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基于向量自回归的我国社会消费品零售总额预测分析 被引量:6

Predictive Analysis of Total Retail Sales of Consumer Goods in China Based on VAR Model
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摘要 论文介绍了当前我国消费市场现状,简述了预判消费趋势,扩大消费工作的重要性,并以社会消费品零售总额、广义货币供应量、居民消费价格指数为内生变量,常数c为外生变量建立向量自回归(VAR)模型,对社会消费品零售总额月度数据进行预测。模型稳定性强,拟合效果好,能够较为精确地预判社会消费品零售总额后期的发展规模,论文提出要从增供给、优环境、降成本等方面做好扩大消费的相关建议,为国家宏观经济调控提供理论依据。 This paper introduces the current situation of China's consumer market, expounds the importance of pre judging and expanding consumption briefly. We build VAR model predicting total retail sales of consumer goods,considering total retail sales of consumer goods, broad measure of money supply(m2), consumer price index(CPI) as endogenous variables, constant C as exogenous variable. It is proved that the developed model is good for its stability and high-fitting-accuracy.At last,we propose some suggestions on increasing effective supply,optimizing consumption environment and reducing costs,in order to expand consumption.
作者 李欣欣
出处 《江苏商论》 2017年第9期3-8,共6页 Jiangsu Commercial Forum
关键词 社会消费品零售总额 预测 VAR模型 total retail sales of consumer goods,VAR model, prediction
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