金融生态系统失衡及调节机制的实证研究  

Positivist Study on Unbalance and Adjustment of Financial Ecosystem

作　　者：韩廷春[1] 周佩璇[1] 

机构地区：[1]清华大学公共管理学院,北京100084

出　　处：《理论学刊》2010年第8期31-36,共6页Theory Journal

基　　金：国家自然科学基金课题"金融生态演进与实体经济发展:理论与实证研究"(项目编号:70873068);清华大学自主科研计划课题"金融生态系统的系统动力学仿真研究"(项目编号:20091081253)的阶段性成果

摘　　要：通过分析金融生态系统的内在调节机制、外在调节机制,确定了影响金融生态系统的内在调节效果和外在调节力度的各项指标,从宏观经济风险、银行风险和股票市场风险三个方面建立起度量金融生态系统平衡性的指标体系,运用主成分分析、典型相关分析、Granger因果检验等计量分析方法,对1993—2007年间我国金融生态系统的内在调节机制和外在调节机制对金融生态系统平衡性的影响进行了实证研究,并在实证分析的基础上得出若干结论与政策建议。By analyzing the internal and external adjustment mechanisms of financial ecosystem,the article confirms indicators which affect internal adjustment effects and external adjustment strength of financial ecosystem and strikes up new indicator system to measure the equilibrium of financial ecosystem in such three fields as macro economic hazards,bank venture and stock market risks.The authors also,employing quantitative analysis methods like principal component analysis,canonical correlation analysis,and Granger Causality,make positivist studies on the internal and external adjustment mechanisms of financial ecosystem's influences on the balance of Chinese financial ecosystem from 1993 to 2007.On the basis of positivist analysis,the authors draw some conclusions and provide their suggestions.

关 键 词：金融生态平衡 内在调节 外在调节 典型相关分析 GRANGER因果检验 

分 类 号：F832.1[经济管理—金融学]