| 灰色动态预测模型在货币供应量预测中的应用 |
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| 引用本文： | 吴玉鸣,李永福.灰色动态预测模型在货币供应量预测中的应用[J].太原理工大学学报(社会科学版),2004,22(2):40-43. |
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| 作者姓名： | 吴玉鸣 李永福 |
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| 作者单位： | 1. 华东师范大学,区域经济研究所,上海,200062
2. 太原理工大学,文学院,山西,太原,030024 |
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| 基金项目： | 国家社会科学基金项目(03BJL027,00BJL051),广西哲学社会科学"十五"规划研究课题(03FJL003) |
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| 摘 要： | 在对金融系统中货币供应量的预测进行相关研究的基础上,介绍了符合金融系统预测规律的灰色系统动态预测法,并根据中国货币供应量的实际数据进行了实证的预测检验。结果显示,这种方法简单,不需要借助于其他任何时间序列数据,需要数据量少,预测精确度高,对于近期预测尤其准确,也可进行中长期预测;实证预测结果也符合我国金融系统中货币供应量预测的实际。
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| 关 键 词： | 金融系统 GM(1 1)模型 货币供应量 灰色动态预测 |
| 文章编号： | 1009-5837(2004)02-0040-04 |
| 修稿时间： | 2003年12月29 |
Application of Grey Dynamic Forecasting to the Study of Money System |
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| WU Yu-ming,LI Yong-fu.Application of Grey Dynamic Forecasting to the Study of Money System[J].Journal of Taiyuan University of Technology(Social Sciences Edition),2004,22(2):40-43. |
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| Authors: | WU Yu-ming LI Yong-fu |
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| Institution: | WU Yu-ming~1,LI Yong-fu~2 |
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| Abstract: | Based on the abundance correlation study of the quantity of money supplies of the money system,the authors put forward a good and new Grey Dynamic Forecasting method for the money system.Using the experiential data of China,the authors forecast the money supplies of the money system.The method not only is simple, but also does not need any other time series data.The data is few,and the forecasting precision is high too.It is accurate to the short-run forcasting,and it can be used in the long-run forcasting.The positive study also gives satisfaction to the practice of money forecasting and money supply management of China. |
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| Keywords: | financial system GM(1 1) model money supply grey dynamic forecasting |
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