中文摘要：

首先对利率变动与居民储蓄的关系进行理论分析,然后选取2000年1月到2010年12月的数据,利用VAR模型,就我国居民储蓄利率敏感性问题进行了实证研究,实证结果表明我国的居民储蓄和存贷利率之间的变化存在长期稳定的关系,但是居民储蓄对存贷利率变化并不敏感。居民储蓄利率敏感性差的根本原因是政府行为、企业行为、银行行为和居民行为还不符合市场经济的要求。最后对提高储蓄利率敏感性提出政策建议。

英文摘要：

Firstly,the relationship between the change of interest rate and household savings deposits is theoretically analyzed in this thesis.Then,selected the data from January 2000 to December 2010,and problems of interest rate sensitivity of household savings deposits in China are studied empirically by using VAR model.Conclusions are drawn as following.There exists long and stable relationship between the change of savings deposits and that of saving rates and loan rates,but savings deposits are not sensitive to the change of interest rate.The main reason for low sensitivity is that behavior of the government,enterprises,banks and residents are not fit to the requirement of market economy.Finally,policy suggestions are proposed to increase interest rate sensitivity of savings deposits.