摘要
从2012年第1季度以来,我国商业银行不良贷款率持续上升、经济增长速度趋于走低,探寻二者之间的作用机制,将为我国金融改革与经济发展提供一定的参考。选取2004年第1季度至2015年第3季度的季度数据,建立VAR模型的实证研究结果表明,不良贷款规模对经济增长在初期存在正向效应,随着时间的推移,这种正向影响消失,转而产生负的影响效应;最终,不良贷款规模变动产生的影响被经济系统吸收。
Since the first quarter in 2012, the non-performing loans ratio in China＇s commercial banks kept increasing and the speed of economic growth was lowering down. Exploring the interacting mechanism between the aforementioned two elements would help providing useful reference for China＇s financial reform and economic development. The paper based its research on the data collected from the first quarter in 2014 to the third quarter in 2015. And the empirical study via the establishment of VAR model could indicate that the size of non-performing loans had positive effects on economic growth in the initial stage. However, as time went by, the positive effects were disappearing and negative effects emerged. Eventually, the impact caused by the changes of the non-performing loan size would be absorbed by economic system.
出处
《金融理论探索》
2016年第3期33-38,共6页
Exploration of Financial Theory
