上海服务业先行指数构建、预测与区制状态研究

Construction,Forecast and Regime Analysis of Shanghai Service Industry Leading Index

先行指数作为判断经济形势的"晴雨表",可以用于预估经济运行趋势,并根据预测提出相应的应对政策措施。服务业作为宏观经济的重要部分,对整体经济发展有着深远的影响,在产业转型升级之际,其重要性越发凸显,因此对上海服务业的发展趋势进行较为准确的预测显得尤为必要。本文基于宏观经济理论框架,分析组成服务业的各细分产业的特点,应用计量经济模型分析方法,筛选代表性先行指标,构建服务业先行指数指标体系,采用Hodrick和Prescott滤波等方法合成上海服务业先行指数,同时利用VAR模型预测未来上海服务业整体发展趋势,并借助周期波动特征与区制转移性质分析验证服务业GDP增长率预测的可靠性。结果表明,本文构造的先行指数可以较精准有效地预测上海服务业发展趋势。

As a barometer to analyze the economic situation,the leading index can be used to estimate the economic trend and propose corresponding countermeasures.As an important part of the macro economy,the service industry has a far-reaching impact on the overall economic development.At the time of industrial transformation and upgrading,the importance of leading index becomes more and more prominent.Based on the macroeconomic theory framework,this paper analyzes the characteristics of various sub-sectors that constitute the service industry,app-lies the econometric model,screens the representative leading indicators,constructs the service industry leading index indicator system,and adopts Hodrick and Prescott Filtering to synthesize the Shanghai service industry.At the same time,we use VAR model to forecast the future overall development trend of Shanghai service industry,and the reliability of forecast is verified by the cyclical fluctuation characteristics and regime switching analysis.The results show that the leading index constructed in this paper can forecast the future trend of Shanghai service industry accurately and effectively.