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房地产价格与银行信贷之间风险传染机制研究 被引量:2

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摘要 基于2000年-2018年的季度数据,从宏观经济视角分析房地产价格波动与银行信贷之间的风险传染机制,并运用VEC模型和IRF脉冲响应函数进行实证检验,研究表明:我国房地产价格和银行信贷存在长期协整关系,银行信贷的变动是房价变动的单向Granger原因;房价的波动风险主要来自于需求方,而供给方的影响较小但更为持久。
出处 《时代金融》 2020年第9期45-47,51,共4页 Times Finance
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