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中国国际收支风险预警指数的构建 被引量:3

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摘要 国际收支风险的终极形式将表现为金融危机,文章首先构建货币危机压力指数、银行危机压力指数和资产泡沫危机压力指数以反映金融危机,然后采用格兰杰因果检验,筛选出金融危机格兰杰原因的变量作为预警指标,最后采用主成分分析和因子分析的方法合成中国国际收支风险预警指数。
出处 《统计与决策》 CSSCI 北大核心 2015年第23期12-16,共5页 Statistics & Decision
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