中文摘要：

基于我国商业银行分行业贷款量的面板数据,通过变系数模型实证分析国有、股份制和城市三类商业银行在制造、交通运输、仓储和邮政、批发和零售、房地产和建筑等行业的贷款羊群行为。结果发现,在批发和零售行业,共有信息GDP对国有、股份制和城市商业银行的贷款都产生影响,并且城市商业银行与国有银行的贷款竞争效应高于股份制银行与国有银行的贷款竞争效应;在交通运输行业以及仓储和邮政业,国有和股份制商业银行均存在同类银行间的贷款羊群行为,还存在国有银行与股份制银行的贷款竞争效应;在建筑行业,国有银行存在同类银行间的贷款羊群行为,并且存在股份制银行模仿国有银行的贷款行为。

英文摘要：

This paper investigates the herding behavior of China commercial banks in loan market using variable coefficient model. It is found that, in the wholesale and retail industry, the loan behavior of state-owned banks ,joint-stock banks and city commercial banks are all affected by GDP of this industry. The completion between city commercial and state-owned banks is stronger than that between joint-stock and state-owned banks. In the transportation, warehouse and postal services industry, there are loan herding behavior in both state-owned and joint-stock banks, meanwhile there is the completion between state-owned and joint-stock banks. In the construction industry, the state-owned banks imitate each other and the joint-stock banks imitate state- owned banks in loan behavior.