金融危机预警指标排序--层次分析法

在经济学界研究金融危机的预警指标系统的基础上,引入一种系统分析法即层次分析法(AHP),给预警指标对潜在危机的预报功能进行排序,以明确各指标的预警作用,为金融监管当局有的放矢地防范金融危机的爆发提供决策参考.同时对指标排序的合理性结合20多年以来几次重大金融危机的爆发作了初步的实证分析.

Arrangement on the Warning Indices for Financial Crisis--Analytical Hierarchy Process

Based on the academic economic circle and study of the early warning system for finanial crisis, a sort of system analysis approach, namely analytical hierarchy process (AHP), is introduced in the paper to arrange the warning indices in accordance with their magnitude in forecasting latent financial crisis so as to determine every index, warning effectiveness and offer the financial supervisory authorities some constructive advice in policy decision in view of the prevention of financial crisis. And meanwhile, preliminary real case studies on the rationality of the arrangement is made in conjunction with the outreak of serious financial crises during the late over twenty years.