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完整後設資料紀錄
DC 欄位 | 值 | 語言 |
---|---|---|
dc.contributor.advisor | 謝德宗 | |
dc.contributor.author | Ching-Lin Hsieh | en |
dc.contributor.author | 謝慶林 | zh_TW |
dc.date.accessioned | 2021-06-12T18:23:56Z | - |
dc.date.available | 2012-08-20 | |
dc.date.copyright | 2007-08-20 | |
dc.date.issued | 2007 | |
dc.date.submitted | 2007-08-14 | |
dc.identifier.citation | 參考文獻
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dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/27849 | - |
dc.description.abstract | 摘 要
本文針對本國銀行的企業金融及消費金融放款進行實證分析,探討決定企業金融及消費金融放款的經濟因素為何?另外,將探討企業金融及消費金融放款與彼此間存在的互動關係為何,以及央行執行貨幣政策變動對兩類放款形成的影響。 本文選擇研究期間為1997年1月至2006年12月,共120個月觀察值為樣本,實證分析發現:企業金融放款成長率受製造業銷售額成長率、 成長率、工業生產指數成長率、消費金融放款成長率顯著正向反應,受週轉金放款利率變動顯著負向反應。而資本放款利率變動、直接金融成長率、股價指數報酬率皆呈現不顯著反應。前一期企業金融放款成長率對企業金融放款成長率呈現顯著負向關係,比較製造業銷售額成長率與工業生產指數成長率後發現,製造業銷售額成長率對企業金融放款成長率的影響較顯著。 消費金融放款成長率受 成長率、企業金融放款成長率及前一期消費金融放款成長率顯著正向反應,受消費性放款利率變動顯著的負向反應。消費者物價指數膨脹率及股價指數報酬率皆呈現不顯著正向反應,信用卡簽帳金額成長率在10%信賴水準下呈現顯著正向反應。 在基本模型中,我們發現企業金融放款成長率與消費金融放款成長率,雙方存在互補關係,貨幣政策對銀行授信存在正向顯著反應。在基本模型中加入以景氣指標為虛擬變數後,發現銀行授信會受景氣循環顯著影響,與理論預期相符。而在基本模型中加入以景氣對策信號為虛擬變數後,發現銀行授信不受景氣循環影響,與理論預期不相符。 【關鍵字】:企業金融放款、消費金融放款、景氣循環模型。 | zh_TW |
dc.description.abstract | Abstract
In this research, the economic factor is investigated to resolve the corporate finance loan and the consumer finance loan of Taiwan Banking. The research also reports that the interaction between the corporate finance loan and the consumer finance loan. Furthermore, it’s discussed the influence of two loan categories for the variation of the central bank monetary policy. The studying samplings are the data of the corporate finance loan and the consumer finance loan of Taiwan Banking. The sampling period is a total of 120 months from January 1997 to December 2006. From experimental analysis, it is found that the corporate finance loan growth rate is remarkably in direct ratio to manufacturing sales growth rate, industrial production index growth rate, growth rate, and consumer finance loan growth rate. The corporate finance loan growth rate and the variation of the working capital loan interest rate show an inverse proportion. It isn’t concerned with the changes of capital expenditures loan, direct financial growth rate, and stock quoted returns. The corporate finance loan growth rate and the earlier staged corporate finance loan growth rate show an inverse proportion. It’s found that manufacturing sale easily affects the corporate finance loan growth rate by comparing the coefficients between manufacturing sales growth rate and industrial production index growth rate. On the other hand, the consumer finance loan growth rate is outstandingly in direct ratio to growth rate, the corporate finance loan growth rate, and the earlier staged consumer finance loan but it is an inverse proportion by comparing consumer loan interest rate changes. The consumer finance loan growth rate isn’t concerned with consumer price index inflation rate and stock quoted returns. At the same time, it is in direct ratio to the amount of credit card growth rate under 10% trust standards. In basic model, it’s found that the corporate finance loan and the consumer finance loan have the complementary relation. The monetary policy is remarkably in direct ratio to bank credit. If the virtual variables are formed by pulsing business indicators in basic model, all of the variables show the positive proportion. This message indicates that bank credit is affected by the business cycle. The results fit in with theoretical expectations. However, if the virtual variables are formed by pulsing monitoring indicators in basic model, it’s showed that bank credit isn’t affected by the business cycle. The results don’t fit in with theoretical expectations. Keywords: corporate finance loan, consumer finance loan, and business cycle model. | en |
dc.description.provenance | Made available in DSpace on 2021-06-12T18:23:56Z (GMT). No. of bitstreams: 1 ntu-96-P94323010-1.pdf: 393489 bytes, checksum: b6a348601e335b9e509dcd8385f1b1c0 (MD5) Previous issue date: 2007 | en |
dc.description.tableofcontents | 目 錄
口試委員會審定書 誌謝 中文摘要 英文摘要 第一章 緒論.................................................... .....10 1.1 研究背景.................................................... ....10 1.2 研究目的........................................................ 14 1.3 本文架構與流程.................................................. 14 第二章 文獻回顧............................... .............. .......16 2.1 銀行授信的理論......................... ......... ......... ......16 2.2 決定銀行放款的因素...................... ....... ......... .......17 第三章 實證模型與實證方法............................... ............22 3.1 實證模型的建立................................... .............. 22 3.2 變數處理與資料來源................................... ...........26 第四章 實證結果分析............................... ....... .......... 35 4.1 單根檢定結果.................................... ......... ...... 35 4.2 相關性分析........................................ ..............38 4.3 企業金融放款基本模型估計結果......................... ...........40 4.4 消費金融放款基本模型估計結果........................... ........ 45 4.5 考慮景氣循環模型的交叉效果.......................... ........... 49 第五章 結論與建議........................................... ....... 58 5.1 結論................................................... ........ 58 5.2 建議................................ ...... ................ .... 61 參考文獻................................. ............. ............. 62 一、中文部份.............................. ............ .............. 62 二、英文部份.............................. ........... ....... ....... 64 | |
dc.language.iso | zh-TW | |
dc.title | 企業金融放款、消費金融放款與總體經濟因素—台灣實證研究 | zh_TW |
dc.title | Corporate Loan/Consumer Loan and Macroeconomic Factors—An Empirical Study of Taiwan | en |
dc.type | Thesis | |
dc.date.schoolyear | 95-2 | |
dc.description.degree | 碩士 | |
dc.contributor.oralexamcommittee | 李顯峰,劉美櫻 | |
dc.subject.keyword | 企業金融放款,消費金融放款,景氣循環模型, | zh_TW |
dc.subject.keyword | corporate finance loan,consumer finance loan,business cycle model, | en |
dc.relation.page | 64 | |
dc.rights.note | 有償授權 | |
dc.date.accepted | 2007-08-15 | |
dc.contributor.author-college | 社會科學院 | zh_TW |
dc.contributor.author-dept | 經濟學研究所 | zh_TW |
顯示於系所單位: | 經濟學系 |
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