河北省银行信贷构与经济增长的关系研究.pdfVIP

Classified Index: CODE: 10075 U.D.C: NO: A Dissertation for the Degree of M. Economics Relationship Between the Structure of Bank Credit and Economic Growth in Hebei Province Candidate: Sun qilin Supervisor: Vice Prof. Zhang minli Academic Degree Applied for: Master of Economics Specialty : Quantitative Economics University: Hebei University Date of Oral Examination: May, 2014 摘 要 摘 要 经济增长一直以来都是人们讨论的重点，而银行作为金融机构中的核心组成部分， 对推动经济的增长起着重要作用。本文选取河北省1987-2012年的经济数据，来研究银 行信贷的期限结构与经济增长之间的关系。本文在研究了国内外相关文献的基础之上， 通过对样本数据的ADF检验，协整检验，Granger因果检验，误差修正模型以及VAR模 型等进行分析，得出经济增长与信贷的期限结构的关系，并利用脉冲响应函数等进行动 态研究。实证分析表明，河北省银行信贷的期限结构与经济增长之间存在长期稳定的关 系，经济增长对银行信贷期限结构具有显著的推动作用，也就是说经济增长会引起银行 短期信贷资金和中长期信贷资金的增长，但是银行信贷期限结构对经济增长的推动作用 并不明显。 关键词 信贷的期限结构 短期信贷 中长期信贷 经济增长 向量自回归模型 I Abstract Abstract Economic growth has been the focus of discussion, and the bank as a financial institution in the core component in promoting economic growth plays an important role. This paper was selected Hebei Province 1987-2012 economic data to study the relationship between the maturity structure of bank credit and economic growth. Based on the study on the basis of relevant literature, through the sample data ADF test, co-integration test, Granger causality test, error correction model and VAR models to analyze, draw relationships between econ