国际短期资本流动对我国经济的影响

发布时间：2018-04-13 21:04

本文选题：国际短期资本 + 规模测算　；参考：《辽宁大学》2012年硕士论文

【摘要】：次贷危机到2008年已经演变成世界性的经济和金融危机。在危机的传导过程中国际短期资本流动是一条重要的途径，这引发了国内外经济学界对国际短期资本流动问题的关注。本文也是在此背景下对我国短期资本流动相关问题进行了比较深入的研究。目前，国内的研究大多数围绕短期资本的流入、流出、净额进行整体研究。本文突破这一局限，，将分别对国际短期资本的正常性部分和隐蔽性部分进行研究，并有针对性的提出对各部分短期资本流动的有效监管措施。本文首先对国内外关于国际短期资本流动相关内容的研究现状加以总结，并介绍了本文的选题背景及研究的意义、本文的主要内容及框架结构以及文章的创新与不足。然后从理论角度，介绍了国际短期资本的概念划分方法、规模测算方法以及国际短期资本流动的相关理论，主要包括动因理论和效应理论。在实证分析方面，运用1991~2010年的年度数据，在分析我国国际短期资本流动现状的基础上，采用协整模型、格兰杰因果检验、误差修正模型、脉冲响应分析、方差分解等方法，分别从正常性国际短期资本流动和隐蔽性国际短期资本流动两方面研究其对我国经济发展、金融稳定的影响。文章的最后一部分，根据前文在理论分析和实证分析中得到的研究成果，对我国短期资本流动的监管提出相应的政策建议。
[Abstract]:The subprime mortgage crisis has evolved into a worldwide economic and financial crisis in 2008.The international short-term capital flow is an important way in the process of crisis transmission, which has aroused the attention of the domestic and foreign economists on the international short-term capital flow.In this context, this paper also makes a deep study on the problems related to the short-term capital flow in China.At present, most of the domestic studies focus on short-term capital inflow, outflow, net for the overall study.This paper breaks through this limitation, studies the normal and hidden parts of international short-term capital, and puts forward some effective supervision measures to the short-term capital flow of each part.This paper first summarizes the current situation of the research on the international short-term capital flow at home and abroad, and introduces the background and significance of the topic, the main content and framework of this paper, as well as the innovation and deficiency of the article.Then, from the theoretical point of view, this paper introduces the concept of international short-term capital division method, scale measurement method and international short-term capital flow related theories, including motivation theory and effect theory.In empirical analysis, based on the analysis of the current situation of international short-term capital flows in China from 1991 to 2010, cointegration model, Granger causality test, error correction model, impulse response analysis, variance decomposition and so on are used.This paper studies the impact of normal international short-term capital flow and covert international short-term capital flow on the economic development and financial stability of our country from two aspects: normal international short-term capital flow and hidden international short-term capital flow.In the last part of the paper, according to the research results obtained in the theoretical analysis and empirical analysis, the author puts forward the corresponding policy recommendations on the supervision of short-term capital flows in China.
【学位授予单位】：辽宁大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6;F124;F224

【参考文献】