金融危机预警模型的构建 --"五系统加权法"预警模型

首先,探讨了金融危机理论、分类及其产生的机理,并对目前主流的几种金融危机预警理论及其模型做了简要介绍和评价。其次,结合我国的经济金融环境特征,对我国建立金融危机预警系统的必要性和可行性做了系统性的分析。最后,在以上分析的基础上,借鉴国内外已有模型,选取了17项经济指标,建立了“五系统加权法”预警模型,运用专家调查法和AHP法对各子系统及子系统内部指标进行了二级赋权。

The Establishment of An Early Warning Model for Financial Crisis

First,a discussion is made of the theories,types,and causes of financial crisis,and a brief introduction and evaluation is also made of some prevailing early-warning theories and modelsfor financial crisis.Second,in the light of the characteristics of China's economic and financial environment,a systematic analysis is made on the necessity and feasibility of establishing early warning system for financial crisis in China.Third,on the basis of the above analysis and in view of the models awailable at home and abroad,the "five-system weighted method"early warning model is established with 17 selected economic indicators.By using expert survey and AHP method,a secondary weighting is made of the subsystems and their internal indicators,and this model is tested with the selected data for China's economy during 1991-2000.econd,inthelightofthecharacter