基于VAR模型的银行信贷规模管理的研究

The Research Bank Credit Scale Management Based on VAR Model

货币银行传统理论认为,货币当局以准备金率控制贷款规模,央行运用法定存款准备金工具以达到"调控商业银行信贷规模、调整货币供应量、管理流动性"的目的。文章运用VAR模型、Granger因果检验方法、脉冲响应分析等对2010年以来我国法定存款准备金工具调整对银行信贷的作用路径、实际效果等进行分析和探讨。最后,结合法定存款准备金工具的调整方向和大小,就商业银行的信贷管理提出政策建议。

Currency bank traditional theory holds that the monetary authorities control loan scale through the deposit reserve rate. Furthermore,the central bank uses legal deposit reserve tools to achieve the ＂ control of commercial bank credit scale and adjust ment of the money supply and liquidity management ＂. This paper used the VAR model,Granger causality test,impulse response function and so on,to analyze and discuss the effect of the legal deposit reserve tools adjusting on bank credit path in China since 2010. Finally,combining with the adjustment of the legal deposit reserve tool direction and size,we put forward policy suggestions on commercial bank credit management.