| 新疆经济增长监测预警指标体系构建研究 |
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| 引用本文： | 杨海珍,李苏骁,李红,甘昶春,杨晓光. 新疆经济增长监测预警指标体系构建研究[J]. 新疆大学学报(社会科学版), 2014, 0(1): 1-6 |
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| 作者姓名： | 杨海珍 李苏骁 李红 甘昶春 杨晓光 |
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| 作者单位： | [1]新疆发改委经济研究院,新疆乌鲁木齐830000 [2]中国科学院大学管理学院,北京100049 [3]中国科学院数学与系统科学研究院,北京100190 [4]中国石油大学,北京102249 |
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| 基金项目： | 新疆科技厅项目“新疆维吾尔自治区经济预警立方体研究”（201212128X中国科学院院地合作专项项目“新疆维吾尔自治区宏观经济监测预警体系研究及系统建设”. |
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| 摘 要： | 本研究基于新疆经济的发展特点，以新疆工业增加值当期同比作为基准指标，通过KL信息量、时差相关分析、峰谷图形分析、BB算法等多种方法筛选出了符合新疆经济发展特点的景气指标体系，并在此基础上构建了新疆经济增长的先行、一致和滞后合成指数和扩散指数。此外，文章利用VAR模型进行Granger因果分析和脉冲响应分析，对所构建的景气指数的稳定性进行了验证，同时也对本文构建的指数对2012年新疆的经济运行的预警能力进行了后评估。结果表明，文章构建的指数是稳定和有效的。
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| 关 键 词： | 景气指标体系 先行指数 一致指数 滞后指数 新疆经济增长 |
Formulating the Macroeconomic Leading Indicators System for Xinjiang |
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| YANG Hai-zhen,LI Su-xiao,LI Hong,GAN Chang-chun,YANG Xiao-guang. Formulating the Macroeconomic Leading Indicators System for Xinjiang[J]. Journal of Xinjiang University, 2014, 0(1): 1-6 |
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| Authors: | YANG Hai-zhen LI Su-xiao LI Hong GAN Chang-chun YANG Xiao-guang |
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| Affiliation: | 1. Institute of Economic Research, Xinjiang Development and Reform Commission, Urumqi, Xinjiang, 830000 ; 2. School of Management, UCAS, Beijing, 100049; 3. Institute of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190; 4. China University of Petroleum, Beijing, 102249 ) |
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| Abstract: | Based on the characteristics of Xinjiang economy and using Y-to-Y growth of Xinjiang＇s industrial added value as the benchmark, this paper screened out the indicators system that accords to theeconomic development in Xinjiang by applying the KL information analysis, time difference correlation analy-sis, the peak-to-valley graphical analysis and BB algorithm, and formulated the diffusion index and compositeindex for Xinjiang＇s business cycle fluctuation. Besides, it employed a VAR model and Granger causalityanalysis as well as impulse response to test the stability of this leading indicators system. Finally, this paperfound this leading indicator system stable and effective with the assessment of the economic operation in2012 via the warning capabilities of the leading indicators system for Xinjiang. |
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| Keywords: | Leading Indicators System Leading index Coincident index Lagging index Xinjiang＇s econ-omy growth |
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