| 对消费者信心指数的质疑 |
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| 引用本文： | 郭洪伟,吴启富,张玉春.对消费者信心指数的质疑[J].统计与信息论坛,2013,28(8):21-25. |
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| 作者姓名： | 郭洪伟 吴启富 张玉春 |
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| 作者单位： | 首都经济贸易大学统计学院,北京,100070 |
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| 基金项目： | 首都经济贸易大学学科建设项目《学科与研究生教育重点学科:统计学国家级重点学科培养》 |
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| 摘 要： | 因为要质疑用简单平均法测算的消费者信心指数算法的合理性，所以研究消费者信心指数的二级构成指数间的相互关系，研究发现，各二级指数间相互影响，二级指数间有信息重复。这会导致简单平均算法计算的信心指数放大了某些因素的影响，会产生系统性偏差，导致信心指数的失真。因此，用因子分析方法对消费者信心指数进行修正，研究发现修正后的信心指数与宏观经济变量的相关程度更高。
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| 关 键 词： | 消费者信心指数 时序模型 因子分析 |
Suspicion of Consumer Confidence Index |
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| GUO Hong-wei
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WU Qi-fu
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ZHANG Yu-chun.Suspicion of Consumer Confidence Index[J].Statistics & Information Tribune,2013,28(8):21-25. |
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| Authors: | GUO Hong-wei WU Qi-fu ZHANG Yu-chun |
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| Institution: | (School of Statistics, Capital University of Economics and Business, Beijing 100070, China) |
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| Abstract: | This paper questioned the calculation method of the Consumer Confidence Index（CCI）. Based on the study of composition of CCI,the author found sub-indexes of CCI have mutual influence and each of them may contain duplicate information. Thus, the calculation method of CCI is an improper one, which will magnified the impact of certain factors. So, there will be systematic bias resulting in distortion. At the same time , this paper presents a new method to amend the CCI by means of factor analysis, and the author found the amended CCI has a higher degree of correlation with macroeconomic variables than original CCI does. |
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| Keywords: | ：Consumer Confidence Index time-series model factor analysis |
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