金砖五国金融脆弱性与经济增长的关联效应

发布时间：2018-05-14 09:15

本文选题：关联效应 + 金融脆弱性　；参考：《中国海洋大学》2012年硕士论文

【摘要】：在21世纪过去的十年里，“金砖五国”作为新兴市场的典型代表，以快速的经济增长速度和巨大的市场潜力著称，逐渐成为世界经济增长的重要引擎和推动世界多极化的主要力量。近年来，“金砖五国”越来越重视拓展和深化经济金融领域的合作，在国际金融体系改革方面建立多层次的沟通合作机制，尤其是此次国际金融危机以来，“金砖五国”对金融业的系列改革使得经济增长先实现了复苏，金融脆弱性趋于弱化。探索金融脆弱性与经济增长的关系，对减少危机发生的可能性、推动金融改革和发展，促进经济增长提供了有益参考。本文以金融脆弱性与经济增长的关系为研究对象，探讨以下问题：1）五国金融脆弱度的水平；2）五国金融脆弱性对各自经济增长的时空效应；3）五国系统内部金融脆弱性与经济增长的关联效应；4）中国金融脆弱性与经济增长的关联效应研究。针对上述问题，本文的研究工作和主要贡献集中在以下几个方面： “金融脆弱性评价指标体系构建”。本章参考多指标综合评价方法，运用解释结构方法建立模型，对“金砖国家”金融脆弱性进行了要素相关性分析，从而建立了金融脆弱性评价指标体系，因受到量化应用的局限性，，接续构建了测评指标体系。 “金融脆弱性测度模型构建”。提出并设计了一套金融脆弱性的测度模型，比较分析了各种方法应用于金融脆弱性测度的可能性，最终设计构建了主客观相结合的“金砖国家”金融脆弱性决策理论模型对五国金融脆弱性进行动态测度和分析。 “金融脆弱性对经济增长的时空效应”。本章建立“金砖五国”的面板模型，客观选取金融脆弱性的主要指标，分析五国主要金融脆弱因素对经济增长的差异化影响， “五国系统内部金融脆弱性与经济增长的关联效应”。建立“金砖五国”联结模型对五国金融脆弱性与经济增长的传导效应进行研究。分模块研究了一国内部金融脆弱性与经济增长的相互影响，并进行了国别间效果比较。利用联结模块分析了二者关系中主要子环节的影响。从联结模型系统角度，利用对外贸易和外国直接投资两个承载模块，结合利率、汇率、通货膨胀率等主要联系变量，总结分析了金融脆弱性与经济增长在“金砖五国”间的三个主要传导途径。 “我国金融脆弱性与经济增长的关联效应”。在以上研究的基础上，建立中国的联立方程，全面分析金融脆弱性与经济增长的相互影响。探明金融脆弱性因素与三大支出需求拉动作用的联系、经济增长与主要金融脆弱因素的相互影响。
[Abstract]:In the last decade of the 21st century, the BRICS, typical of emerging markets, have been known for their rapid economic growth and tremendous market potential. Gradually become an important engine of world economic growth and promote the main force of world multi-polarization. In recent years, the "BRICS" have attached more and more importance to expanding and deepening cooperation in the economic and financial fields, and have established multi-level communication and cooperation mechanisms in the reform of the international financial system, especially since the current international financial crisis. The BRICS 'series of reforms to the financial sector has led to a recovery in economic growth and a weakening of financial vulnerability. Exploring the relationship between financial fragility and economic growth provides a useful reference for reducing the possibility of crisis, promoting financial reform and development, and promoting economic growth. This paper focuses on the relationship between financial fragility and economic growth. Discussion on the Financial vulnerability of the five countries: (2) the temporal and Spatial effects of Financial fragility on their respective Economic growth 3) the correlation between Financial fragility and Economic growth in the five countries system 4) China's Financial vulnerability and economy Research on the correlation effect of growth. In view of the above problems, the research work and main contributions of this paper focus on the following aspects: Construction of financial vulnerability evaluation index system. Referring to the multi-index comprehensive evaluation method, this chapter establishes the model by using the explanatory structure method, and analyzes the correlation of the financial vulnerability of the "BRICS" countries, and then establishes the index system of the financial vulnerability evaluation. Because of the limitation of quantitative application, the evaluation index system is constructed. Financial vulnerability Measurement Model Construction. This paper proposes and designs a set of measurement models of financial vulnerability, and compares and analyzes the possibility of applying various methods to the measurement of financial vulnerability. Finally, the financial vulnerability decision model of BRICS countries is designed to measure and analyze the financial vulnerability of the five countries dynamically. The temporal and spatial effects of financial fragility on economic growth. In this chapter, the panel model of "BRICS" is established, and the main indicators of financial vulnerability are objectively selected to analyze the differential influence of the main financial fragility factors on economic growth in the five countries. The correlation effect between Financial fragility and Economic growth in the five countries system. This paper studies the conduction effect of financial fragility and economic growth in the five countries by establishing the BRICS five-nation linkage model. The influence of financial fragility and economic growth in a country is studied in this paper, and the effects are compared among different countries. The influence of the main sub-links in the relationship between the two is analyzed by using the connection module. From the point of view of linkage model system, using the two carrying modules of foreign trade and foreign direct investment, combining the main related variables such as interest rate, exchange rate, inflation rate and so on, Three main transmission routes between financial fragility and economic growth among BRICS countries are summarized and analyzed. The correlation effect between Financial fragility and Economic growth in China. On the basis of the above research, the simultaneous equation of China is established, and the interaction between financial fragility and economic growth is comprehensively analyzed. The relationship between financial vulnerability factors and three major expenditure demand pulling effects and the interaction between economic growth and major financial fragility factors are explored.
【学位授予单位】：中国海洋大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F831;F112;F224

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