银行信贷与房价波动的关系及风险控制  

Volatility and Risk Controlling between Bank Credit and House Price

作　　者：李运蒙[1] 钱鑫[1] 

机构地区：[1]五邑大学经济管理学院,广东江门529020

出　　处：《武汉理工大学学报（信息与管理工程版）》2011年第2期292-296,共5页Journal of Wuhan University of Technology：Information & Management Engineering

基　　金：广东省自然科学基金资助项目(81529020010000109452902001004060)

摘　　要：选取全国房屋销售价格指数和居民中长期消费贷款2007年1月至2010年6月的月度统计数据,运用协整和Granger因果检验法分析了二者之间的关系,并建立了误差修正模型,结果显示在所考虑的数据区间内相关贷款和房价之间存在协整关系,且为双向因果关系。最后提出了对银行信贷风险控制的相关建议。Monthly house selling price index and individual medium and long-term consumption loans from January 2007 to June 2010 were selected as statistics data.The relationship between the price index and the consumption loans was analyzed by co-integration model and Granger causality test,and then the error correction model was established.It showed that in the range of considered data the co-integration relationship between related loans and house price does exist,and can be two-way causality.Finally,some related suggestions were proposed to control the bank credit risk.

关 键 词：风险控制 误差修正模型 房屋销售价格指数 居民中长期消费贷款 

分 类 号：F293.35[经济管理—国民经济]