| Project/Area Number |
20K01701
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Review Section |
Basic Section 07040:Economic policy-related
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| Research Institution | Hiroshima Shudo University |
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Principal Investigator |
Zhang Nan 広島修道大学, 経済科学部, 教授 (20279061)
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| Project Period (FY) |
2020-04-01 – 2024-03-31
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| Project Status |
Completed (Fiscal Year 2023)
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| Budget Amount *help |
¥2,730,000 (Direct Cost: ¥2,100,000、Indirect Cost: ¥630,000)
Fiscal Year 2022: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2021: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2020: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | Global flow of funds / Statistical framework / From-whom-to-whom matrix / Financial network / Advanced visualization / Data science / Financial crisis / Shock dynamics / Statistical matrix / Who-to-whom model / Sectoral accouns / Datasets / Globla flow of funds / Shock Dynamics / Data sources / Who-to-whom matrices / Financial inflow outflow / global flow of funds / Who-to-Whom martrices / inverse of Leontief / cross-border exposures / financial networks / financial stability / データベースの整備 / 分析手法の開発 / 国際資金循環 |
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| Outline of Research at the Start |
国際的な統計整備の動きに対応し、GFF統計の理論的な枠組みと作成方法を提示する。
金融安定性の計測のため、GFF統計のストックデータとフローデータを整備する。
GFFMとFIOMという新しい統計作成手法で、「国家×国家」形式のGFFMを「部門×部門」形式のFIOMにリンクし、金融ネットワーク分析という新しい分析手法でGFF分析の視野を広げる。GFFの視座から独創的な分析手法で日米中における対外資金循環の同質性と異質性を定量的に解明する。
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| Outline of Final Research Achievements |
This study takes up the consistency with statistics published by international organizations such as the IMF to grasp the Global Flow of Funds (GFF) and measure the risks and stability of GFF, in order to understand the circulation of external funds in one's own country and international capital movements. It prototypes GFF statistics and expands conventional two-dimensional data to three dimensions (Three-dimensional,3D).
Using this 3D data, we expand the scope to include major trading partners centered around GFF and construct a GFF matrix in From-Whom-to-Whom format. Furthermore, to examine structural issues of assets and liabilities between different national sectors and financial stability, we develop Sectoral from-whom-to-whom financial stock matrix (SFSM), and demonstrate new insights into the structural relationships of GFF through the development and empirical research of GFF analysis methods using financial network analysis and data science techniques.
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| Academic Significance and Societal Importance of the Research Achievements |
This research stands out as the inaugural work dedicated to leveraging data for the observation of Global flow of funds. It has three distinctive features, foremost among them being the integration and advancement of data sources,innovates the 3D data of financial
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