• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Study on the Statistics Observation System and Econometrics Model for Global Flow of Funds Analysis

Research Project

Project/Area Number 21530244
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Applied economics
Research InstitutionHiroshima Shudo University

Principal Investigator

ZHANG Nan  広島修道大学, 経済科学部, 教授 (20279061)

Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥2,340,000 (Direct Cost: ¥1,800,000、Indirect Cost: ¥540,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords国際資金循環 / 経済政策 / 統計観測体系 / 計量モデル / 金融リスク計測 / 金融安定計測 / 資金循環 / 国際収支 / 金融統計体系 / 国際資金循環分析 / 金融危機
Research Abstract

This research explained the mechanism of global-flow-of-funds and made an outlines of theoretical analysis from three different viewpoints which the Balance of Savings-Investment, Current Balance flows, and International Capital Flow. Then based on the theory of economics, built a simultaneous-equations model for global-flow-of-funds analysis, and ran the model to interpret the characteristics and mirror image relationship in the external flow of funds between Japan, China and the US. This research also inspected the influence of global-flow-of-funds and the continual growth of macro economy on the stability of financial systems, and built a statistical monitoring system for global-flow-of-funds while referring to the FSIs frameworks of International Monetary Funds. Then linked real economics with financial economics, and combined domestic flow of funds with international capital flows, to build a composite index(CI) that reflects the risks involved in external flow of funds. Moreover, this research developed the Finance Stress Index to measure the current status of Chinese external flow of funds.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (27 results)

All 2012 2011 2010 2009

All Journal Article (12 results) (of which Peer Reviewed: 10 results) Presentation (13 results) Book (2 results)

  • [Journal Article] New Frameworks for Measuring Global-Flow-of-Funds : Financial Stability in China2012

    • Author(s)
      張南
    • Journal Title

      統計学

      Volume: No.102

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] A Statistical Model for Global-Flow-of-Funds Analysis2012

    • Author(s)
      張南
    • Journal Title

      Social Systems Solutions Applied by Economic Sciences and Mathematical Solutions

      Volume: Vol.3 Pages: 77-97

    • Related Report
      2011 Annual Research Report 2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Statistical Observations on the External Flow of Funds between China and the U. S.2011

    • Author(s)
      張南
    • Journal Title

      The New Viewpoints and New Solutions of Economic Sciences in the Information Society

      Volume: Vol.2 Pages: 39-53

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Statistical Observations on the External Flow of Funds between China and the U.S.2011

    • Author(s)
      張南
    • Journal Title

      The New Viewpoints and New Solutions of Economic Sciences in the Information Society

      Volume: Vol.2 Pages: 39-53

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 中国と米国の対外資金循環における鏡像関係-国際資金循環分析の視点を中心として-2010

    • Author(s)
      張南
    • Journal Title

      統計学

      Volume: No.99 Pages: 1-19

    • NAID

      40017432533

    • Related Report
      2011 Final Research Report 2010 Annual Research Report
    • Peer Reviewed
  • [Journal Article] 東アジア国際資金循環モデルとシミュレーション分析2009

    • Author(s)
      張南
    • Journal Title

      東アジアにおける貿易と金融に関する計量分析(豊田利久・張南編著)

      Volume: 第142号 Pages: 31-52

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] 中国と日本の対外資金循環の比較-日本の経験と中国への示唆2009

    • Author(s)
      張南
    • Journal Title

      東アジアにおける貿易と金融に関する計量分析(豊田利久・張南編著)

      Volume: 第142号 Pages: 1-30

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Re-examination of the Theoret ical Model for Global-Flow-of-Funds Analysis2009

    • Author(s)
      張南
    • Journal Title

      Journal of Economic Sciences

      Volume: Vol.12 Pages: 21-35

    • Related Report
      2011 Final Research Report
  • [Journal Article] The Structural Problem of External Fund of Flows and Exchange Reserves in China2009

    • Author(s)
      張南
    • Journal Title

      The Journal of Quantitative & Technical Economics

      Volume: Vol.26 Pages: 18-31

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] The Structural Problem of External Fund of Flows and Exchange Reserves in China2009

    • Author(s)
      張南
    • Journal Title

      The Journal of Quantitative & Technical Economics Vol.26

      Pages: 18-31

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Re-examination of the Theoretical Model for Global-Flow-of-Funds Analysis2009

    • Author(s)
      張南
    • Journal Title

      経済科学研究 Vol.12

      Pages: 21-35

    • NAID

      110007020056

    • Related Report
      2009 Annual Research Report
  • [Journal Article] 中国と日本の対外資金循環の比較-日本の経験と中国への示唆2009

    • Author(s)
      張南
    • Journal Title

      広島修道大学研究叢書 第142号

      Pages: 1-30

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] 国際資金循環の統計観測体系と金融リスク指数について2011

    • Author(s)
      張南
    • Organizer
      経済統計学会第55回全国研究大会
    • Place of Presentation
      中央大学
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Simultaneous-Equations Model for Global-Flow-Funds2011

    • Author(s)
      張南
    • Organizer
      ISI 2011 World Statistics Congress
    • Place of Presentation
      Dublin
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] New Frameworks for Measuring Global Flow of Funds : Financial Stability in China2011

    • Author(s)
      張南
    • Organizer
      Symposium on Modern Statistical Theory and its Application
    • Place of Presentation
      中国人民大学
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] A Statistical Model on the External Flow of Funds2011

    • Author(s)
      張南
    • Organizer
      The 2nd International Conference on Engineering and Business Management
    • Place of Presentation
      武漢大学
    • Related Report
      2011 Final Research Report 2010 Annual Research Report
  • [Presentation] Simultaneous-Equations Model for Global Flow of Funds Analysis2010

    • Author(s)
      張南
    • Organizer
      The 10^<th> China-Japan Symposium on Statistics
    • Place of Presentation
      西南財経大学
    • Year and Date
      2010-10-16
    • Related Report
      2010 Annual Research Report
  • [Presentation] What Happened in China's External Flow of Funds?2010

    • Author(s)
      張南
    • Organizer
      International Conference China and the Global Economy : Economic Integration and Protectionism
    • Place of Presentation
      北京対外経済貿易大学
    • Year and Date
      2010-06-13
    • Related Report
      2010 Annual Research Report
  • [Presentation] Structural Equation Modeling on the External Flow of Funds2010

    • Author(s)
      張南
    • Organizer
      第8回日中経済統計国際会議
    • Place of Presentation
      島根県立大学
    • Related Report
      2011 Final Research Report 2010 Annual Research Report
  • [Presentation] Simultaneous-Equations Model for Global Flow of Funds Analysis2010

    • Author(s)
      張南
    • Organizer
      The 10th China-Japan Symposium on Statistics
    • Place of Presentation
      西南財経大学
    • Related Report
      2011 Final Research Report
  • [Presentation] What Happened in China's External Flow of Funds2010

    • Author(s)
      張南
    • Organizer
      International Conference China and the Global Economy : Economic Integration and Protectionism
    • Place of Presentation
      北京対外経済貿易大学
    • Related Report
      2011 Final Research Report
  • [Presentation] The Mirror Image of External Flow of Funds between China and the U.S.-Prospective From Global Flow of Funds Analysis as the Main Focus-2009

    • Author(s)
      張南
    • Organizer
      International Symposium on the Global Financial Crisis
    • Place of Presentation
      北京大学
    • Year and Date
      2009-04-11
    • Related Report
      2009 Annual Research Report
  • [Presentation] 中国と米国の対外資金循環における鏡像関係2009

    • Author(s)
      張南
    • Organizer
      日本国際経済学会第68回全国大会
    • Place of Presentation
      中央大学
    • Related Report
      2011 Final Research Report 2009 Annual Research Report
  • [Presentation] 中国と米国の対外資金循環-構造方程式モデリング-2009

    • Author(s)
      張南
    • Organizer
      2009年度統計関連学会連合大会
    • Place of Presentation
      同志社大学
    • Related Report
      2011 Final Research Report 2009 Annual Research Report
  • [Presentation] The Mirror Image of External Flow of Funds between China and the U. S.-Prospective From Global Flow of Funds Analysis as the Main Focus-2009

    • Author(s)
      張南
    • Organizer
      International Symposium on the Global Financial Crisis
    • Place of Presentation
      北京大学
    • Related Report
      2011 Final Research Report
  • [Book] The New Viewpoints and New Solutions of Economic Sciences in the Information Society2011

    • Author(s)
      Shusaku Hiraki, Nan Zhang
    • Total Pages
      146
    • Publisher
      Kyushu University Press
    • Related Report
      2011 Final Research Report 2010 Annual Research Report
  • [Book] 東アジアにおける貿易と金融に関する計量分析(広島修道大学研究叢書)2009

    • Author(s)
      豊田利久・張南編著
    • Total Pages
      199
    • Related Report
      2011 Final Research Report

URL: 

Published: 2009-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi