本文選題：經(jīng)濟周期 + 銀行信貸行為　； 參考：《吉林大學(xué)》2017年碩士論文

【摘要】：2008年金融危機爆發(fā)后,在國際社會普遍縮緊信貸的時候,我國商業(yè)銀行信貸投放規(guī)模卻不斷擴大,在市場化改革過程中,中國商業(yè)銀行與西方國家面臨著相似的外部環(huán)境和短期壓力,然而卻表現(xiàn)出截然不同的信貸特征。這一明顯的異常現(xiàn)象引起部分國內(nèi)學(xué)者的關(guān)注,與此同時,很多學(xué)者們也開始將這一異�，F(xiàn)象的引發(fā)原因作為他們研究的重點方向。本文研究的主要目的在于,在已有的國內(nèi)與國外的成熟理論和實踐結(jié)果上,考慮我國的特色市場條件與實際情況,為我國商業(yè)銀行信貸行為的逆周期性特征提供更加豐富的經(jīng)驗證據(jù)。并考慮我國特殊的政治經(jīng)濟環(huán)境,從不同的角度切入進行思考,深入討論政府控制是否會影響中國商業(yè)銀行逆周期性的信貸行為,為研究我國信貸逆周期性的產(chǎn)生原因提供其他思路和可能性。首先歸納了國內(nèi)外學(xué)者關(guān)于信貸周期性特征及其形成原因的理論研究和實證研究。國外學(xué)者研究證實歐美國家社會信貸行為普遍呈現(xiàn)順周期性,其原因主要為金融加速器效應(yīng)、貸款雙方的信息不對稱、銀行的“災(zāi)難短視”行為等。然而國內(nèi)有學(xué)者研究證實我國的信貸行為呈逆周期性,目前國內(nèi)討論的逆周期性成因主要集中于政府股權(quán)結(jié)構(gòu),即政府的顯性控制。然而政府對銀行的隱性控制所產(chǎn)生的影響,卻少有研究,這也是本文的主要切入點。實證檢驗方面,文章基于1998年-2014年間67家中國商業(yè)銀行的年度非平衡面板數(shù)據(jù),實證檢驗了我國整體商業(yè)銀行信貸行為普遍呈現(xiàn)逆周期特征,以及政府控制確實對我國商業(yè)銀行信貸行為的逆周期性產(chǎn)生顯著影響,并進行了穩(wěn)健性檢驗。在實證檢驗過程中,樣本銀行被分為分為國有大型銀行、股份制銀行以及城市商業(yè)銀行三個層級,增加政府控制與宏觀經(jīng)濟波動的交叉項,分析得出城市商業(yè)銀行對地方政府的依賴較強,所以同時受地方政府控制的力度也相對較大,其逆周期性特征最為明顯。國有大型銀行的逆周期性次之,而股份制銀行相比較而言更加注重自身利益,其信貸逆周期性在三者中最弱。最后,本論文在結(jié)合了理論研究與實證檢驗結(jié)果的基礎(chǔ)上,針對中國商業(yè)銀行信貸逆周期性的問題,提出了相應(yīng)的政策解決建議與方案——政府應(yīng)當注意逆周期監(jiān)管與信貸投放逆周期的疊加效應(yīng),在制定政策時,充分考慮到我國信貸投放逆周期的特征,爭取使逆周期監(jiān)管與信貸行為逆周期形成協(xié)同效應(yīng)。其次,政府應(yīng)當提高貨幣政策的有效性,實行差異化的貨幣政策,鼓勵不同類別銀行積極響應(yīng)中央銀行的政策號召。最后,監(jiān)管部門也應(yīng)當實現(xiàn)區(qū)別監(jiān)管,靈活制定監(jiān)管政策,降低監(jiān)管成本。
[Abstract]:After the financial crisis broke out in 2008, when the international community generally tightened the credit, the scale of the commercial bank credit in our country expanded continuously, in the course of the market-oriented reform, Chinese commercial banks and western countries face similar external environment and short-term pressure, but show different credit characteristics. This obvious abnormal phenomenon has attracted the attention of some domestic scholars, at the same time, many scholars have begun to take the cause of the abnormal phenomenon as the focus of their research. The main purpose of this paper is to consider the characteristic market conditions and actual conditions of our country on the existing mature theory and practice results both at home and abroad. It provides more empirical evidence for the countercyclical characteristics of the credit behavior of commercial banks in China. And considering the special political and economic environment of our country, from different angles, to discuss whether government control will affect the countercyclical credit behavior of Chinese commercial banks. In order to study the causes of credit reverse periodicity in China, provide other ideas and possibilities. Firstly, the theoretical and empirical studies on the characteristics of credit periodicity and its formation are summarized. Foreign scholars have confirmed that social credit behavior in Europe and the United States is generally pro-cyclical, mainly due to the financial accelerator effect, the information asymmetry between the two parties, and the bank's "disaster shortsightedness" behavior. However, some domestic scholars have confirmed that the credit behavior of our country is countercyclical, and the cause of countercyclical discussion is mainly focused on the ownership structure of the government, that is, the dominant control of the government. However, little research has been done on the influence of the government on the implicit control of banks, which is also the main breakthrough point of this paper. On the empirical test, based on the annual non-equilibrium panel data of 67 Chinese commercial banks from 1998 to 2014, the paper empirically tests that the credit behavior of the whole commercial banks in China generally presents a counter-cyclical feature. And government control does have a significant impact on the countercyclical credit behavior of commercial banks in China, and the robustness test is carried out. In the process of empirical test, the sample banks are divided into three levels: large state-owned banks, joint-stock banks and urban commercial banks. The analysis shows that the city commercial banks rely heavily on local governments, so they are controlled by local governments, and their counter-cyclical characteristics are most obvious. The countercyclical nature of the large state-owned banks is the second, while the shareholding banks pay more attention to their own interests, and their credit countercyclical is the weakest of the three. Finally, based on the combination of theoretical research and empirical results, this paper aims at the countercyclical problem of credit in Chinese commercial banks. Put forward the corresponding policy solution suggestion and plan-the government should pay attention to the superposition effect of countercyclical supervision and credit supply, when making policy, fully consider the characteristics of countercyclical credit supply in our country. Strive to make countercyclical supervision and credit behavior reverse cycle to form a synergistic effect. Secondly, the government should improve the effectiveness of monetary policy, implement differentiated monetary policy, and encourage different types of banks to respond positively to the policy call of the central bank. Finally, the regulatory authorities should also achieve differential regulation, flexible regulatory policy, and reduce regulatory costs.
【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.4

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