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基于我国1997-2014年季度时间序列数据,本文对我国经济周期与商业银行信贷业务的关系进行了实证研究。研究的结果显示:我国经济增长变动与商业银行信贷规模增长变动不呈同向变化态势,信贷规模不能明显显示在经济上行周期扩张,在经济下行周期收缩,即我国商业银行信贷规模顺周期性不明显;与此同时,我国经济增长变动与商业银行信贷质量变动呈反向变化态势,在经济上行周期,随着我国国内生产总值的不断上升,商业银行不良贷款额在不断下降,信贷质量向好,而在经济下行周期,随着我国国内生产总值的不断下降,商业银行不良贷款额却在不断上升,信贷质量逐渐恶化,这充分显示出我国商业银行信贷质量是顺周期性的。
Based on the quarterly time series data from 1997 to 2014 in our country, this paper conducts an empirical study on the relationship between China’s business cycle and the credit business of commercial banks. The results of the study show that: the change of China’s economic growth does not change in the same direction with the increase of the credit growth of commercial banks. The credit scale can not obviously show the expansion in the economic upward cycle and the contraction in the downward cycle of the economic downturn, ie, the credit scale of our commercial banks is not cyclical Obviously, at the same time, the change of economic growth in our country is opposite to that of commercial bank credit quality. In the economic upward cycle, with the continuous increase of our country’s gross domestic product, the non-performing loan amount of commercial bank is declining constantly, In the economic downturn cycle, with the continuous decline of China’s GDP, the non-performing loans of commercial banks are on the rise and the credit quality is gradually deteriorating. This fully shows that the credit quality of commercial banks in China is pro-cyclical.