我国宏观经济先行指标体系构建的实证研究  

The Construction and Research on Leading Indicator System of Macroeconomy

作　　者：唐晶莹[1] 吴一菲[1] 赵蕊[1] 

机构地区：[1]对外经济贸易大学金融学院

出　　处：《科学决策》2012年第9期73-94,共22页Scientific Decision Making

基　　金：国家社科基金重点项目(项目编号:11AZD010)

摘　　要：宏观经济先行指标体系的构建对于宏观经济政策选择和企业、个人投资规划制定等都具有着重要意义。论文利用Granger因果检验从经济增长、投资、消费及出口四个方面构建了先行指标体系,遴选出5个循环指标、23个领先指标、7个滞后指标以及3个同步指标,构建出一个关于宏观经济预测的指标体系,并且就各部分的先行指标体系对基准指标的预测作用进行了实证分析。The construction of macroeconomic leading indicator system plays an important role in both the choice of monetary and fiscal policy, and enterprise or personal investment planning. In this paper, by using Granger causality test, we built the leading economic indicator system from economic growth, investment, consumption and export four respects. We select five cycle inde xes, twenty three leading indicators, seven lagging indicators and three coincident indicators to construct the macroeconomic prediction system, and empirical analyze on each part of the lead ing indicators.

关 键 词：先行指标 宏观经济 GRANGER因果检验 指标预测 

分 类 号：F037[经济管理—政治经济学]