宏观经济因素对银行体系脆弱性影响的实证分析  

Empirical Analysis of Macroeconomic Factors on Banking System Fragility

作　　者：田艳芬[1] 邵志高[2] 陈守东[3] 

机构地区：[1]长春大学经济学院,吉林长春130028 [2]中国人民银行长春中心支行,吉林长春130021 [3]吉林大学数量经济研究中心,吉林长春130012

出　　处：《金融发展研究》2011年第4期26-30,共5页Journal Of Financial Development Research

基　　金：教育部重点研究基地重大项目(2009JJD790015)的资助

摘　　要：本文运用实证分析方法研究宏观经济因素对我国银行体系脆弱性的影响。Logit回归分析结果表明,经济发展水平对银行体系脆弱性具有显著负向影响,但影响程度较小;货币供给因素、投资因素及资本市场规模对银行体系脆弱性具有正向影响,其影响程度较大。脉冲响应分析结果表明,经济发展水平、货币供给对银行体系脆弱性具有负向冲击效应,投资因素对银行体系脆弱性具有正向冲击效应。研究结果可为建立健全银行体系与宏观经济的协调发展机制提供参考依据。This paper researches the influence of macroeconomic factors on the banking system fragility by empirical analysis methods.Logit regression analysis results show that the level of economic development has significant negative influence on the banking system fragility,but to lesser extent;money supply,investment and capital market factors have positive effect on the banking system fragility,but to bigger extent.Impulse response analysis shows that the level of economic development and the money supply have negative impact effect on the banking system fragility,investment factors has a positive impact effect on the vulnerability of the banking system.The results may provide reference for establishing a sound and coordinative policy of banking system and macroeconomic development.

关 键 词：银行体系脆弱性 宏观经济因素 Logit回归分析 脉冲响应分析 

分 类 号：F830[经济管理—金融学]