| 温州民间借贷利率与金融信贷传导机制分析 |
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| 引用本文： | 周明磊.温州民间借贷利率与金融信贷传导机制分析[J].数学的实践与认识,2009,39(10). |
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| 作者姓名： | 周明磊 |
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| 作者单位： | 上海交通大学,安泰经济与管理学院,上海,200052 |
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| 摘 要： | 温州民间借贷利率走势进行结构突变单位根检验,发现它属于结构突变的趋势平稳过程,并确定其突变发生的时间点及结构突变形式,得出温州民间借贷利率在2004年7月间出现结构突变结论.接着运用VAR模型及相关分析技术,结合结构突变思想,分析了民间借贷利率与金融信贷间相互作用关系,最后给出相关经济结论.
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| 关 键 词： | 结构性突变 单位根 VAR模型 脉冲响应 民间借贷利率 传导机制 |
Analysis Transfer Mechanics between Rates in Wenzhou's People-to-people Borrow-or-Lend Market and Financial Credit Fund |
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| ZHOU Ming-lei.Analysis Transfer Mechanics between Rates in Wenzhou's People-to-people Borrow-or-Lend Market and Financial Credit Fund[J].Mathematics in Practice and Theory,2009,39(10). |
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| Authors: | ZHOU Ming-lei |
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| Abstract: | This paper test the rates in Wenzhou′s people-to-people borrow or lend market by structural-change unit root test, and find that it is time trend stationary process. We estimate the structural change form and find the break point is July 2004. Then, consider the structural change, we analysis the transfer mechanics between rates in Wenzhou′s people-to-people borrow-or-lend market and financial fund with VAR model and correlative theory. Finally, economical conclusions are gotten. |
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| Keywords: | structural-change unit roots vector auto-regression impulse response function rates in people-to-people borrow or lend market transfer mechanics |
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