统计研究 ›› 2009, Vol. 26 ›› Issue (12): 81-87.
• 论文 • 上一篇 下一篇
李刚 潘浩敏 贾威
收稿日期:
修回日期:
出版日期:
发布日期:
Received:
Revised:
Online:
Published:
摘要： 本文采用空间统计分析方法对金融危机分布的空间集聚性和传染路径进行了实证分析。结果表明：美国次贷危机的传染路径有：地理区域位置、G7政治集团关系、贸易关系和资本项目开放度。东南亚金融危机的传染路径有：地理区域位置、贸易关系以及资本项目开放度。并与´Alvaro A. Novo对1992年欧洲金融危机传染路径的研究进行了比较。
关键词: 金融危机, 空间模型, 集聚性, 收敛路径
Abstract: In this paper, methods of spatial statistical analysis are applied the empirical study that the financial crisis have spatial convergence and contagious pathes. The results showed that: Contagious pathes of subprime crisis in the United States are the location of geographic regions, G7 political groups, trade relations and the openness of capital items. Contagious pathes of Southeast Asia’s financial crisis are the location of geographic regions, trade relations and the openness of capital items. Finally, we compare the results with contagious pathes, European financial crisis 1992, which was studied ’Alvaro A. Novo.
Key words: financial crisis, spatial econometrics model, convergence, contagious path
李刚 潘浩敏 贾威. 金融危机传染路径的空间统计分析[J]. 统计研究, 2009, 26(12): 81-87.
0 / / 推荐
导出引用管理器 EndNote|Reference Manager|ProCite|BibTeX|RefWorks
链接本文: https://tjyj.stats.gov.cn/CN/
https://tjyj.stats.gov.cn/CN/Y2009/V26/I12/81
Cited
