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