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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/158064


    Title: 我國金融脆弱度指標之建構
    Authors: 徐士勛;黃裕烈;徐之強
    Contributors: 經濟系
    Keywords: 金融健全指標;金融風險;中央銀行;金融脆弱度指標;階層式因子計量模型
    Date: 2022-12
    Issue Date: 2025-07-16 11:13:14 (UTC+8)
    Abstract: 此研究計畫將以我國中央銀行於2018年研究報告中建立之金融脆弱度總指標為基礎,參考國際間編製金融脆弱度指標之作法,建構更細緻之總指標模型。精確地說,我們將首要以央行2020年發佈我國的「金融健全指標」架構下的變數中,篩選分析可反映我國金融體系脆弱度變化之變數,並引進「階層式因子計量模型」建構各階層變數對應的指標與總指標, 以捕捉金融健全指標與其細項指標間可能的關聯性和影響程度。之後,此計畫也將透過雷達圖、熱感圖和嘗試建立各變數指標對應的示警門檻值,以期能多面向呈現我國金融體系整體脆弱度或韌性變動的現況。最後,我們也將檢視並討論此金融脆弱度總指標變動對我國金融脆弱度的可能示警能力與對總體經濟衰退的預測能力。
    Relation: 中央銀行, 110cbc-金1, 110.12-111.12
    Data Type: report
    Appears in Collections:[經濟學系] 研究報告

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