| 中国经济增长的整体预测——基于月度扩散指数的实证 |
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| 引用本文： | 陈龙,杨灿.中国经济增长的整体预测——基于月度扩散指数的实证[J].统计与信息论坛,2010,25(6):45-49. |
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| 作者姓名： | 陈龙 杨灿 |
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| 作者单位： | 厦门大学,经济学院,福建,厦门,361005 |
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| 摘 要： | 利用39个宏观经济指标构建中国月度扩散指数，分析了各扩散指数的特征，并利用动态因素模型预测中国2009年4季度至2010年3季度的GDP增长率，取得了较好的预测效果。实证结果表明，基于扩散指数的动态因素模型，具有提高模型自由度、降低多重共线性、综合大量信息、保证预测精确性等优势，对于宏观经济预测分析和决策具有一定的作用。
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| 关 键 词： | 扩散指数 动态因素模型 GDP增长率 |
The Forecast of China's Overall Economic Growth:Based on the Monthly Diffusion Index |
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| CHEN Long,YANG Can.The Forecast of China's Overall Economic Growth:Based on the Monthly Diffusion Index[J].Statistics & Information Tribune,2010,25(6):45-49. |
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| Authors: | CHEN Long YANG Can |
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| Institution: | (School of Economics, Xiamen University, Xiamen 361005, China) |
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| Abstract: | In this paper, we use the 39 Chinese macro-economic indicators to construct the diffusion index, then use dynamic factors model predict the Cbina＇s GDP growth rate from 2009 Q4 to 2010 Q3. Our empirical results show that the Dynamic Factor Model based on the Diffusion Index has the advantages of high degree of freedom, combined more information and more accurate forecast accuracy has some impact on the macro-economic analysis and decision-making. |
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| Keywords: | diffusion index dynamic factors model growth rate of GDP |
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