diào)控與商業(yè)銀行信貸業(yè)務的關系，從機理上分析了宏觀調(diào)控政策對商業(yè)銀行房地產(chǎn)信貸業(yè)務的影響過程，說明了擴張性和收縮性這兩個不同的宏觀調(diào)控方向?qū)ι虡I(yè)銀行房地產(chǎn)信貸的影響；其次，對近幾年中國商業(yè)銀行房地產(chǎn)信貸的宏觀調(diào)控現(xiàn)實情況進行了簡要回顧，并從政府和商業(yè)銀行兩個不同的角度，分別闡述了我國宏觀調(diào)控和商業(yè)銀行房地產(chǎn)信貸業(yè)務的存在的主要問題；再次，運用馬爾科夫區(qū)制轉(zhuǎn)移模型對宏觀調(diào)控對商業(yè)銀行信貸業(yè)務的影響進行了實證分析，選取2004年10月至2013年12月的月度數(shù)據(jù)，構(gòu)建了包含M2同比增長率、五年以上中長期貸款利率、房地產(chǎn)稅同比增長率、購置土地面積同比增長率、商品房銷售價格同比增長率及商業(yè)性房地產(chǎn)貸款余額同比增長率共六個變量的兩區(qū)制馬爾可夫區(qū)制轉(zhuǎn)移向量自回歸模型，實證檢驗了宏觀調(diào)控對我國商業(yè)銀行房地產(chǎn)信貸業(yè)務的影響。最后從政府、商業(yè)銀行、房地產(chǎn)金融市場體系三個角度提出了政策建議。 本文的主要創(chuàng)新點是將馬爾科夫區(qū)制轉(zhuǎn)移模型引入到宏觀調(diào)控對我國商業(yè)銀行房地產(chǎn)信貸業(yè)務影響的研究中，利用計量軟件得出的實證結(jié)果，將調(diào)控背景分成擴張階段與收縮階段這兩個區(qū)制，在不同的區(qū)制中分別進行分析。
[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.
【學位授予單位】：湘潭大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.45;F123.16

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