以存款总额、贷款总额、储蓄存款、企业存款、银行贷款、收入、利率、CPI为变量,依据变量之间的经济关系,构建6组VAR模型,考察存贷款派生关系以及与其他影响因素之间的关系,并且进一步利用协整分析、误差修正模型、景气分析方法考察上述不同组经济变量之间的影响方向、时滞和力度。实证分析结果显示存贷款之间具有派生关系,但是不同存贷款科目的派生过程各有不同。特别地,存款是贷款的先行指标,存贷款之间的增长拐点大概有9-12个月的时滞。存款是指标组中影响贷款最重要的指标,但是贷款不是影响存款最重要的指标。贷款转化成存款的速度很快,但是存款转化成贷款需要一个过程。除了存贷款之间的相互影响外,CPI、收入对存款有影响,CPI对贷款有影响,但是名义利率对存款和贷款没有显著影响。 According to the economic relationship between variables, this paper constructs 6 VAR models with total deposits, total loans, savings deposits, corporate deposits, bank loans, income, interest rates and CPI as variables and examines the relationship between deposits and loans and other influencing factors And further use the co-integration analysis, error correction model, the boom analysis method to examine the influence direction, time lag and intensity between the above-mentioned different groups of economic variables. The results of empirical analysis show that the deposit and loan have a derivative relationship, but the process of deriving different savings and loan accounts is different. In particular, deposits are a leading indicator of loans and the turning point in growth between deposits and loans is about 9-12 months lag. Deposits are the most important indicator that affects loans in the benchmark group, but loans are not the most important indicator that affects deposits. Converting a loan into a deposit is fast, but converting a deposit into a loan requires a process. In addition to the interplay between deposits and loans, CPI, income affects deposits and CPI affects loans, but nominal interest rates have no significant impact on deposits and loans.