摘要
利用实时有效的宏观经济数据对宏观经济变动进行即时预测,既可以帮助政府做出恰当的经济决策,同时也有助于经济主体制定相应的决策计划。本文对GDP Now的原理与其进一步完善进行了详细阐述,其中原理方面主要包括对GDP13个子项增长率的预测、月度数据序列预测、提取潜在公共因子和对GDP项下进出口、政府投资支出、消费支出和库存投资变化等的预测;改进完善方面则体现在GDP13个子项和动态因子模型上。基于此,本文认为对于我国而言应从数据与预测模型入手,逐渐构建适当的即时预测模型:搭建适当的即时预测指标、提高实时数据的可获得性与透明性以及推进我国即时预测模型开发与完善。
Using real-time and effective macroeconomic data to predict the macroeconomic changes in real time can not only help the government to make appropriate economic decisions,but also help the economic subjects to make corresponding decision-making plans.This paper elaborates on the principle of GDP Now and its further improvement.The principle mainly includes forecasting the growth rate of 13 sub-items of GDP,forecasting monthly data series,extracting potential public factors and forecasting the changes of import and export,government investment expenditure,consumer expenditure and inventory investment under GDP.Improvements are made in the GDP13 sub-item and dynamic factor model.Based on this,this paper believes that for China,we should start with data and prediction model to gradually build appropriate real-time prediction model:to build appropriate real-time prediction indicators,improve the availability and transparency of real-time data,and promote the development and perfection of real-time prediction model in China.
作者
寇强
张舒媛
郇志坚
Kou Qiang;Zhang Shuyuan;Huan Zhijian(School of Fiance,Xinjiang University of Fiance&Economics;Urumqi Central Sub-branch,the People's Bank of China)
出处
《金融发展评论》
2021年第6期81-95,共15页
Financial Development Review
基金
新疆维吾尔自治区研究生创新项目:贫富差距:金融杠杆的“马太效应”研究基金项目(项目编号:XJ2021G267)
