Research on the analysis methods and the development of global flow of funds statistics

全球资金流量统计分析方法及发展研究

• 批准号: 20K01701
• 负责人: 張 南
• 金额: $ 1.75万
• 依托单位: Hiroshima Shudo University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2020
• 资助国家: 日本
• 起止时间: 2020-04-01 至 2024-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-20K01701/
• 关键词: Globla flow of funds; Financial network; Statistical matrix; Who-to-whom model; Financial crisis; Datasets; Shock Dynamics; Data sources; Global flow of funds; Who-to-whom matrices; Financial inflow outflow; global flow of funds; Who-to-Whom m

This study presents a new statistical approach to measure the GFF and establishes a new statistical model based on the economic theory of the GFF. It also discusses the data sources needed to establish the GFFM and the integration of the dataset. A G20 statistical matrix based on W-t-W is established through empirical analysis; the analysis method of GFFM is discussed; and the influence and sensitivity of the G20 countries in GFF are measured. To observe the relationship between the GFFM and the sectors of the target countries, the sectoral FFSM of the G-3 economies is established using their FA and sectoral data. GFFM and FFSM are regarded as financial networks, and the network analysis method is introduced into GFF analysis.The Statistical Template of Global Flow of Funds for a Country, which builds on prior theoretical constructs and is the core of this study, is an innovation because of its provision of an operational statistical system framework. Thus, the data contained in Table 2 make GFF a reality, connect useful metrics in Table 10, and integrate a system analysis of the GFFM and FFSM. Thus, other financial instrument matrices can be constructed to meet the needs of policymaking authorities.

本研究提出了一种新的统计方法来衡量GFF，并基于GFF的经济理论建立了新的统计模型。它还讨论了建立 GFFM 所需的数据源和数据集的集成。通过实证分析，建立了基于W-t-W的G20统计矩阵；讨论了GFFM的分析方法；衡量G20国家在GFF中的影响力和敏感性。为了观察 GFFM 与目标国家部门之间的关系，G-3 经济体的部门 FFSM 是利用其 FA 和部门数据建立的。将GFFM和FFSM视为金融网络，在GFF分析中引入网络分析方法。一国全球资金流动统计模板是本研究的核心，它建立在已有的理论基础之上，它提供了一个可操作的统计系统框架，是一项创新。因此，表 2 中包含的数据使 GFF 成为现实，连接表 10 中的有用指标，并集成 GFFM 和 FFSM 的系统分析。因此，可以构建其他金融工具矩阵来满足决策当局的需要。

项目成果

International Monetary Fund/Stanford University/Cornell University(米国)

国际货币基金组织/斯坦福大学/康奈尔大学（美国）

Measuring global flow of funds: who-to-whom matrix and financial network

衡量全球资金流动：谁对谁矩阵和金融网络

• DOI: 10.1007/s42081-022-00175-x
• 发表时间: 2022
• 期刊: Japanese Journal of Statistics and Data Science
• 影响因子: 1.3
• 作者: Nan Zhang and Li Zhu;Nan Zhang
• 通讯作者: Nan Zhang

Nan Zhang's Homepage for Major Research Interests

张楠主要研究兴趣主页

The mirror-image between China-US in the Global Flow of Funds

全球资金流动中的中美镜像

• 发表时间: 2022
• 作者: 藤田渉;福澤勝彦;米田紘康;Nan Zhang
• 通讯作者: Nan Zhang

国際資金循環と金融ネットワーク分析

国际资金流动与金融网络分析

• 发表时间: 2021
• 作者: Shoji;M.;and Tsubota;K.;宇都宮 譲;張 南
• 通讯作者: 張 南