我国货币危机预警模型及实证分析——基于因子-Logistic回归模型的修正与运用  

Early-warning Model of Chinese Currency Crisis and Its Empirical Analysis——Correction and Application Based on the Research of the Factor-Logistic Model

作　　者：马德功[1] 李梦斐[1] 

机构地区：[1]四川大学经济学院,四川成都610064

出　　处：《山西大学学报（哲学社会科学版）》2009年第5期83-89,共7页Journal of Shanxi University(Philosophy and Social Science Edition)

摘　　要：随着人民币汇率波动区间的扩大,我国汇率风险不断积聚,人民币衍生产品在境外出现并迅速发展,加剧了我国的汇率风险。汇率风险积聚会引发货币危机,金融危机(包括货币危机)的爆发则危及我国的金融安全。文章将比较选择的因子-Logistic回归模型进行修正和改进,并运用于我国货币危机预警机制进行实证分析,旨在提高防范货币危机的效率和能力,确保我国的金融安全。With the expansion of fluctuation range of RMB exchange rate, the currency risk of our country is building up. The emergence and the rapid development of RMB derivates outside the country has intensified this risk, and the accumulation of it will trigger currency risk, in turn, the outbreak of financial risk （ including currency risk） will endanger the financial safety of our country. This paper makes a correction and improvement of the selected factor - logistic model and applies it to the early - warning mechanism of our country in order to enhance RMB anti - risk efficiency and ability and ensure the financial safety of our country.

关 键 词：货币危机 预警模型 因子-Logistic回归模型 

分 类 号：F822.5[经济管理—财政学]