银行信贷与房地产价格相关性研究

摘要经过多年来的发展，房地产行业已经成为支柱型产业，与国民经济的发展有着密切的关系，房地产业的兴衰，关系到我国经济是否能长远发展。房地产业又是资金密集型产业，银行则是房地产业重要的融资渠道。近年来，江苏省房地产业升温不断，房地产价格也不断走高，房地产泡沫开始显现。因此研究两者之间的关系，对于防范房地产泡沫，保障国民经济稳定发展，有着重要的意义。本文基于对银行信贷与房地产价格相关性进行研究，主要选取了江苏省房地产价格、房地产开发企业国内贷款、银行五年以上贷款利率以及PPI指数，从2006年至2015年的月度数据，进行定性和定量的分析。得出了银行信贷与房地产价格之间有长期稳定的且互为格兰杰因果的相关关系。同时根据所作出的结果提出相应的政策建议。43644

毕业论文关键词：银行信贷房地产价格协整检验格兰杰检验

毕业论文外文摘要

Title Analysis of the correlation between house prices and bank credits

Abstract

After years of development, the real estate industry has become a pillar industry of our country, and the development of the national economy is closely related to it. Rising and falling of real estate relates to the long-term development of China's economy. The real estate industry is a capital-intensive industry, banking is an important financing channels to it. In recent years, the real estate industry of Jiangsu Province continues to heat up,and house prices continue to rise, and the real estate bubble began to show up.So study the correlation between the two, to prevent the real estate bubble to ensure the steady development of the national economy, attaching an important significance to it.

Based on bank credits and house price correlation studies,this paper mainly selected the monthly data of Jiangsu Province house prices, the domestic business loans of house developers, bank lending rates more than five years, and the PPI from the year of 2006 to 2015,and analyzed qualitatively and quantitatively. We obtained a long-term stable and mutually Granger causal relationship between bank credits and house prices. At the same time it puts forward the corresponding policy recommendations based on the results.

Keywords ：Bank credits House prices Johansen Co-integration Granger test

1绪论1

1.1选题的背景及意义1

1.2可能的创新与不足2

1.3研究思路 3

2文献综述 4

2.1理论研究4

2.2实证研究 4

2.3小结6

3江苏省银行信贷与房地产关系现状7

3.1江苏省房地产发展现状7

3.2江苏省房地产市场银行信贷情况分析 10

3.3江苏省房地产市场价格情况分析 12

4银行信贷与房地产价格关系的理论研究14

4.1房地产价格对银行信贷的影响14

4.2银行信贷对房地产价格的影响15

5江苏省银行信贷与房地产价格关系实证分析17 5.1江苏省银行信贷与房地产价格关系趋势分析 17

5.2江苏省银行信贷与房地产价格关系实证分析 17

结论 24

致谢 26

参考文献27

1 绪论

1.1 选题的背景和意义

我国房地产市场自1998年实施市场化改革以来，经过近二十年的不断发展与成长，实现了飞速的发展，对国民经济增长的贡献率从1998年的15.03%上升到在2007年达到一个较高水平为27.49%。在2008美国次贷危机影响后，房地产业在国家宏观调控下，逐渐变得平稳，贡献率保持在10%左右。近二十年来，房地产行业一直是我国经济的支柱型产业之一，对水泥、钢材、玻璃等上下游近百多个行业有着巨大的拉动力。房地产行业受到宏观经济带动的影响，反过来，又在一定程度上影响着宏观经济，它们之间存在一定的反馈机制。银行信贷与房地产价格相关性研究:http://www.youerw.com/jingji/lunwen_44572.html