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20170328 Measuring Global Flow of Funds: Statistical Framework, Data Sources, and a Country Case
时间:2017-03-06

张南简历

1989年赴日本京都大学经济研究所留学,1993年获经济学博士学位(日本立命馆大学)。1995年任日本广岛修道大学商学部副教授,1997年至今任日本广岛修道大学经济科学部教授,2005年至今任研究生院教授,博士生导师。担任统计学,经济统计学,金融计量模型等教学。

2001-2002年美国哥伦比亚大学东亚研究所访问学者;2007-2008年加州大学伯克利分校统计系访问学者;2014-2015年斯坦福大学统计系访问学者;2008年至今为国际货币基金组织(IMF)统计司技术援助专家;曾参加过非洲等国央行及中国人民银行的统计技术援助项目。在国内曾兼任北京大学金融证券研究中心特约研究员,中国人民银行调查统计司特约研究员。现为北京师范大学等多所大学兼职教授。主要研究领域为国民经济核算体系,金融统计与分析方法,国际资金循环分析。

 

时间:2017328日下午3:00-4:00

地点:中国人民大学明德主楼1030

 

报告摘要

Measuring Global Flow of Funds:

Statistical Framework, Data Sources, and a Country Case

 

    This study measures the Global Flow of Funds (GFF). Based on the statistical framework for measuring GFF under the System of National Accounts (SNA), the study identifies the systematic relationship of financial linkages among economic sectors and with the rest of the world while integrating data sources. It sets out the GFF’s concept, constructs a GFF matrix (metadata) on a from-whom-to-whom basis within a “country by country” pattern, discusses existing data sources, and integrates data sources for measuring GFF, namely, data from the International Investment Position (IIP), the Coordinated Direct Investment Survey (CDIS), the Coordinated Portfolio Investment Survey (CPIS), Consolidated Banking Statistics (CBS), and “rest-of-the-world” account of national accounts. Furthermore, a country case illustrates how the GFF matrix was compiled. Lastly, the established China’s GFF matrix table is used to conduct empirical analysis. The main outcome is a prototype GFF template that includes stock data geographically broken down by country/region and selected financial instrument.