Construction of index system of financial crisis early warning model based on SEM Model
Author(s): MA Wei, XIAO Shuai
Pages: 47-52
Year: 2014 Issue: 4
Journal: Journal of Central South University(Social Science)
Keyword: financial crisis early warning; index system; association sector; capital flow; SEM model; delay;
Abstract: The construction of the index system of financial crisis early warning model is an important link in study of financial crisis early warning. This paper discusses the screening principles in Chinese concrete conditions. The authors put into an overall consideration of the government, financial institution, enterprises and foreign departments based on statistical caliber of data so as to create an index system of financial crisis early warning with SEM Model. At last, the paper also analyses the index time delay through the autoregressive model.
Pages: 47-52
Year: 2014 Issue: 4
Journal: Journal of Central South University(Social Science)
Keyword: financial crisis early warning; index system; association sector; capital flow; SEM model; delay;
Abstract: The construction of the index system of financial crisis early warning model is an important link in study of financial crisis early warning. This paper discusses the screening principles in Chinese concrete conditions. The authors put into an overall consideration of the government, financial institution, enterprises and foreign departments based on statistical caliber of data so as to create an index system of financial crisis early warning with SEM Model. At last, the paper also analyses the index time delay through the autoregressive model.
Related Articles