摘要
随着世界金融市场的快速发展,虚拟经济与实体经济的相互关联进一步增强,因此编制综合反映一国金融系统运行情况的金融状况指数(Financial Condition Index,FCI)成为经济监测中的重要一环。本文回顾了国内外对FCI构建的重要文献,并对国外相关机构的FCI实例进行调研,在此基础上,总结了构成FCI的主要金融变量及其权重确定方法,并结合我国实际情况,分析各种指标、方法在我国的适用性,对中国金融状况指数(CFCI,China Financial Condition Index)的具体构建方法提出建议。
With the rapid development of the global financial market, virtual economy is playing an increasingly important role in the entire economy. Consequently, the establishment of FCI （Financial Condition Index） , which can reflect the overall performance of a country＇s financial system, becomes an essential part of economic monitoring. On the basis of both domestic and foreign research literature and investigations on the applications of FCI construction, the paper summarizes the main financial variables included in FCI as well as the method to determining their weights. Furthermore, considering the current situation of our country, the paper discusses the applicability of existing methods, and proposes some suggestions on the construction of CFCI （China Financial Condition Index） .
出处
《国际金融研究》
CSSCI
北大核心
2011年第5期67-73,共7页
Studies of International Finance
基金
国家自然科学基金项目资助(NO:70950002)
关键词
金融状况指数
经济监测
权重
虚拟经济
Financial Conditions Index
Economic Monitoring
Weight
Virtual Economy
