高阶结关系、贸易网络演化与金融危机

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2008-2009年国际贸易的急剧衰退究竟是金融危机的结果,还是贸易体系在危机前就已积累的内在失衡?对这一问题的解答,有助于我们更为全面地了解金融危机的成因以及隐藏于贸易体系中的金融危机预警信号。文章利用贸易网络分析等方法,探讨了贸易网络演化对金融危机的早期预警作用,以及这一预警作用产生的根源,从而揭示了贸易网络演化与金融危机之间的深层关系。研究发现:(1)某些贸易网络结构的变化确实是金融危机的早期信号,而且这种变化也是影响危机的重要因素。(2)贸易网络演化对金融危机的预警作用与贸易收益不平衡有关,而失衡风险的不断累积最终会导向金融危机。(3)金融危机周期与重要贸易体之间的收益失衡程度存在对应关系,并且金融危机对具有劣势收益的贸易体更易造成冲击。上述结论说明,分析贸易网络结构的变化可以成为金融危机预警的新工具,且其变化所反映的贸易失衡也为预判国际贸易发展趋势以及优化贸易政策提供了参考。 What is the result of the financial crisis and the inherent imbalance of the trading system that accumulated before the crisis in 2008-2009? The answer to this question will help us to understand more fully the causes of the financial crisis and Hidden in the trading system of the financial crisis warning signal. The article uses trade network analysis and other methods to explore the early warning effect of the evolution of trade network on the financial crisis and the root causes of this early warning effect, revealing the deep relationship between the evolution of trade networks and the financial crisis. The findings are as follows: (1) Changes in the structure of some trade networks are indeed the early signs of the financial crisis, and this change is also an important factor affecting the crisis. (2) The early warning effect of the evolution of trade network on the financial crisis is related to the trade imbalance, and the continuous accumulation of the imbalance risk will eventually lead to the financial crisis. (3) There is a corresponding relationship between the financial crisis cycle and the imbalance of returns between the major traders, and the financial crisis is more likely to impact the tradables with inferior returns. The above conclusion shows that analyzing the changes in the structure of trade networks can become a new tool for early warning of financial crisis. The trade imbalances reflected by these changes also provide a reference for predicting the trend of international trade and optimizing trade policies.
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