中国银行信贷、房地产价格与宏观经济互动关系研究——基于VAR模型的实证分析  

The Interaction Among Banking Credit,Real Estate and Macro-economy:an Analysis Based on VAR Model

作　　者：强林飞[1] 贺娜[2] 吴诣民[2] 

机构地区：[1]西安财经学院党委组织部,陕西西安710100 [2]西安交通大学经济与金融学院,陕西西安710061

出　　处：《统计与信息论坛》2010年第9期75-80,共6页Journal of Statistics and Information

摘　　要：银行信贷在近几年有了飞速发展,但是有相当一部分资金流向了房地产业,而房地产业是国计民生的重要产业之一,在推动宏观经济增长方面起到了重要作用。在建立VAR模型的基础上综合运用协整检验、Granger因果关系检验等方法,对中国银行信贷、房地产价格与宏观经济间的互动关系进行研究,结果表明银行信贷、房地产价格与宏观经济三者之间确实存在互动关系。In recent years bank credit has been developing rapidly.But there are quite a few of money flow to real estate industry.As we all know real estate is one of the important industrial,it plays an important role in promoting the growth of macro-economic.This paper research of the interactive relationship among banking credit、real estate and macro-economic,based on the VAR model、Co-integration tests and Granger causality test.Results show that does exist the interactive among banking credit、real estate and macro-economic.

关 键 词：银行信贷 房地产价格 宏观经济 VAR模型 协整检验 

分 类 号：F832.45[经济管理—金融学]