【摘要】：居民消費(fèi)物價水平的波動一直都是我國國民經(jīng)濟(jì)發(fā)展的重點(diǎn)關(guān)注領(lǐng)域,世界上多數(shù)國家都將穩(wěn)定居民消費(fèi)物價水平作為政府工作的重中之重。自2008年世界性的金融危機(jī)爆發(fā)以來,我國一般居民消費(fèi)物價水平面臨極大的上漲壓力。為了應(yīng)對此次大范圍的金融危機(jī),各國政府普遍采用了量化寬松的貨幣政策,可此舉又導(dǎo)致了大范圍的流動性泛濫,引起了新一輪的區(qū)域性通貨膨脹的爆發(fā)。本文在研究我國商業(yè)銀行信貸規(guī)模的變化與居民消費(fèi)物價水平的變化的關(guān)系時,主要以我國商業(yè)銀行信貸規(guī)模和期限結(jié)構(gòu)作為研究的切入點(diǎn)。主要從商業(yè)銀行的信貸規(guī)模變化與居民消費(fèi)物價的變化之間的關(guān)系和商業(yè)銀行信貸的期限結(jié)構(gòu)配比與居民消費(fèi)物價水平之間的關(guān)系,這兩個維度分析我國商業(yè)銀行信貸規(guī)模的變動通貨膨脹的影響。首先,論文分別對商業(yè)銀行信貸規(guī)模與居民消費(fèi)物價水平之間的理論關(guān)系進(jìn)行是闡述,商業(yè)銀行的信貸規(guī)模通過調(diào)節(jié)貨幣市場的貨幣供應(yīng)量來影響物價水平的變化。接著闡述了商業(yè)銀行的信貸投放與貨幣市場的貨幣供應(yīng)之間的理論關(guān)系,然后通過貨幣數(shù)量理論和貨幣的社會需求理論對貨幣市場的供應(yīng)與居民消費(fèi)物價水平之間的關(guān)系理論進(jìn)行分析。然后利用商業(yè)銀行信貸市場的信息不對稱理論和信貸配給理論來闡述商業(yè)銀行信貸市場的信貸途徑理論。最后,分析了商業(yè)銀行的信貸政策與與通貨膨脹的關(guān)系理論。本文接著對我國商業(yè)銀行的信貸規(guī)模、居民消費(fèi)物價水平的情況進(jìn)行定性和定量的實證分析,包括我商業(yè)銀行信貸規(guī)模的現(xiàn)狀、商業(yè)銀行信貸規(guī)模的增長特點(diǎn)商業(yè)銀行的信貸期限結(jié)構(gòu)變動;我國一般居民消費(fèi)物價水平歷史狀況、現(xiàn)階段的變化已經(jīng)出現(xiàn)的新情況等。論文接著分析了我國商業(yè)銀行信貸規(guī)模的變化與一般居民物價水平之間的關(guān)系。本文的實證階段利用向量自回歸方程模型對商業(yè)銀行信貸規(guī)模與居民消費(fèi)物價水平的變化進(jìn)行分析驗證。首先根據(jù)我國商業(yè)銀行信貸規(guī)模與居民消費(fèi)物價水平的經(jīng)濟(jì)計量關(guān)系,得到了商業(yè)銀行信貸規(guī)模與居民消費(fèi)物價水平之間存在長期的正向相關(guān)關(guān)系的實證結(jié)論;其次分析我國商業(yè)銀行信貸的期限結(jié)構(gòu)與居民消費(fèi)物價水平的經(jīng)濟(jì)計量關(guān)系,得出我國商業(yè)銀行信貸期限結(jié)構(gòu)對居民消費(fèi)物價水平具有正向的影響效應(yīng)的實證結(jié)果。針對論文前文的理論文獻(xiàn),結(jié)合我國商業(yè)銀行信貸規(guī)模與居民消費(fèi)物價水平的定性、定量分析過程已經(jīng)實證結(jié)果,本文在最后部分提出了優(yōu)化我國商業(yè)銀行信貸政策對策與建議:抑制商業(yè)銀行信貸規(guī)模的快速擴(kuò)張,應(yīng)重新將信貸規(guī)模作為貨幣政策的中介目標(biāo),應(yīng)加快推進(jìn)利率市場化,合理控制信貸規(guī)模與平衡信貸結(jié)構(gòu)。
[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.
【學(xué)位授予單位】：遼寧大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.4;F726

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