| 基于结构方程模型的金融危机预警方法 |
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| 引用本文： | 牟晓云,李黎.基于结构方程模型的金融危机预警方法[J].大连海事大学学报(社会科学版),2010,9(4):11-14. |
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| 作者姓名： | 牟晓云 李黎 |
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| 作者单位： | 1. 吉林大学,商学院,长春130012;大连海洋大学,经济管理学院,辽宁大连,116023
2. 大连海洋大学,经济管理学院,辽宁大连,116023 |
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| 摘 要： | 2008年的金融危机对世界经济产生深远的影响,各国对于金融危机预警模型的研究也十分重视。基于结构方程模型中的MIMIC模型建立金融危机预警系统,并利用中国有关数据进行实证研究。根据模型的修正结果得到影响中国危机强度的5个变量,并通过计算得到＂危机强度＂的得分。由实证研究结果可知,中国金融市场在20世纪90年代波动比较剧烈,而2008年金融危机对中国金融市场的影响相对不大。
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| 关 键 词： | 结构方程模型 金融危机 预警系统 MIMIC模型 |
Early warning method of financial crisis based on structural equation modeling |
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| MU Xiao-yun,LI Li.Early warning method of financial crisis based on structural equation modeling[J].Journal of Dalian Maritime University:Social Science Edition,2010,9(4):11-14. |
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| Authors: | MU Xiao-yun LI Li |
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| Institution: | MU Xiao-yun1,2,LI Li2(1.College of Business,Jilin Univ.,Changchun 130012,China,2.College of Economics and Management,Dalian Ocean Univ.,Dalian 116023,China) |
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| Abstract: | The financial crisis in 2008 has had great influence on the economy of the world,and the analysis on early warning model of financial crisis has been made seriously in every country.In this paper,an early warning system of financial crisis was built based on MIMIC model which is a kind of structural equation modeling,and empirical research was carried out using the data of China.According to the amended result of the model,five variables were found which could affect the crisis severity,and the score of the... |
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| Keywords: | structural equation modeling financial crisis early warning system MIMIC model |
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