中国国际金融风险预警的理论问题研究  

The Research of the Theory on China's International Financial Crisis Prediction

作　　者：周宏[1] 李远远[1] 官冰[1] 

机构地区：[1]中央财经大学会计学院

出　　处：《统计研究》2012年第1期49-54,共6页Statistical Research

基　　金：国家社会科学基金(08AJY047);教育部"新世纪优秀人才支持计划"(NCET-10-0826);中国博士后科学基金(20090460039;201003211);中央财经大学"2011工程"三期和"青年科研创新团队支持计划";北京市教育委员会共建项目专项资助

摘　　要：经济全球化使中国经济与世界的联系越来越紧密,美国作为中国最大的单国贸易伙伴,对中国经济的影响也越来越多。美国一旦发生金融危机,必然会对中国经济造成危害。本文基于全球化这一背景,从国际金融危机的传导途径入手,构建包含宏观经济、金融市场、金融机构和微观企业层面的中国国际金融风险预警指标体系。并以美国为例,利用1998年二季度至2008年四季度数据,选取部分宏观经济层面的指标,对这一体系进行实证检验。结果表明,本文构建的中国国际金融风险预警指标体系具有较好的预警效果。The economic globalization is making the link between the economy of China and the world closer and closer. The US, as China＇s biggest single-country trade partner, is impacting the economy of China more and more. Once financial crisis outbreak in the US, it will certainly jeopardize the economy of China. In this paper, based on the background of globalization, we started from the conduction approaches of international financial crisis, established China＇s international financial crisis predicting indexes system which comprises indexes from macro economics, financial market, financial institutions and micro enterprises, and took the US as an example, used quarter data of 1998 -2008, chose several macro economic indexes, made an empirical test of this system. The results showed that the China＇s international financial crisis predicting indexes system established in this paper has good predicting ability.

关 键 词：国际金融风险 预警指标体系 SETAR方法 LOGIT模型 国际金融危机传导 

分 类 号：C812[社会学—统计学]