摘要
在国家信用体系的研究中,一直缺乏深入的、正式的国际比较实证研究。其原因之一就是缺少很好的描述国家信用体系的结构化方法。文章在Jentzsch研究的基础上试图将指数方法引入国家信用体系,提出了国家信用体系的“SCRR-E”四维生态概念模型,并在此基础上构建了一套描述国家信用体系的多维TT指数模型,利用世界银行对全球34个国家的调查数据进行实证研究,检验了TT效用型指数与Jentzsch研究中Fisher指数的一致性,结果表明指数方法有相当的稳健性和可靠性。
One of the reasons for the paucity of formal and insightful in- ternational comparisons of national credit reporting system （NCRS） is that there exits no structural method to describe NCRS. This paper aims at developing a set of suitable indices to describe NCRS based on the work pioneered by Jentzseh （2003, 2004）. We proposed a so-called SCRR-E four dimension conceptual frameworks of NCRS based on which we develop TT indices. We calculated TT indices of 34 countries whose NCRS have been fully surveyed by World Bank and compare them with the Fisher type indices of Jentzseh （2003.2004）. Empirical evidences show that indices method is robust and reliable for the description of NCRS.
出处
《财经研究》
CSSCI
北大核心
2007年第1期4-15,共12页
Journal of Finance and Economics
基金
国家社会科学基金资助项目(05CJL003)
