亞洲金融風暴之成因研究
Date Issued
2000-07-31
Date
2000-07-31
Author(s)
杜震華
DOI
892415H002007
Abstract
The 1997 Asian Financial Crisis led
to a serious recession in East Asia.
Various studies on financial crisis have
focused on the whole world by using
yearly data. That approach has limited
policy relevance for Asian countries.
This research project aims to find a
useful model to “predict” Asian financial
crisis, using seasonal data from 9 Asian
countries for 1990-1999 in a Multivariate
Logit and a Neural Networks System
Model. The most significant variables
to induce Asian financial crisis are found
to be inflation rate, M1b, GDP growth
rate, exchange rate change rate, deposit
insurance system and foreign exchange
reserve. The “prediction” accuracy of
this model exceeds 70%, thus making it a
useful model for policy-making.
Subjects
Asian financial crisis
alert
system
system
Multivariate Logit Model
Neural Networks System Model
Publisher
臺北市：國立臺灣大學三民主義研究所
Type
report
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