一种改进的KLR信号分析法应用研究

The Research on How to Use the Method of KLR Signal in China

本文阐述了货币危机预警的KLR信号分析法,并指出该分析法在中国应用时存在的相关性不足的问题。通过对KLR信号分析法的指标体系的改进,综合已有的研究成果构建了一套适合中国当前经济状况的货币预警指标体系。然后利用改进的预警指标体系对中国近几年的货币危机可能性进行了预警分析,结果表明这套改进后的预警体系具有良好的预警效果。

At first this article elaborates the theory of currency crisis and the method of KLR signal. Then it points out that the correlativity is insufficient when applying this method in China. After improving KLR signal analysis index system and synthesizing all relative research results, we build a set of early warning target system according to the reality of Chinese economy. Using this new set of target we analyze possibility of Chinese currency crisis in recent years. The result indicates this set of early warning system has good forecast effect.