基于多元Logit模型对我国银行体系脆弱性的实证研究  

An Empirical Analysis of the Vulnerability of China's Bank System Based on Logit Model

作　　者：戴钰[1,2] 

机构地区：[1]武汉理工大学经济学院,武汉430070 [2]长沙理工大学文法学院,长沙410076

出　　处：《经济问题》2010年第7期101-105,共5页On Economic Problems

基　　金：国家自然科学基金项目(J0624005);博士点基金项目(20060532030)

摘　　要：利用1985~2007年的数据对我国银行体系脆弱性进行实证分析,研究结果表明：城乡居民储蓄存款增长率与银行体系脆弱性成反向变化关系;汇率增长率与银行体系脆弱性成反向变化关系;GDP增长率与银行体系脆弱性成反向变化关系;进口增长率与银行体系脆弱性成正向变化关系;各项贷款增长率与银行体系脆弱性成反向变化关系;固定资产投资增长率与银行体系脆弱性成反向变化关系。影响我国银行体系脆弱性较显著的因素是：城乡居民储蓄存款增长率、汇率增长率,以及进出口增长率。This paper using the data of 1985-2007 to empirical analyze the vulnerability of China＇s bank system.The results show that： The relationship between the sorts of growth rates and the banking system vulnerability are different.Urban and rural residents savings rate with banking system vulnerability showed opposite direction,with exchange rate showed opposite direction.With GDP growth rate showed opposite direction,import growth rate is positive direction,bank loan growth rate showed opposite direction,and fixed-asset investment growth rate is opposite direction.Affect the vulnerability of our banking system more significant factors are： urban and rural household savings growth rate,exchange rate growth rate,and import-export growth.

关 键 词：银行 脆弱性 LOGIT模型 

分 类 号：F830.2[经济管理—金融学]