| 贷款结构与我国货币政策的利率传导效应 |
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| 引用本文： | 钟永红.贷款结构与我国货币政策的利率传导效应[J].山西财经大学学报,2008,30(9). |
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| 作者姓名： | 钟永红 |
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| 作者单位： | 华南理工大学,经济与贸易学院,广东广州,510006 |
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| 摘 要： | 采用1997年至2007年的季度数据,利用SVAR方法全面分析了利率变动对不同种类银行信贷的影响,研究结果显示,利率变动对不同种类的贷款存在效果和时滞的差异性,其中,短期工商业贷款和中长期企事业贷款对加息的反应不明显,消费贷款对利率的变动敏感。
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| 关 键 词： | 货币政策 利率传导效应 贷款结构 |
Bank Loan Portfolios and the Interest Rate Transmission in Monetary Policy Transmission |
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| ZHONG Yong-hong.Bank Loan Portfolios and the Interest Rate Transmission in Monetary Policy Transmission[J].Journal of Shanxi Finance and Economics University,2008,30(9). |
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| Authors: | ZHONG Yong-hong |
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| Abstract: | This paper makes a comprehensive investigation on the portfolio behavior of bank loans following a monetary tightening shock with quarterly data from 1997 to 2007 with the application of SVAR.The results show the change of interest have different effect to different kinds of loans.When the interest rate increases,the consumer loans decrease,while commercial and industrial(CI) loans and medium-and-long term loans increase.Several arguments are presented explaining why the supply of CI and medium-and-long term loans may actually increase after a monetary contraction. |
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| Keywords: | monetary policy Loan Portfolio Structural VAR |
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