以来我国利率变动对经济的影响分析金融学专业论文.docxVIP

山东大学硕士学位论文3．4本章小结 山东大学硕士学位论文 3．4本章小结 29 第4章实际利率对经济影响的实证分析 30 4．1理论与计量模型 30 4．2变量选取 3 1 4．3平稳性检验 32 4．4协整检验 33 4．5 VAR模型的构建与模型平稳性检验 34 4．6脉冲效应与结果分析 36 4．7本章小结 37 第5章 结论 38 参考文献 。40 至i[谢 43 万方数据 山东大学硕士学位论文CONTENTS 山东大学硕士学位论文 CONTENTS ABSTRACT(CHINESE) I ABSTRACT(ENGLISH) III Charpter 1 Introduction ·1 1．1 Analysis background and significance ．．1 1．2 Research content ．．3 1．3 Analysis method 4 1．4 Innovation and shortage 4 Charpter 2 Literature Review 5 2．1 Interest rate theory review “5 2．1．1 Theories ofinterest rate decision 5 2．1．2 Theories about the effect ofinterest rate changes ．．6 2．2 The literature research on the effect of interest rate on the economy in foreign countries 9 2．3 Literature research on the impact of interest rate on the economy in China．．1 0 2．4 Summary of literature research ··1 3 Charpter 3 Qualitative analysis of the effect of interest rate change on the economy ·15 3．1 The conduction process of changes in interest rate policy tools 1 5 3．2 Comparative analysis between the benchmark lending interest rate，benchmark lending rate and real interest rate ··16 3．2．1 Relationship between interest rate policy,commercial banks and real economy ． ． ·16 3．2．2 Data Illustrate ．17 3．2．3 Determination of criteria ．．1 8 3．2．4 Comparative analysis of the central bank benchmark lending rate and bank lending rate ··19 3．2．5 Comparative analysis ofbank loan interest rate and the real interest rate 万方数据 山东大学硕士学位论文3．2．6 山东大学硕士学位论文 3．2．6 Analysis on the proportion of loans with different loan interest rates．．22 3．3 Analysis of the relationship between changes in interest rates and the main economic variables．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．．24 3．3．1 The relationship between interest rates and investment growth rate．．．．24 3．3．2 The relationship between interest rates and savings growth rate．．．．．．．．．．25 3．3．3 The relationship between interest rates and consumption growth rate．26 3．3．4 The relation