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| 文章编号：1672-3104(2014)04-0047-06 |
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金融危机预警指标体系及其结构方程模型构建 |
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马威，肖帅 |
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（湖南大学金融与统计学院，湖南长沙，410079） |
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| 摘 要： 金融危机预警指标体系的构建是研究金融危机预警的一个重要环节。对于一个国家或者地区，不同部门之间资金流动的大小和方向反映了金融风险的大小。本研究在建立了金融危机预警指标体系的构建原则后，从数据的统计口径出发，基于资金流动的大小和方向，统筹考虑政府、金融、企业和对外等四个部门之间的关联性，利用结构方程模型，构造了金融危机预警指标体系。最后，通过自回归模型进行指标时滞性分析。 |
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| 关键词： 金融危机预警；指标体系；部门关联；资金流；SEM模型；时滞性 |
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Construction of index system of financial crisis early warning model based on SEM Model |
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MA Wei, XIAO Shuai |
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（College of Finance and Statistics, Hunan University, Changsha 410079, China） |
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| Abstract: The construction of the index system of financial crisis early warning model is an important link in study of financial crisis early warning. This paper discusses the screening principles in Chinese concrete conditions. The authors put into an overall consideration of the government, financial institution, enterprises and foreign departments based on statistical caliber of data so as to create an index system of financial crisis early warning with SEM Model. At last, the paper also analyses the index time delay through the autoregressive model. |
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Key words: financial crisis early warning; index system; association sector; capital flow; SEM model; delay |
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