基于亚洲六国宏观数据的我国金融危机预警系统研究

发布时间：2018-06-16 16:21

本文选题：金融危机早期预警系统 + 国际金融危机　；参考：《国际金融研究》2011年06期

【摘要】：本文从宏观层面研究我国对外开放和经济发展进程中面临的金融风险,并探讨内、外部风险演变为金融危机的机制和途径,在此基础上构建出符合我国宏观经济运行状况的金融危机早期预警系统,然后选取一系列有关国民经济、金融发展、国际收支和全球经济状况的指标,并使用中国、韩国、泰国、马来西亚、印度尼西亚和菲律宾亚洲六国宏观数据进行实证分析,发现国内信贷规模与GDP的比率、广义货币M2与外汇储备的比率、实际产出增长率和外汇储备增长率对防范我国金融危机具有重要的预警作用,而且我国经济现存的内、外失衡是引发金融危机的隐患。
[Abstract]:This paper studies the financial risks in the process of China's opening to the outside world and economic development from the macro level, and probes into the mechanism and ways for internal and external risks to evolve into financial crises. On this basis, a financial crisis early warning system in line with China's macroeconomic conditions is constructed. Then a series of indicators related to the national economy, financial development, balance of payments and global economic conditions are selected, and China and South Korea are used. An empirical analysis of macro data from six Asian countries, Thailand, Malaysia, Indonesia and the Philippines, shows that the ratio of domestic credit to GDP, the ratio of broad currency M2 to foreign exchange reserves, The actual output growth rate and the foreign exchange reserve growth rate have the important early warning function to prevent our country financial crisis, moreover our country economy extant internal and external imbalance is the hidden danger which causes the financial crisis.
【作者单位】：暨南大学经济学院;
【基金】：广东省高校高层次人才(珠江学者)项目广东省高校人文社科重点研究基地创新团队项目(07JDTDXM79005和08JDTDXM79003)资助教育部新世纪优秀人才支持计划(NCET-08-0614) 教育部人文社科基金(09YJA790084) 国家自然科学基金(70972081) 中央高校基本科研业务费专项资金(21609204) 广东省社科基金(09E-16)
【分类号】：F832.59

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