A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan

碩士 === 國立臺灣大學 === 經濟學研究所 === 96 === There exists close relationship between bank deposits and bank loans. This paper investigates causal relationship and interaction between bank deposits and bank loans of the corporate finance and consumer finance. Furthermore, we discuss the effect on corporate...

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Main Authors: Ding-Shiann Wu, 吳丁現
Other Authors: 謝德宗
Format: Others
Language:zh-TW
Published: 2008
Online Access:http://ndltd.ncl.edu.tw/handle/76763210737532422474
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spelling ndltd-TW-096NTU053890622015-11-25T04:04:37Z http://ndltd.ncl.edu.tw/handle/76763210737532422474 A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan 銀行存款與放款互動關係之研究:台灣的實證分析 Ding-Shiann Wu 吳丁現 碩士 國立臺灣大學 經濟學研究所 96 There exists close relationship between bank deposits and bank loans. This paper investigates causal relationship and interaction between bank deposits and bank loans of the corporate finance and consumer finance. Furthermore, we discuss the effect on corporate finance and on consumer finance of the macroeconomic factors . About the researching mechanism, we first examine the causality relation between deposits and loans, then do the interaction test of corporate finance and consumer finance with all kind of deposits. Later, we use regression to examine effects on corporate finance and on consumer finance of macroeconomic factors. In this study, the empirical model is derived from the quantitative methods such as Unit Root Test, Granger Causality Test and Vector Autoregression Model. Following conclusions can be drawn from this empirical result: 1. Interaction between corporate finance and deposits: There exist two-way causal relationships between corporate finance and demand deposits, and between corporate finance and time saving deposits. However, there is no significant causal relationship between corporate finance and demand saving deposits, time saving deposits. 2. Interaction between consumer finance and deposits: There exist two-way causal relationship between consumer finance and demand deposits and between consumer finance and time saving deposits. Furthermore, demand deposits lead consumer finance, and there exists contemporaneous causal relationship between time saving deposits and consumer finance. There exist unidirectional causal relationship between consumer finance and time deposits. Besides, consumer finance leads demand deposits. There is no significant causal relationship between consumer finance and demand saving deposits. 3. Interaction between loans and deposits: There are apparent interaction between loans and demand deposits, and between loans and time deposits. There exist two-way causal relationship between demand deposits and loans. Furthermore, demand deposits lead loans apparently. Time deposits lead corporate finance but lag behind consumer finance. 4. Factors affecting corporate finance: Increasing current demand deposits, depreciation and inflation will all expand corporate finance. 5. Factors affecting consumer finance: Consumer finance is positively impacted by increasing current and previous demand deposits and by time saving deposits. Besides, consumer finance is positively impacted by its previous performance, which revealed inertia of consumer finance. 謝德宗 2008 學位論文 ; thesis 39 zh-TW
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language zh-TW
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description 碩士 === 國立臺灣大學 === 經濟學研究所 === 96 === There exists close relationship between bank deposits and bank loans. This paper investigates causal relationship and interaction between bank deposits and bank loans of the corporate finance and consumer finance. Furthermore, we discuss the effect on corporate finance and on consumer finance of the macroeconomic factors . About the researching mechanism, we first examine the causality relation between deposits and loans, then do the interaction test of corporate finance and consumer finance with all kind of deposits. Later, we use regression to examine effects on corporate finance and on consumer finance of macroeconomic factors. In this study, the empirical model is derived from the quantitative methods such as Unit Root Test, Granger Causality Test and Vector Autoregression Model. Following conclusions can be drawn from this empirical result: 1. Interaction between corporate finance and deposits: There exist two-way causal relationships between corporate finance and demand deposits, and between corporate finance and time saving deposits. However, there is no significant causal relationship between corporate finance and demand saving deposits, time saving deposits. 2. Interaction between consumer finance and deposits: There exist two-way causal relationship between consumer finance and demand deposits and between consumer finance and time saving deposits. Furthermore, demand deposits lead consumer finance, and there exists contemporaneous causal relationship between time saving deposits and consumer finance. There exist unidirectional causal relationship between consumer finance and time deposits. Besides, consumer finance leads demand deposits. There is no significant causal relationship between consumer finance and demand saving deposits. 3. Interaction between loans and deposits: There are apparent interaction between loans and demand deposits, and between loans and time deposits. There exist two-way causal relationship between demand deposits and loans. Furthermore, demand deposits lead loans apparently. Time deposits lead corporate finance but lag behind consumer finance. 4. Factors affecting corporate finance: Increasing current demand deposits, depreciation and inflation will all expand corporate finance. 5. Factors affecting consumer finance: Consumer finance is positively impacted by increasing current and previous demand deposits and by time saving deposits. Besides, consumer finance is positively impacted by its previous performance, which revealed inertia of consumer finance.
author2 謝德宗
author_facet 謝德宗
Ding-Shiann Wu
吳丁現
author Ding-Shiann Wu
吳丁現
spellingShingle Ding-Shiann Wu
吳丁現
A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
author_sort Ding-Shiann Wu
title A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
title_short A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
title_full A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
title_fullStr A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
title_full_unstemmed A Study of Interaction Between Bank Deposits and Bank Loans:Edivence from Taiwan
title_sort study of interaction between bank deposits and bank loans:edivence from taiwan
publishDate 2008
url http://ndltd.ncl.edu.tw/handle/76763210737532422474
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