摘要房地产业事关每个老百姓的日常生活,也更是我国国民经济的支柱产业。然而，近些年房价的满天飞涨，不仅给人民生活带来严重的经济负担，更对国民经济的健康发展造成一定的不利影响。所以，分析房价波动的原因显得必要而紧迫。一方面,房地产业是资本密集型产业,银行信贷又是我国房地产企业主要的资金来源,因此,银行信贷与住房价格之间,应该存在某种关联;另一方面,住房价格高低对于房地产企业收入、进而对银行信贷的偿还能力产生影响。因此，房价反过来有可能对银行信贷有所影响。基于这种分析，本文在回顾和总结国内外文献，阐述银行信贷与房地产价格之间动态关系的基础上，采用 VAR模型，通过房地产价格、信贷规模及国内生产总值等指标，对房地产价格与银行信贷风险之间的动态相关关系进行了实证分析，结果发现,银行信贷是房地产价格的格兰杰原因，银行信贷的扩张会导致房地产价格的上涨。但房地产价格并不是银行信贷的格兰杰原因，房地产价格的变化并不直接对银行信贷规模产生影响。83062

毕业论文关键词    银行信贷  房地产价格  VAR模型

毕 业 论 文 外 文 摘 要

Title    Research on the relationship between bank credit and real estate price         

Abstract

  The real estate industry is related to the daily life of every common people, and it is also the pillar industry of our national economy。 However, in recent years, the soaring prices of housing, not only to the people's life has brought serious economic burden, but also to the healthy development of the national economy caused some adverse effects。 Therefore, it is necessary and urgent to analyze the reason of the price fluctuation。 On the one hand, the real estate industry is a capital intensive industry, bank credit is the main source of funds for real estate enterprises in our country。 Therefore, between the bank credit and housing prices should have certain relation; on the other hand, housing price level for the real estate business income, and the bank credit repayment ability。 Therefore, in turn, house prices may have an impact on bank credit。 Based on this analysis, the reviews and summarizes the domestic and foreign literature, paper, based on the dynamic relation between bank credit and real estate price, use VAR model, through the real estate prices, credit scale and gross domestic product (GDP) index, on the dynamic relationship between the real estate price and the bank credit risk were empirical analysis, it was found that bank credit is the Granger cause of the real estate prices, bank credit expansion will lead to rising real estate prices。 But real estate prices are not the cause of Grainger bank credit, real estate prices do not directly affect the size of the bank credit。 

Keywords   Bank credit  real estate price  VAR model 

目   次

1 导论 1

1。1 研究背景、目的和意义 1

1。1。1 研究背景 1

1。1。2 研究的目的及意义 2

1。2 研究内容和方法 2

1。3 文献综述 2

1。3。1 银行信贷规模对于房地产价格影响的相关研究 3

1。3。2 房地产价格的变化对于银行信贷规模影响的相关研究 3

1。3。3 银行信贷规模与房地产价格两者之间的相互影响