摘要
采购经理指数PMI在每月月初发布,超前于其他经济指标,又具有简易性、综合性、国际可比性等优势,满足了经济预测的时效性要求。运用2005年第一季度至2016年第二季度的数据,选取制造业PMI和居民消费价格指数CPI指标,对国内生产总值GDP进行实证分析,运用Stata软件通过序列相关系数检验、单位根检验、VAR模型以及Granger因果关系检验分析得出PMI、CPI和GDP三者间存在长期均衡关系,PMI指数领先总产出指标GDP 3~6个月,对GDP具有正向推动作用;相比CPI指数,PMI能够更准确的预测GDP,提高GDP的预测精度。
Purchasing Managers' Index(PMI)published at the beginning of monthly,ahead of other economic indicators,also has simplicity,comprehensive and international comparability,accord with the timeliness requirements of the economic forecasting.This paper using the first quarter of 2005 to 2016in the second quarter data,based on the indicator of manufacturing industry PMI index with Consumer Price Index(CPI)to analyze Gross Domestic Product(GDP).Using Stata software,through the serial correlation coefficient test,ADF test,VAR model and Granger causality test.It has turn out to be that GDP,PMI and CPI have a long-term equilibrium relationship,PMI index can well forecast economic growth rate,it also ahead of the GDP 3-6months,and has a positive role in promoting GDP.Compared with CPI index,PMI can more accuracy predict GDP.
出处
《科技和产业》
2017年第2期173-176,共4页
Science Technology and Industry
