中国宏观经济的混频模型分析和短期预测

发布时间：2018-07-11 10:28

本文选题：混合频率 + MIDAS模型　；参考：《经济问题探索》2016年11期

【摘要】：宏观经济的运行关乎国家稳定和发展的大局,对于一个国家具有举足轻重的影响。投资、出口和消费作为拉动经济增长的"三驾马车",其走势和波动对于宏观经济的运行影响重大。由于GDP的增长率是按季度度量的,而投资、出口和消费的增长率都是按月度度量的,因此本文利用混合频率数据抽样模型(MIDAS),并结合中国经济有巨大波动性的事实,对中国宏观经济进行分析和短期预测。研究结果表明,MIDAS模型在对中国宏观经济的短期预测精确性方面具有一定的优势,投资增速的放缓和出口增速的下滑是引起当前中国宏观经济下行的重要原因。因此,我们需要反思传统的"三驾马车"思路,推进供给侧改革,以保持中国宏观经济"又好又快"的增长。
[Abstract]:The operation of macro-economy is related to the overall situation of national stability and development, and has a decisive impact on a country. Investment, export and consumption as the "troika" to stimulate economic growth, its trend and fluctuation have a great impact on the operation of macroeconomic. Since the GDP growth rate is measured on a quarterly basis, and the growth rates of investment, exports and consumption are measured on a monthly basis, this paper uses the mixed frequency data sampling model (Midas) and combines the fact that the Chinese economy is highly volatile. To carry on the analysis and the short-term forecast to the Chinese macroscopic economy. The results show that Midas model has some advantages in the short-term prediction accuracy of China's macro economy. The slowdown of investment growth rate and the decline of export growth rate are the important reasons leading to the downward trend of China's macro economy. Therefore, we need to reflect on the traditional "troika" train of thought and promote supply-side reform in order to maintain the "good and fast" growth of China's macro economy.
【作者单位】：上海财经大学;衡阳师范学院;
【基金】：上海财经大学研究生创新基金项目(CXJJ-2014-381;CXJJ-2015-363) 湖南省教育厅科研项目(15C0218)
【分类号】：F224;F124

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