期刊文献+

资本充足率对信贷、经济及货币政策传导的影响 被引量:64

资本充足率对信贷、经济及货币政策传导的影响
原文传递
导出
摘要 本文将简化的Kopecky-VanHoose(2004a)货币信贷模型与Bernanke-Blinder(1988)提出的模型结合起来,通过显性解的形式研究资本充足率对货币政策传导、信贷及经济的影响,了解资本监管与准备金管理对信贷及经济影响效果和途径的差异性,并为协调二者的关系提供建议。 The paper integrates the Bernanke-Blinder' s model into the monetary sector model proposed by Kopecky-VanHoose.By means of the explicit solution,we analyze the effects of capital adequacy ratio on credit and loan, macro-economy and transmission of monetary policy, and we also study the conflicts between the reserve management and the capital supervision.In addition, we propose some suggestions for coordinating the reserve management with the capital supervision.
作者 刘斌
出处 《金融研究》 CSSCI 北大核心 2005年第8期10-22,共13页 Journal of Financial Research
关键词 资本充足率 信贷收缩 货币政策传导机制 Capital Adequacy Ratio, Credit Crunch, Transmission Mechanism of Monetary Policy
  • 相关文献

参考文献25

  • 1Aggarwal,R.and K.Jacques,2001 ,"The Impact of FDICIA and Prompt Corrective Action on Bank Capital and Risk: Estimates Using a Simultaneous Equations Model",Jounud of Banking and Finance,25,1139- 1160.
  • 2Barcelo, R., 2004," A Bank Leading Channel of Monetary Policy in Spain: Evidence from Bank Balance Sheets", Manuscript,Department of Economics,Florida Universitaria.
  • 3Bernanke, B. and A. Blinder, 1988, "Credit, Money, and Aggregate Demand", American Eeonomic Review, 78,435 - 439.
  • 4Bernanke, B. and C. Lown, 1991, "The Credit Crunch", Brookings Papers on Economic Activity,2,205 - 247.
  • 5Blum, J. and M. Hellwig, 1995, "The Macroeconomic Implications of Capital Adequacy Requirements for Banks", European Economic Review,39,739- 749.
  • 6Chami,R. and T.Cosimano,2001,"Monetary Policy with a Touch of Basel", LMF Working Paper No.1.
  • 7Diamond, D.and R.Rajan,2000, "A Theory of Bank Capital" ,The Journal of Finance,55,2431 - 2465.
  • 8Ediz, T., I. Michael, and W. Perraudin, 1998, "The Impact of Capital Requirements on U. K. Bank Behaviour", Federal Reserve Bank of New York Economic Policy Review,October, 15- 22.
  • 9Furfine,C. ,2000,"Evidence on the Response of US Banks to Changes in Capital Requirements", BIS Working Paper No.88.
  • 10Gambacorta,L.and P.Mistrulli,2003,"Bank Capital and Lending Behavior: Empirical Evidence for Italy",Manuscript, Research Department, Banca d' Italia.

同被引文献731

引证文献64

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部