Macro finance early warning system

被引:1
作者
Zheng, Guihuan [1 ]
Zhang, Xun [1 ]
Shang, Wei [1 ]
Xu, Shanying [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
来源
FRONTIERS OF COMPUTER SCIENCE IN CHINA | 2009年 / 3卷 / 02期
基金
中国国家自然科学基金;
关键词
early warning systems; financial cycle; multidimensional approach; DYNAMIC-FACTOR MODEL; DECISION-MAKING; CRISES;
D O I
10.1007/s11704-009-0024-4
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this paper, a financial early warning information system is developed based on the multi-dimensional climate approach that is featured with a multi-dimensional index construction and the relevant multi-dimensional analysis. Requirement analysis and design issues of building an information system supporting this multi-dimensional climate approach are discussed in detail. And a case using this system to study the macro financial issues is presented to illustrate how the proposed multi-dimensional approach works in the information system we design. This research is an interdisciplinary work of economic theories, macro financial empirical studies, and software engineering. With advanced macro financial early warning theories implemented in a web application, the Macro Financial Early Warning System (FEWS) developed in this research has been proved to be effective in a trial running in the Forecasting research institute of the Chinese Academy of Sciences.
引用
收藏
页码:226 / 234
页数:9
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