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学术预告:钱莲芬教授谈“Analysis of spatial correlation and regional finance in China via network analysis”

作者:理学院   点击:6  发布时间:2017-12-13 10:55:59

时间:20171216日上午10

地点:下沙校区教学D204

摘要:

Using the data consisting the total of lending and deposit balances, and gross domestic product of 31 provinces in China from 1990 to 2015, this paper utilizes the financial location entropy as a measure of regional financial development indicator to construct the spatial correlation network analyses for China's financial development after Granger causality tests. The paper also studies the influential factors of China's regional financial development based on block models and QAP method. It effectively resolves the difficulty that the traditional spatial method faces when analyzing the financial linkage on the global characteristics of network structure. The empirical results show that: (1) the spatial correlation of China's regional financial development is complex, but the network is stability and has good accessibility. (2) China's regional financial development is divided into four sectors. The first sector is the “main benefit plate” in the less developed areas in the west, and the second plate is the “agent plate”, which plays the role of “bridge”. The third plate is the “net overflow plate” in the eastern regions, and the fourth plate is “two-way overflow plate”, mainly in the more developed provinces in the middle east of China. This indicates that China's regional financial development has clear energy transfer gradient characteristics. (3) Per capita income level, foreign trade index, the index of the third industry development, the influence of the transport ability and the ability of government intervention are important factors, while regional employment situation and the location have little influence on adjacent provinces. Other conclusions and suggestions are also presented.

专家简介:

钱莲芬博士,美国佛罗里达大西洋大学科学学院副院长和统计教授,博导,温州大学特聘教授和统计研究所所长,浙江省“千人计划”入选者,浙江省特聘专家。1984年本科毕业于杭州大学数学系并留校任教。于1991留美, 1996年获美国密歇根州立大学统计系哲学(理学)博士学位。在统计学领域主要研究方向是变点理论及变点理论在金融统计, 生物统计, 环境统计, 软件工程和基因分类中的应用。出版专著一部发表学术论文40多篇,包括统计学的顶级期刊Biometrika, 以及其它统计一流期刊等。指导过六位博士生和二十多位硕士研究生, 曾是Statistics and Probability Letters 的编委, 现任Math Alliance Mentor MathSciNet Technometrics 评论员,Biometrika等许多统计专业杂志的评审员, Far East Journal of Probability Theory and Statistics International Journal of FinanceEconomics & Trade Advances and Applications in Statistics 等统计期刊的编委。