短期出口信用保险报损率宏观经济影响因素研究  

Research on Macroeconomic Factors' Influence on the Loss-reporting-ratio of Short-Term Export Credit Insurance

作　　者：何慎远[1] 董纪昌[2] 常飞[1] 

机构地区：[1]中国科学院虚拟经济与数据科学研究中心,北京100082 [2]中国科学院研究生院,北京100082

出　　处：《数学的实践与认识》2010年第21期87-92,共6页Mathematics in Practice and Theory

摘　　要：影响短期出口信用保险报损率的主要因素是海外信用风险水平.选取欧洲地区工业增加值、进口额、货币供应量、利率、汇率等宏观经济指标作为研究欧洲地区的短期险报损率的解释变量,探讨其宏观经济因素同报损率的内在关系.利用偏最小二乘方法建立模型,实证结果表明,工业增加值、进口额、货币供应量、利率与报损率有负相关关系,美元兑欧元汇率与报损率有正相关关系.The main factor that influences the loss-reporting-ratio of short-term export credit insurance is the level of oversea credit risk.In order to analyze the relationship between macroeconomic factors and the loss-reporting-ratio of short-term export credit insurance,this paper selects such macroeconomic indicators as industrial added value,amount of imports, money supply,interest rate and exchange rate in Europe as explanatory variables in studying the loss-reporting-ratio of short-term export credit insurance in Europe.This paper builds a model with the partial-least-squares method,the result of which indicates that industrial added value,import volume,money supply and interest rate are in negative correlation with the loss-reporting-ratio,while the US dollar-Euro exchange rate is in positive correlation with the loss-reporting-ratio.

关 键 词：短期出口信用保险 报损率 宏观经济因素 

分 类 号：F224[经济管理—国民经济] F746F841