English  |  正體中文  |  简体中文  |  Items with full text/Total items : 49521/84657 (58%)
Visitors : 7596703      Online Users : 101
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/93951


    Title: 銀行放款與景氣循環之互動
    Other Titles: Interactions of bank lending and business cycle
    Authors: 張友柔;Chang, Yu-Jou
    Contributors: 淡江大學經濟學系碩士班
    萬哲鈺;Wan, Jer-Yuh
    Keywords: 銀行放款;不對稱向量誤差修正模型;景氣循環;Bank Lending;Asymmetric Vector Error Correction Model;Business cycle
    Date: 2013
    Issue Date: 2014-01-23 13:43:25 (UTC+8)
    Abstract: 本文主要在研究總體經濟變數影響銀行放款的效果,是否因貨幣政策緊縮、寬鬆或經濟擴張、收縮不同,而出呈現不對稱的反應行為。實證結果指出,以線性向量誤差修正模型而言,銀行放款不受任何總體變數的影響。然以不對稱向量誤差修正模型之架構,選擇隔夜拆款利率變化為門檻變數時,估計結果顯示放款利率變動會影響銀行放款,且在貨幣政策緊縮階段總體經濟變數影響銀行放款之效果,較貨幣政策寬鬆階段時為大,此結果與Gambacorta and Rossi (2010) 的結論類似。若改以工業生產指數變動為門檻變數,估計結果指出銀行放款變動會影響工業生產指數的變化,且景氣衰退階段總體經濟變數影響銀行放款的效果,也較景氣擴張階段明顯,這一點則與Bernanke et al. (1996) 之金融加速機制隱含之推論相符。
    This research investigates whether the interactions between bank lending and major macroeconomic variables are asymmetric under different phases of monetary policy and business cycles. The empirical results indicate that the macroeconomic variables cannot influence the changes of bank lending under linear vector correction framework. However, under asymmetric vector error correction model taking change in overnight rates as threshold variable, the effect of lending rate on bank lending during tight monetary policy is larger than the one during easy monetary policy. Besides, by adopting change in output as threshold variables, the effects of macroeconomic variables on bank lending during contraction are larger than the one during expansion.
    Appears in Collections:[經濟學系暨研究所] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML130View/Open

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback