摘要
大数据的应用在提高了宏观经济调控的时效性和准确度的同时,也推动了宏观经济模型革命性变革。目前我国高频数据在及时性、准确性及可用性等方面尚存在一定差距,制约了宏观经济实时状况监测和经济模型的有效性,不利于我国经济高质量发展。本文从我国宏观经济的实践出发,对照国际先进做法,结合IMF最新规范,从六个层面分析我国高频数据存在的问题,分别从理论和实证给出论证、解决思路和建议。以此期望我国高频数据有效可用,提高经济研究准确性,推动我国经济高质量发展。
The application of big data has improved the timeliness and accuracy of macroeconomic regulation while also promoting revolutionary changes in macroeconomic models.At present,there are still some gaps in the timeliness,accuracy and availability of China's high-frequency data,which restrict the effectiveness of real-time macroeconomic condition monitoring and economic models,and are not conducive to the high-quality development of China's economy.This paper analyzes the problems of China's high-frequency data from six levels from the practice of China's macroeconomy,comparing with the international advanced practice and combining with the latest IMF norms,and gives arguments and corresponding solution ideas and suggestions from theory and empirical evidence respectively.In order to effectively use high frequency data in China,improve the accuracy of economic research and promote the high quality development of China's economy.
作者
杨婷
郇志坚
Yang Ting;Huan Zhijian(School of Finance,Xinjiang University of Finance and Economics;Urumqi Central Sub-branch,the People's Bank of China)
出处
《金融发展评论》
2023年第3期60-77,共18页
Financial Development Review
关键词
宏观经济
高频数据
数据质量问题
Macroeconomics
High-frequency Data
Data Quality Problems JEL Classification:B22,C82
