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2011 Fiscal Year Final Research Report

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

Research Project

  • PDF
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
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
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.

  • Research Products

    (20 results)

All 2012 2011 2010 2009

All Journal Article (8 results) (of which Peer Reviewed: 7 results) Presentation (10 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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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

  • [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

    • 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
    • Year and Date
      20110914-15
  • [Presentation] Simultaneous-Equations Model for Global-Flow-Funds2011

    • Author(s)
      張南
    • Organizer
      ISI 2011 World Statistics Congress
    • Place of Presentation
      Dublin
    • Year and Date
      20110821-26
  • [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
    • Year and Date
      20110705-06
  • [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
    • Year and Date
      20110325-26
  • [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
    • Year and Date
      20101124-25
  • [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
    • Year and Date
      20101021-23
  • [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
    • Year and Date
      20100622-23
  • [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
    • Year and Date
      20091017-18
  • [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
    • Year and Date
      20090906-09
  • [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
      20090419-20
  • [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
  • [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

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Published: 2013-07-31  

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