| 我国房地产价格波动对银行资产的影响分析 |
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| 引用本文： | 程刚毅,彭澎.我国房地产价格波动对银行资产的影响分析[J].湖南财经高等专科学校学报,2010,26(3):88-91. |
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| 作者姓名： | 程刚毅 彭澎 |
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| 作者单位： | 1. 湖南省微生物研究所,湖南,长沙,410007
2. 湖南大学,法学院,湖南,长沙,410082 |
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| 摘 要： | 房地产价格波动对银行资产的影响是一个动态过程。通过分析房地产价格波动对银行资产影响的作用机制,基于VAR模型,运用脉冲响应函数和方差分解的方法进行研究表明：房地产价格波动对银行资产有长期正的影响,房地产价格的上涨会导致银行信贷量投放增加;实际利率的变化短期对房地产价格有负的影响,但是对于我国房地产市场长期来说,这种负的影响会消除,甚至会出现背离。
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| 关 键 词： | 房地产价格 银行资产 脉冲响应函数 |
The Influences of Price Fluctuation of Chinese Real Estate on Banking Assets |
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| CHENG Gang-yi,PENG Peng.The Influences of Price Fluctuation of Chinese Real Estate on Banking Assets[J].Journal of Hunan Financial and Economic College,2010,26(3):88-91. |
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| Authors: | CHENG Gang-yi PENG Peng |
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| Institution: | 1.Hunan Institute of Microbiology,Changsha Hunan 410007;2.Law School Hunan University,Changsha Hunan 410082) |
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| Abstract: | The influences of price fluctuation of Chinese real estate are a dynamic process.Based on VAR model and by using impulse response function and variance decomposition,the research shows that the price fluctuation of real estate has a long-term positive effect on banking assets and the rise of price causes the increase of credit funds,while the short-term changes of interests have negative effects.But in the long term for the Chinese real estate market,the negative effects will disappear. |
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| Keywords: | price of real estate banking assets impulse response function |
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