中国宏观金融中的国民经济部门间传染机制

发布时间：2018-07-07 19:02

本文选题：宏观金融风险 + 网络模型　；参考：《经济研究》2010年07期

【摘要】：本文通过网络模型量化分析了冲击在经济中的传导及系统危机的演生过程。本文利用2007年国民经济核算中的资金流量表(金融交易账户)数据,①建立了基于会计数据②的中国国民经济部门间金融关联网络模型。模型的数据基础是按各类金融工具细分的部门—部门资金融通关系矩阵表。在此模型基础上,通过模拟测试,揭示了负面经济冲击在部门层面循环传导的轨迹——部门间资产—负债表传染机制;同时量化分析了资产—负债表传染发生时,各个部门于各传染轮次中的损失量。模型的建立与基于模型的定量分析,旨在为防范和应对系统危机提供相应的理论依据与实证支持。
[Abstract]:In this paper, the transmission of shock in economy and the generating process of system crisis are analyzed quantitatively by network model. In this paper, based on the financial flow statement (financial transaction account) data in 2007, a financial correlation network model of China's national economy is established based on accounting data 2. The data base of the model is the sectoral-sector financial relationship matrix which is broken down by various financial instruments. On the basis of this model, through the simulation test, it reveals the path of negative economic shock circulation transmission at the sectoral level The loss of each department in each transmission cycle. The establishment of the model and the quantitative analysis based on the model aim to provide the corresponding theoretical basis and empirical support for preventing and responding to the system crisis.
【作者单位】：宾西法尼亚大学沃顿商学院;山东大学管理学院;
【分类号】：F832;F123

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