突發(fā)公共事件經(jīng)濟(jì)沖擊的國(guó)際傳導(dǎo)研究.pdf

1、學(xué)校代號(hào)!QQ532分類號(hào)◎湖確火多HUNANUN!VERSITY碩士學(xué)位論文學(xué)號(hào)SQ4251Q41密級(jí)——突發(fā)公共事件經(jīng)濟(jì)沖擊的國(guó)際傳導(dǎo)研究學(xué)位申請(qǐng)人姓名屋里培養(yǎng)單位絲迸量貿(mào)易掌瞳導(dǎo)師姓名及職稱至耀蟲塾塑：廑塞堂塾塑學(xué)科專業(yè)國(guó)匠貿(mào)易堂一研究方向國(guó)隧直揚(yáng)塑童論文提交日期2QQ生2旦2Q目突發(fā)公共事件的經(jīng)濟(jì)沖擊及其國(guó)際傳導(dǎo)研究AbstractTheterroristattackinSeptember11broughthumansociet

2、yintoanewerainwhichdisastereventsappearinhighfrequencyAsoneoftheglobalizationeffectstheeconomicshocksmadebydisastereventsareoftencrossboardersThus，itisimportanttostudytheinternationaltransmissionchannelsofeconomicshocksm

3、adebydisastereventsforbothinvestmentriskpreventionandassessmentInviewofvariousdisastereventshavevariouscharacters，thispaperselectterroristattackofSeptember11，SARSandhurricaneKatrinaastypicalexamplestoanalyzehoweconomicsh

4、ockmadebydisastereventaffectstheworldeconomyWeconcludethatinternationalindustrylinkage，internationaltradeinternationalfinance，confidenceasthemaininternationaltransmissionchannelofeconomicshocksmadebydisastereventsWealsof

5、indthatthemajorpartsoftheeconomicshocksmadebydisastereventsareaggregatedemandshocksInordertostudytheroleofvariouschannelsintransmittingtheeconomicshocks，wesetupeconometricmodelsinwhichweselectChinaUSAandJapanete22countri

6、esasthesampleGiventhedifferenceoftransmissionchannelsbetweenaggregatedemandshocksandaggregatesupplyshocks，weusethe‘Long—runrecursiveidentification’toidentifyaggregatedemandshocksandsupplyshocksfromtheeconomicfluctuations

7、inthe22countiesThenwecalculatetheaggregatedemandshockscorrelationandaggregatesupplyshockscorrelationbetweeneachtwocountriesWealsocalculatedirecttradeindex，tradecompetitionindexandfundscompetitionindexbetweeneachtwocountr

8、iesAt1ast。wedecomposeshockscorrelationsintodirecttradeindextradecompetitionindexandfundscompetitionindexWefindfromtheestimationthatdirecttradetradecompetitionandfundscompetitionaremoreimportantinthetransmissionofaggregat

9、edemandshocksthanaggregatesupplyshocksWealsofinddirecttradeandfundscompetitionplaymoreimportantroleinaggregatedemandshockscorrelationrelativetotradecompetitionKeyWords：DisasterEvents；EconomicShocks；TransmissionChannel；Lo