| 我国国债风险预警系统的构建及其实证检验 |
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| 引用本文： | 季栋伟,朴明根,任烨.我国国债风险预警系统的构建及其实证检验[J].青岛大学学报(自然科学版),2011(3):70-76. |
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| 作者姓名： | 季栋伟 朴明根 任烨 |
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| 作者单位： | 青岛大学经济学院; |
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| 摘 要： | 从国民经济应债能力、财政应债能力以及国债期限结构三方面构建了我国国债综合风险指标，并通过AHP法对各风险因子进行赋权，初步构建了我国国债风险预警系统。并对1990～2009年我国的国债风险状况进行了实证检验，结果表明，20年来我国国债的综合风险一直处于轻警区，但是财政应债能力和国债期限结构存在着较大的风险。
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| 关 键 词： | 国债风险 预警系统 实证检验 |
Construction of Risk Early-Warning System for Chinese National Debt and its Empirical Analysis |
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| JI Dong-wei,PIAO Ming-gen,REN Ye.Construction of Risk Early-Warning System for Chinese National Debt and its Empirical Analysis[J].Journal of Qingdao University(Natural Science Edition),2011(3):70-76. |
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| Authors: | JI Dong-wei PIAO Ming-gen REN Ye |
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| Institution: | JI Dong-wei,PIAO Ming-gen,REN Ye(College of Economics,Qingdao University,Qingdao 266071,China) |
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| Abstract: | Based on the capacity of both national economy and fiscal section to carry liabilities from the issuance of government bonds,and on the term structure of the bonds,comprehensive risk indicators for the national debt of China was constructed.A risk early-warning system by assigning proper weights to each risk determinants was built using AHP.Empirical results show that the comprehensive risk of national debt of China is low,but the risk of both in the capacity of fiscal section to carry liabilities and the t... |
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| Keywords: | risk of national debt early-warning system empirical analysis |
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