作　　者： ;

机构地区： 中南财经政法大学工商管理学院

出　　处： 《无锡商业职业技术学院学报》 2012年第3期6-9,共4页

摘　　要： 文章以26个转型经济国家为样本建立Probit模型和Logit模型,将金融危机发生概率与本国的汇率制度进行实证分析。模型稳定,定量变量、固定变量和控制变量都比较显著,尤其是文章考察的重点——2个固定变量。结果表明,同时期在三种汇率制度类型中,固定汇率制度发生金融危机的概率最小。因此转型经济国家当前应该选择固定汇率制度,稳定国内金融环境。 This paper, after establishing Proint and Logit models based on the sample of 26 economically transitional countries, makes an empirical analysis of the relation between exchange rate regimen and financial crisis probability. The analysis indicates that the models are reliable, and that quantifications, variables, fixed variables （especially the two fixed variables mainly investigated in this paper）, and controlled variables all have obvious significance. The result of the calculation shows that, of the three exchange rate regimes （the floating exchange rate, the pegged float exchange rate and the fixed or pegged exchange rate）, fixed exchange rate regime has the least probability to result in financial crisis under the same condition. Therefore, in order to maintain financial soundness, the economically transitional countries should continue to keep fixed exchange rate regime.

关 键 词： 转型经济国家 汇率制度 金融危机 模型 模型

领　　域： [经济管理]