中国信贷市场存在过度供给吗
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财经研究 2010 年 第 36 卷第 07 期, 页码：136 - 144
摘要
参考文献
摘要
文章利用2001年1月至2010年4月中国信贷市场月度数据,采用最大似然估计方法分析信贷供求,研究中国信贷市场是否存在信贷过度供给现象。实证结果表明:(1)在总量上,2005-2007年存在过度需求,2002-2004年以及2009年特别是2009年1-3月存在过度供给,目前信贷市场基本平衡;(2)在结构上,信贷失衡更多反映在企业部门,居民部门信贷供求失衡比例在[-10%,10%]内波动。
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[2] Bernanke B, C Lown, B Friedman. The credit crunch[J]. Brookings Papers on Economic Activity, 1991, (2) :205--247．
[3] Domac I, G Ferri. The credit crunch in east Asia: Evidence from field findings on bank behaviour and policy issues[R]. World Bank, 1999．
[4] Dollar D, M Hallward-Dreimeir. Crisis, adjustment and reform in Thai industry world Bank Research Observer, 2000,15 ( 1 ) : 1--22．
[5] Agenor P, Aizenman J, A Hoffmaister. The credit crunch in East Asia: What can bank excess liquid assets tell us?[J]. NBER Working Paper 7951,2000．
[6] Ghosh S, A Ghosh. East Asia in the aftermath: Was there a crunch?[R]. IMF Working Paper, 1999．
[7] Laurence Allain, Nada Oulidi. Credit market in Morocco: A disequilibrium approach[R]. IMF Working Paper,2009．
[8] Christophe Hurlin, Rafal Kierzenkowski. Credit market disequilibrium in Poland: Can we find what we expect? Non-stationarity and the short-side rule[J]. Economic Systems, 2007,31 : 157--183．
引用本文
史青青, 费方域. 中国信贷市场存在过度供给吗[J]. 财经研究, 2010, 36(7): 136–144.
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