本文選題：經(jīng)濟(jì)周期　切入點(diǎn)：商業(yè)銀行信貸　出處：《長沙理工大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：銀行信貸與經(jīng)濟(jì)周期之間的關(guān)系一直是經(jīng)濟(jì)學(xué)家們所關(guān)注的重要問題之一，，尤其是本次次貸危機(jī)的發(fā)生，引發(fā)了學(xué)術(shù)界對商業(yè)銀行順周期性問題討論的新高潮。本文從這個(gè)背景出發(fā)，探索兩者之間是否存在明顯的相關(guān)關(guān)系和因果關(guān)系，發(fā)現(xiàn)隱藏在這些關(guān)系背后的深層次的矛盾和問題。 第一章主要介紹了選題背景和研究意義、國內(nèi)外研究綜述、研究思路和基本框架。第二章對商業(yè)銀行信貸與經(jīng)濟(jì)周期相關(guān)性進(jìn)行了理論概述，對商業(yè)銀行與經(jīng)濟(jì)周期相關(guān)性涵義和理論解釋進(jìn)行了歸納，并分析了商業(yè)銀行順周期性的影響。第三章運(yùn)用圖表等形式，對我國改革開放以來商業(yè)銀行信貸與經(jīng)濟(jì)周期的特征進(jìn)行了定性地分析，初步得出結(jié)論，我國的信貸活動具有順周期性的特點(diǎn)，而且在1994年國家啟動將專業(yè)銀行改造為商業(yè)銀行的方案之后表現(xiàn)得尤為明顯。第四章利用1978-2012年我國的GDP增長率和信貸余額增長率的數(shù)據(jù)以及1994-2012年我國的GDP總量和銀行業(yè)總體不良貸款額的數(shù)據(jù)，在通過平穩(wěn)性檢驗(yàn)和協(xié)整檢驗(yàn)的基礎(chǔ)上，運(yùn)用格蘭杰檢驗(yàn)和脈沖響應(yīng)函數(shù)檢驗(yàn)，發(fā)現(xiàn)商業(yè)銀行信貸規(guī)模和信貸質(zhì)量都具有親周期性，而且經(jīng)濟(jì)周期對貸款的影響更為明顯，信貸對經(jīng)濟(jì)周期的反饋?zhàn)饔孟鄬Σ皇悄敲磸?qiáng)烈。最后，從管控銀行信風(fēng)險(xiǎn)和提高信貸資金運(yùn)用效率兩個(gè)方面提出了降低商業(yè)銀行順周期負(fù)面影響的建議。
[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.
【學(xué)位授予單位】：長沙理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.4;F124.8

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