全社会资金波动的安全预警模型及实证分析

Safety Prevention and Demonstration Analysis according to Running Locus of Entire Society Fund

利用聚类分析、时差相关分析、K -L信息量等方法 ,以国内生产总值发展速度的波动曲线为基准循环曲线 ,对各种经济指标进行分类和筛选 ,从而选定先行、一致、滞后三类指标组 ,运用主成分分析方法编制景气指数 ,以对社会资金的运动安全预警。在此基础上 ,笔者结合我国改革开放以来经济周期波动的实际情况 ,利用所编制的景气指数进行实证仿真分析 。

The article uses multi-statistics analysis method to set up business trend index system which can supervise and predict entire society fund running locus ,and builds leading index number, according index number and lagging index number,which contribute to the setup of business trend index for safety prevention of entire society fund. Combined with the practical economic running locus after the reform in our country, it gives a good demonstration of the running locus of cntire society fund.