基于风险传导的区域金融政策风险柔性管理研究
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摘要
在全球金融危机的影响下,我国经济发展的迅猛势头有所减缓,金融政策的执行正经受着巨大的考验,如何在危机下有效防范金融政策执行中带来的风险,为国内经济发展提供最大限度的支持,是金融政策制定者面临的难题。由于大国经济的特点,我国金融政策在执行过程中,面临着管理幅度过大、管理效率不高等问题,并导致了风险传导的产生。因此本文从区域管理的视角出发,通过对区域内的风险传导路径的研究,建立区域金融政策风险柔性管理理论模型,以适应客观情况的要求。
第1章导论包括选题的目的、意义与方法的阐述与选择,并对国内外相关文献进行了系统研究,确定论文的框架思路。
第2章对国内外金融政策执行情况进行了分析。首先是对国外历次影响较大的金融危机进行了剖析,从中找出危机爆发的共性；紧接着对我国的金融政策执行进行了分析,并利用前述共性进行了判断。
第3章构建了我国区域金融政策风险柔性管理理论模型,并对模型结构进行了具体描述,即按照区域差别原则、柔性原则、管理幅度与层次相配比原则及协调原则,根据金融政策风险传导的路径,构建具有开放性、动态性、立体性、统一性的有机联系的协调动态模型。
第4章通过VAR模型检验,对前面构建的理论模型结构作了进一步的修正。通过对我国东中西不同区域的经济指标数据的整理,构建出VAR模型,进行了脉冲检验、GRANGER相关性检验及预测方差检验,其结果显示不同的金融政策对区域经济的影响不尽相同,同一政策下各区域的表现也出现显著差异。
第5章建立了区域金融政策风险评价指标体系。以结构方程模型法建模型思路为依据,构建了包括宏观预警指标、基础层预警指标、中间层预警指标及定性指标在内的区域金融政策风险评价指标体系,力图从宏观与微观等不同角度,对我国区域间、区域内的金融政策风险进行评价,以提高风险管理水平。
第6章为实证分析。通过对指标值的描述性统计分析,可见各区域的情况较为复杂,不能通过指标值直观决断风险高低。因此本章中以运用结构方程模型,将数据范围进一步细化到各区域内,确定了其整体权重,并运用加权平均计算出各区域内不同风险值。通过最终的评价结果,计算出的风险值能够与实际状况较好的吻合,有利于对风险的初步评价,并制定宏观的政策管理措施。
第7章结合实证部分的评价结果,提出了加强区域金融政策风险柔性管理的相应措施,主要包括政策、资金、人才及技术等方面。
第8章是全文总结与研究展望。
Under the influence of the global financial crisis, the rapid economic development of our country slows. The implementation effect of the financial policy is experiencing the tremendous test in crisis. How-to effectively guard against the implement risk of the financial policy, and provide maximum support for domestic economic development, is the key thing that facing the financial policy makers. Due to the economic features of powers, duing the implementation process of financial policy, China's governers face the problems, such as the too big management range, and the lower management efficiency, which could led to the transmission of the risk.
This dissertation tries to establish the regional financial policy risk flexible management model based on the perspective of regional management and the path of risk conduction, in order to adapt to the requirement of the objective conditions.
Chapter 1 introduces the purpose, the significance and the methods. Then it decides the framework of the dissertation by researching the related literature at home and abroad,
Chapter 2 analyzes the implementation effect of the domestic and foreign financial policy. Firstly it analyzes the influence of various foreign financial crisis, and find out the common features. Then it analyzes the financial policy implementation in China.
Chapter 3 constructs the theory model of the region financial policy risk fleible management, which is the open, dynamic, organic united model, according to the risk conduction path of the region financial policy, and the principles of region differences, flexibility, management range, and harmonization.
Chapter 4, through the VAR model testing, amends the previous theoretical model structure. Through the collation of economic data from the different regions, it constucts a VAR model, and puts through the impulse test, Granger correlation test, and the forecast variance test. The results show that the impacts of different financial policies on one region and the same policy performance in each region are significant differences.
Chapter 5 establishs a region financial policy risk evaluation index system.Based on the structural equation modeling method, the index system is including the macro warning indexs, the basic layer warning indexs, the middle layer warning indexs and the qualitative indexs. The index system is using to evaluate the region financial policy risk to improve the management level.
Chapter 6 is an empirical analysis. The desciptive statistical analysis shows that the regional situation is complex, index value can not be used to evaluate the risk level. Therefore this chapter uses the structural equation model by further refine the scope of data to the various regions, determines overall weight, and calculates the region risk value.The results show that the risk value is better fit the actual situation. It is beneficial for the risk assessment, and to establish measures.
Chapter 7 puts forward the measures to strength the region financial policy flexible management, which is including the support of policy, funding, human resource and technique.
Chapter 8 is the full dissertation summarization and study forecast.
第1章导论包括选题的目的、意义与方法的阐述与选择,并对国内外相关文献进行了系统研究,确定论文的框架思路。
第2章对国内外金融政策执行情况进行了分析。首先是对国外历次影响较大的金融危机进行了剖析,从中找出危机爆发的共性；紧接着对我国的金融政策执行进行了分析,并利用前述共性进行了判断。
第3章构建了我国区域金融政策风险柔性管理理论模型,并对模型结构进行了具体描述,即按照区域差别原则、柔性原则、管理幅度与层次相配比原则及协调原则,根据金融政策风险传导的路径,构建具有开放性、动态性、立体性、统一性的有机联系的协调动态模型。
第4章通过VAR模型检验,对前面构建的理论模型结构作了进一步的修正。通过对我国东中西不同区域的经济指标数据的整理,构建出VAR模型,进行了脉冲检验、GRANGER相关性检验及预测方差检验,其结果显示不同的金融政策对区域经济的影响不尽相同,同一政策下各区域的表现也出现显著差异。
第5章建立了区域金融政策风险评价指标体系。以结构方程模型法建模型思路为依据,构建了包括宏观预警指标、基础层预警指标、中间层预警指标及定性指标在内的区域金融政策风险评价指标体系,力图从宏观与微观等不同角度,对我国区域间、区域内的金融政策风险进行评价,以提高风险管理水平。
第6章为实证分析。通过对指标值的描述性统计分析,可见各区域的情况较为复杂,不能通过指标值直观决断风险高低。因此本章中以运用结构方程模型,将数据范围进一步细化到各区域内,确定了其整体权重,并运用加权平均计算出各区域内不同风险值。通过最终的评价结果,计算出的风险值能够与实际状况较好的吻合,有利于对风险的初步评价,并制定宏观的政策管理措施。
第7章结合实证部分的评价结果,提出了加强区域金融政策风险柔性管理的相应措施,主要包括政策、资金、人才及技术等方面。
第8章是全文总结与研究展望。
Under the influence of the global financial crisis, the rapid economic development of our country slows. The implementation effect of the financial policy is experiencing the tremendous test in crisis. How-to effectively guard against the implement risk of the financial policy, and provide maximum support for domestic economic development, is the key thing that facing the financial policy makers. Due to the economic features of powers, duing the implementation process of financial policy, China's governers face the problems, such as the too big management range, and the lower management efficiency, which could led to the transmission of the risk.
This dissertation tries to establish the regional financial policy risk flexible management model based on the perspective of regional management and the path of risk conduction, in order to adapt to the requirement of the objective conditions.
Chapter 1 introduces the purpose, the significance and the methods. Then it decides the framework of the dissertation by researching the related literature at home and abroad,
Chapter 2 analyzes the implementation effect of the domestic and foreign financial policy. Firstly it analyzes the influence of various foreign financial crisis, and find out the common features. Then it analyzes the financial policy implementation in China.
Chapter 3 constructs the theory model of the region financial policy risk fleible management, which is the open, dynamic, organic united model, according to the risk conduction path of the region financial policy, and the principles of region differences, flexibility, management range, and harmonization.
Chapter 4, through the VAR model testing, amends the previous theoretical model structure. Through the collation of economic data from the different regions, it constucts a VAR model, and puts through the impulse test, Granger correlation test, and the forecast variance test. The results show that the impacts of different financial policies on one region and the same policy performance in each region are significant differences.
Chapter 5 establishs a region financial policy risk evaluation index system.Based on the structural equation modeling method, the index system is including the macro warning indexs, the basic layer warning indexs, the middle layer warning indexs and the qualitative indexs. The index system is using to evaluate the region financial policy risk to improve the management level.
Chapter 6 is an empirical analysis. The desciptive statistical analysis shows that the regional situation is complex, index value can not be used to evaluate the risk level. Therefore this chapter uses the structural equation model by further refine the scope of data to the various regions, determines overall weight, and calculates the region risk value.The results show that the risk value is better fit the actual situation. It is beneficial for the risk assessment, and to establish measures.
Chapter 7 puts forward the measures to strength the region financial policy flexible management, which is including the support of policy, funding, human resource and technique.
Chapter 8 is the full dissertation summarization and study forecast.
引文
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