国际贸易网络渠道的金融危机传染研究--基于SIRS传染病模型  

Research on Financial Crisis Contagion of Global Trade Network Based on SIRS epidemic model

作　　者：李楠[1] 梁健达 于文婷 Li Nan;Liang Jianda;Yu Wenting(Changchun Central Sub-branch,the People's Bank of China)

机构地区：[1]中国人民银行长春中心支行

出　　处：《金融发展评论》2021年第2期11-23,共13页Financial Development Review

摘　　要：随着经济全球化不断发展,国家间的经贸联系越发紧密,并逐渐形成一个巨大而紧密的复杂网络,这使得国家内部的危机可通过金融和贸易网络向全球扩散传播。本文选取世界贸易规模前50大经济体为研究样本,应用复杂网络分析方法构建全球贸易网络体系,并在此基础上引入流行病学领域的SIRS传染病模型对金融危机的贸易渠道传染性行为进行实证分析。通过对不同层级经济体危机爆发、深化和恢复等阶段进行仿真模拟,动态演化金融危机通过贸易网络的传播方式、扩散速度和自身免疫等情景,探讨基于贸易网络的危机传染机理,分析利用国际贸易网络阻断危机传播的最佳免疫策略,为预判金融危机国际传播的“贸易网络起爆点”提供了新视角。As economic globalization continues to deepen,economic and trade ties between countries have become closer and closer,and a huge and close complex network has gradually formed.This paper selects the top 50 economies in the world trade scale as research samples,uses complex network analysis methods to build a global trade network system,and on this basis,introduces the SIRS epidemic model in the field of epidemiology to quantify the trade channel infection behavior of the financial crisis analysis.By simulating the scenarios of the financial crisis,the propagation mode,the diffusion speed,and the autoimmunity of economies with different trading conditions,the crisis contagion mechanism based on the trade network is explored to provide a reference for the effective cross-regional communication of financial crises.

关 键 词：贸易网络 金融危机 传染病模型 

分 类 号：F831[经济管理—金融学] F746