摘要
许多国家的消费者信心指数(CCI)对宏观经济有着重要的影响,它不仅可预测消费者的行为,更为工商界和金融界等经济部门提供信号引导功能。本文应用回归模型和因果引导关系模型检验了我国于1998年开始公布的CCI与宏观经济变量之间的动态影响关系。结论表明,我国CCI基本上能预测消费者行为,但对各个经济部门的信号引导功能不明显。
The consumer confidence index (CCI) has great influences on the macro-economy in many countries. It not only has power in predicting behaviors of consumers, but also in signaling economic situations for manufacturing, business and finance sectors. Using regressive model and Granger-Causality model, we investigate the dynamic relationships between macro-economic variables and CCI in China, which was published every month from 1998. Our results show that China CCI can generally predict behaviors of consumers, while it has no significant signaling function for economic sectors.
出处
《系统工程理论方法应用》
2004年第5期447-450,共4页
Systems Engineering Theory·Methodology·Applications
基金
国家自然科学基金资助项目(70202005)
关键词
消费者信心指数
宏观经济
因果引导关系
consumer confidence index (CCI)
macro-economy
granger-causality