| 商业银行不良贷款的宏观经济影响因素分析 |
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| 引用本文： | 谢冰.商业银行不良贷款的宏观经济影响因素分析[J].财经理论与实践,2009,30(6). |
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| 作者姓名： | 谢冰 |
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| 作者单位： | 湖南商学院,工商管理学,湖南,长沙,410205 |
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| 基金项目： | 国家教育部人文社科基金项目"新农村建设中的现代物流金融支持研究" |
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| 摘 要： | 商业银行不良贷款总额一直在高位徘徊,成为制约中国商业银行发展的重要因素之一.通过收集2004年1季度～2009年1季度的最新数据,运用相关分析、共线性诊断、主成分回归分析等方法建立模型,探讨宏观经济因素对商业银行不良贷款的影响和贡献率.由实证结论发现:宏观经济因素与不良贷款余额负相关;社会消费品零售总额、进出口总额对降低商业银行不良贷款的贡献度最大,每增加1%会导致不良贷款平均降低0.0249%和0.0248%;宏观经济因素对降低不良贷款有正向促进作用,因此,在操作层面上可通过扩大内需、改善商业银行的外部信用环境等措施间接降低商业银行的不良贷款.
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| 关 键 词： | 不良贷款 宏观经济因素 相关分析 共线性诊断 主成分回归 |
Analysis on Macroeconomic Factors of Non-performing Loan Scale of Commercial Banks XIE Bing |
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| XIE Bing.Analysis on Macroeconomic Factors of Non-performing Loan Scale of Commercial Banks XIE Bing[J].The Theory and Practice of Finance and Economics,2009,30(6). |
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| Authors: | XIE Bing |
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| Institution: | XIE Bing (Management School,Hunan University of Commerce,Changsha,Hunan 410205,China) |
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| Abstract: | The scale of the non-performing loans(NPLs) of commercial banks have been hovering at a high level,which impedes the development of China's commercial banks.Through collecting the latest data of 2004Q1-2009Q1,this paper uses the approaches of correlation analysis,collinearity diagnosis and principal component regression analysis to discuss the macroeconomic factors impacting on commercial banks' NPLs.From the results,there is a negative correlation between macroeconomic factors and NPLs.The total retail amo... |
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| Keywords: | Macroeconomic factors Empirical analysis Correlation analysis Collinearity diagnosis Principal component regression analysis |
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