1.东南大学经济与管理学院,江苏 南京 211189;
2.安徽财经大学金融学院,安徽 蚌埠 233040
摘要 为了揭示流动性创造对实体经济增长的促进作用,基于我国商业银行的深度财务报告和面板回归模型验证了流动性创造与实体经济增长之间的关联性。实证结果显示:商业银行流动性创造对实体经济具有较为显著的促进作用;表内流动性创造对第二产业增长的促进作用较为显著,对第一产业的促进作用较小,并且对各层次产业增长的促进作用均大于表外;表外流动性创造对第一产业的促进作用不显著。最后,根据商业银行资产负债表科目和风险承担的变化特征讨论了流动性创造上调的可行性,并结合实证结果提出了相关对策建议。
| 关键词 ： 流动性创造,
动态面板回归,
资产负债表
|
| Abstract：This paper
aims to explore the relationship between the bank liquidity
creation and the output growth of the whole industry as well as the
industry at three different levels, and analyze the variation of
bank liquidity creation per asset, the risk-taking level and the
major assets or liabilities of the bank.The conclusions are as
follows: (1) The bank liquidity creation, especially the liquidity
creation of balance sheet, can significantly improve the output
growth rate of the whole industry and the industry at three
different levels;(2) The bank liquidity creation growth rate of
balance sheet makes larger contribution to the output growth of the
industry at three different levels than the bank liquidity creation
of off-balance sheet which is not obviously helpful to the primary
industry; (3)The bank liquidity creation can be adjusted upward.
Finally, some countermeasures and suggestions are
given. |
Key words： Liquidity
Creation Dynamic
Panel Regression Balance
Sheet
下载地址：
http://cjlc.zufe.edu.cn/CN/abstract/abstract1464.shtml
http://cjlc.zufe.edu.cn/CN/volumn/home.shtml |
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