基于VAR模型的资本项目开放对中国洗钱规模影响实证研究

发布时间：2018-05-20 11:04

本文选题：VAR模型 + 资本项目开放　；参考：《上海金融》2017年05期

【摘要】：随着我国资本项目开放程度的不断扩大,资本跨境流动日益频繁,规模呈上升趋势。资本的跨境流动在给宏观经济带来不确定影响的同时,也对我国洗钱规模造成了影响,尤其是利用跨境交易将资金输往国外进行清洗的动机更加强烈。本文选用1997-2014年间的年度数据,分析我国洗钱规模和资本项目开放程度之间的相互影响,运用VAR模型进行实证分析。研究结果表明,我国资本项目开放度对洗钱规模产生正向影响,资本项目开放在一定程度上能够对洗钱规模产生正的效应,这种正向效应存在一定的滞后期。在此基础上,文章提出资本项目开放下控制洗钱规模的政策建议。
[Abstract]:With the opening of capital account in our country, the cross-border capital flow is becoming more and more frequent, and the scale is on the rise. The cross-border flow of capital not only has an uncertain impact on the macro-economy, but also has an impact on the scale of money laundering in China. Especially, the motive of using cross-border transactions to send funds abroad for laundering is stronger. Based on the annual data from 1997-2014, this paper analyzes the interaction between the scale of money laundering and the openness of capital account in China, and makes an empirical analysis with VAR model. The results show that the openness of capital account has a positive effect on the scale of money laundering, and the opening of capital account can have a positive effect on the scale of money laundering to a certain extent, and this positive effect has a certain lag. On this basis, the paper puts forward some policy suggestions for controlling the scale of money laundering under the opening of capital account.
【作者单位】：辽宁大学;
【分类号】：F832.2

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