银行信贷规模与物价关系的实证研究

The Empirical Study on Relationship of Credit Scale and Price

本文利用2000年1月到2008年12月的银行信贷规模与居民消费指数的时间序列数据,运用协整理论、误差修正模型、脉冲响应函数和方差分析方法研究银行信贷对国内物价水平的影响,旨在探讨银行信贷规模与物价波动的关系,为国家制定完善、有效的检测、预警体系提供理论依据。

In the paper, we analyse the effect from credit scale to price through Cointegration Theory, Error Correction Model, Impulse Response Function and variance analysis methods, with the credit scale data and consumer price index data from 2000 January to 2008 December, aiming at researching the relationship between credit scale and price fluctuation. So we can provide some theoretical basis for policy-maker.