国家信用体系的多维指数方法及实证研究
5306 
569
财经研究 2007 年 第 33 卷第 01 期, 页码：6 - 17
摘要
参考文献
摘要
在国家信用体系的研究中,一直缺乏深入的、正式的国际比较实证研究。其原因之一就是缺少很好的描述国家信用体系的结构化方法。文章在Jentzsch研究的基础上试图将指数方法引入国家信用体系,提出了国家信用体系的“SCRR-E”四维生态概念模型,并在此基础上构建了一套描述国家信用体系的多维TT指数模型,利用世界银行对全球34个国家的调查数据进行实证研究,检验了TT效用型指数与Jentzsch研究中Fisher指数的一致性,结果表明指数方法有相当的稳健性和可靠性。
[1]玛格丽特·米勒·征信体系与全球经济[M]·北京:中国金融出版社,2004·
[2]郑海涛,任若恩·TT指数的进一步研究及其实证分析[J]·统计研究,2005,(1):46~50·
[3]郑海涛,任若恩·多边比较下的中国制造业国际竞争力研究:1980~2004[J]·经济研究,2005,(12):77~89·
[4]Caves,D W,L R Christensen,E W Diewert·Multilateral comparisons of output,in-put,and productivity using superlative index numbers[J]·Economic Journal,1982,92(365):73~86·
[5]Caves,D W,L R Christensen,E W Diewert·The economic theory of index numbers and the measurement of input,output,and productivity[J]·Econometrica,1982,50(6):1393~1414·
[6]Diewert,WE·Exact and superlative index numbers[J]·Journal of Econometrics,1976,(4):115~145·
[7]Jappelli T,Pagano M·Information sharing in credit markets:International evidence[R].Banco Interamericano de Desarrollo(BID),Documento de Trabajo,1999,R-37,June.
[8]Jentzsch,Nicola·The construction of superlative indices for regulatory proxies[R].Freie University of Berlin,Working Paper,2004·
[9]Jentzsch,Nicola·The regulatory environment for business information sharing[R].Freie University of Berlin,Working Paper,2003·
[10]Miller Margaret·Credit reporting systems and the international economy[M]·MIT Press,U.S.A.2003·
[11]Miller,Margaret·Credit reporting systems around the globe:The state of the art in public and private credit registries[M]·In Margaret Miller(ed.)Credit Reporting Sys-tems and the International Economy,MIT Press,U.S.A.2003·
[12]Theil,Henri·A newindex number formula[J]·This Review of Economics and Statis-tics,1973,55:498~502·
[13]Theil,Henri·More on Log-Change Index Numbers[J]·This Reviewof Economics and Sta-tistics,1974,56(4):552~554·
[14]Theil,Henri·The information approach to demand analysis[J]·Econometrica,1965,33(1):67~68·
[15]Tornqvist L·The bank of finland’s consumption price index[J]·Bank of Finland Monthly Bulletin,1936,10:1~8·
[2]郑海涛,任若恩·TT指数的进一步研究及其实证分析[J]·统计研究,2005,(1):46~50·
[3]郑海涛,任若恩·多边比较下的中国制造业国际竞争力研究:1980~2004[J]·经济研究,2005,(12):77~89·
[4]Caves,D W,L R Christensen,E W Diewert·Multilateral comparisons of output,in-put,and productivity using superlative index numbers[J]·Economic Journal,1982,92(365):73~86·
[5]Caves,D W,L R Christensen,E W Diewert·The economic theory of index numbers and the measurement of input,output,and productivity[J]·Econometrica,1982,50(6):1393~1414·
[6]Diewert,WE·Exact and superlative index numbers[J]·Journal of Econometrics,1976,(4):115~145·
[7]Jappelli T,Pagano M·Information sharing in credit markets:International evidence[R].Banco Interamericano de Desarrollo(BID),Documento de Trabajo,1999,R-37,June.
[8]Jentzsch,Nicola·The construction of superlative indices for regulatory proxies[R].Freie University of Berlin,Working Paper,2004·
[9]Jentzsch,Nicola·The regulatory environment for business information sharing[R].Freie University of Berlin,Working Paper,2003·
[10]Miller Margaret·Credit reporting systems and the international economy[M]·MIT Press,U.S.A.2003·
[11]Miller,Margaret·Credit reporting systems around the globe:The state of the art in public and private credit registries[M]·In Margaret Miller(ed.)Credit Reporting Sys-tems and the International Economy,MIT Press,U.S.A.2003·
[12]Theil,Henri·A newindex number formula[J]·This Review of Economics and Statis-tics,1973,55:498~502·
[13]Theil,Henri·More on Log-Change Index Numbers[J]·This Reviewof Economics and Sta-tistics,1974,56(4):552~554·
[14]Theil,Henri·The information approach to demand analysis[J]·Econometrica,1965,33(1):67~68·
[15]Tornqvist L·The bank of finland’s consumption price index[J]·Bank of Finland Monthly Bulletin,1936,10:1~8·
引用本文
石晓军, 郑海涛. 国家信用体系的多维指数方法及实证研究[J]. 财经研究, 2007, 33(1): 6–17.
导出参考文献，格式为：
上一篇：《财经研究》投稿须知
