实体经济脆弱性测度及其影响因素研究

发布时间：2018-04-12 20:19

本文选题：实体经济脆弱性 + 影响因素　；参考：《中国软科学》2017年05期

【摘要】：在考虑实体经济不景气的背景下,提出实体经济脆弱性的概念,从经济预期环节、流通环节和生产环节三个方面构建实体经济脆弱性测度指标体系,测算实体经济脆弱性指数,其结果表明实体经济脆弱性具有较大波动性,目前处于高位运行状态。其次从居民、企业和政府三部门角度考察实体经济脆弱性影响因素,通过使用ARDL模型和LSTAR模型对其进行分析,得出金融企业部门对实体经济脆弱性的影响具有非对称性,其它影响因素对实体经济脆弱性的影响存在长期协整关系的结论。
[Abstract]:Under the background of the recession of real economy, this paper puts forward the concept of real economic vulnerability, constructs the index system of real economic vulnerability measurement from three aspects: economic expectation link, circulation link and production link, and calculates the real economic vulnerability index.The results show that the fragility of the real economy is volatile, and it is in a high position at present.Secondly, from the perspective of residents, enterprises and government, the factors affecting the vulnerability of the real economy are investigated. By using the ARDL model and the LSTAR model, it is concluded that the impact of the financial enterprise sector on the vulnerability of the real economy is asymmetric.The conclusion that there is a long-term cointegration relationship between other influencing factors on the vulnerability of the real economy.
【作者单位】：广州大学经济与统计学院;湖南大学金融与统计学院;
【基金】："广东省自然科学基金(2015A030313510) 国家社会科学基金重大项目(16ZDA131) 广州国际金融研究院课题(16GFR02B02) 广州市哲学社会科学“十三五”规划课题(2016GZZK07)
【分类号】：F124

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