摘要
选取全国房屋销售价格指数和居民中长期消费贷款2007年1月至2010年6月的月度统计数据,运用协整和Granger因果检验法分析了二者之间的关系,并建立了误差修正模型,结果显示在所考虑的数据区间内相关贷款和房价之间存在协整关系,且为双向因果关系。最后提出了对银行信贷风险控制的相关建议。
Monthly house selling price index and individual medium and long-term consumption loans from January 2007 to June 2010 were selected as statistics data.The relationship between the price index and the consumption loans was analyzed by co-integration model and Granger causality test,and then the error correction model was established.It showed that in the range of considered data the co-integration relationship between related loans and house price does exist,and can be two-way causality.Finally,some related suggestions were proposed to control the bank credit risk.
出处
《武汉理工大学学报（信息与管理工程版）》
CAS
2011年第2期292-296,共5页
Journal of Wuhan University of Technology：Information & Management Engineering
基金
广东省自然科学基金资助项目(81529020010000109452902001004060)
关键词
风险控制
误差修正模型
房屋销售价格指数
居民中长期消费贷款
risk controlling
error correction model
house selling price index
medium and long-term individual consumption loans
