中国经济预测者的真伪羊群行为辨析
发布时间：2018-09-14 17:29
【摘要】：羊群行为包括真羊群行为和伪羊群行为。真羊群行为是指经济个体的决策受到他人决策或行为的影响从而不去获取信息或者忽略自己的私人信息直接跟从他人,而伪羊群行为则表现为经济个体依据相同的信息做出了类似的决策。在经济预测中,真羊群行为由于预测者忽略了自己的私人信息从而往往会引起显著的预测偏误,而伪羊群行为由于预测者依据自己的私人信息独立地做出预测从而做出准确预测的可能性较大。本文从宏观经济预测和股票投资评级两个方面对我国经济预测者的真伪羊群行为进行了辨析。分析结果表明,我国宏观经济预测中的羊群行为很可能是真羊群行为,而在股票投资评级中出现的羊群行为很可能是伪羊群行为。
[Abstract]:Herding behavior includes real herding behavior and pseudo-herding behavior.Real herding behavior refers to the economic individual's decision-making affected by other people's decision-making or behavior so as not to obtain information or ignore their own private information directly following others,while pseudo-herding behavior shows that economic individuals make similar decisions based on the same information. In economic forecasting, real herd behavior often leads to significant forecast errors because forecasters ignore their own private information, while pseudo-herd behavior is more likely to make accurate forecasts because forecasters independently make predictions based on their own private information. The results show that the herding behavior in macroeconomic forecast is likely to be true herding behavior, and the herding behavior in stock investment rating is likely to be false herding behavior.
【作者单位】： 上海财经大学学术期刊编辑部;
【分类号】：F832.51;F224
本文编号：2243388
[Abstract]:Herding behavior includes real herding behavior and pseudo-herding behavior.Real herding behavior refers to the economic individual's decision-making affected by other people's decision-making or behavior so as not to obtain information or ignore their own private information directly following others,while pseudo-herding behavior shows that economic individuals make similar decisions based on the same information. In economic forecasting, real herd behavior often leads to significant forecast errors because forecasters ignore their own private information, while pseudo-herd behavior is more likely to make accurate forecasts because forecasters independently make predictions based on their own private information. The results show that the herding behavior in macroeconomic forecast is likely to be true herding behavior, and the herding behavior in stock investment rating is likely to be false herding behavior.
【作者单位】： 上海财经大学学术期刊编辑部;
【分类号】：F832.51;F224
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