期刊文献+

工业增加值与采购经理人指数关系研究 被引量:4

The Relationship Research Between IAV and PMI
下载PDF
导出
摘要 采购经理人指数作为工业的先行性指标,其发展趋势对工业增加值的发展变化趋势具有很好的预测作用。通过ADL模型和ECM模型的综合应用研究,推导建构了关于经理采购人指数与工业增加值之间的关系模型,并基于Eviews6.0软件工具对近年来的实证数据进行分析和检验,可以证明ADL模型对于预测工业增加值具有良好的预测作用。 As the leading indicator of industry,the development trend of PMI can predict the trend of IAV well.We derive and construct the relationship model between PMI and IAV from the comprehensive application of the ADL model and the ECM model.We analyze and test the empirical data in recent years based on Eviews6.0 software,which proves that the ADL model can make a good prediction of IAV.
作者 赵松 贠晓哲
出处 《经济研究导刊》 2012年第25期107-110,共4页 Economic Research Guide
基金 北京市人才强教计划项目"全球生产网络与中国产业技术标准建构研究"资助(PHR201108260) 北京市人才强教计划项目资助(71A1211163)
关键词 工业增加值 经理采购人指数 ADL模型 ECM模型 IAV PMI ADL Model ECM Model
  • 相关文献

参考文献6

二级参考文献26

  • 1[2][美]埃利斯(Ellis,J.H)著,任曙明等译,走在曲线之前--运用常理预测经济和市场周期[M].机械工业出版社.
  • 2Binswanger,M.Stock returns and real activity:is there still a connection?[J].Applied Financial Economics,2000,(10):379 ~ 87
  • 3Bittlingmayer,G.Output,stock volatility,and political uncertainty in a natural experiment:Germany,1880-1940,Journal of Finance,1998,(53):2243 ~ 57
  • 4Choi,J.J,Hauser,S.and Kopecky,K.J.Does the stock market predict real activity? Time series evidence from the G-7 countries[J].Journal of Banking and Finance,1999,(23):1771 ~ 92
  • 5Cozier,B.V.and Rahman,A.H.Stock returns,inflation,and real activity in Canada[J].Canadian Journal of Economics,1988,(21):759~74
  • 6Fama,E.Stock returns,real activity,inflation,and money[J].American Economic Review,1981,(71):545~65
  • 7Fischer,Stanley and Robert C.Merton.Macroeconomics and finance:The role of the stock market[C].Carnegie-Rochester Conference Series on Public Policy,1984,(21):57 ~ 108
  • 8Fraser,P.and Power,D.M.Predictability,trends and seasonalities:an empirical analysis of UK investment trust portfolios 1970-1989[J].Applied Financial Economics,1992,(2):161~ 171
  • 9Hassapis,C.and Kalyvitis,S.Investigating the links between growth and real stock prices changes with empirical evidence from the G-7 economies[J].Quarterly Review of Economics and Finance,2001,(13):189~99
  • 10Kwon,C.S.and Shin,T.S.Co-integration and causality between macroeconomic variables and stock market returns[J].Global Finance Journal,1999,(10):71~81

共引文献15

同被引文献39

  • 1于颖,蔡进.中国PMI(采购经理指数)与其他数据相关性研究(二)[J].社科纵横,2008,23(12):68-70. 被引量:16
  • 2方力.PMI指数是否是可靠的经济景气指标[J].华北金融,2012(7):4-7. 被引量:4
  • 3梁强,刘嘉琦,翁潘林.PMI指数与中国GDP增长率:基于有效性和设计合理性视角的研究[J].中国外资,2013(16):7-11. 被引量:9
  • 4宋雪莲.PMI与GDP一样吸引眼球[J].中国经济周刊,2006(31):42-42. 被引量:1
  • 5PeterGrasmann&FilipKeereman.AnIndicatorbasedShorttermForecastforQuarterlyGDPintheEuroArea[R].EuropeanEconomyEconomicPapers2001,154,DirectorateGeneralEconomicandMonetaryAffairs(DGECFIN),EuropeanCommission.
  • 6KoenigEF.UsingthePurchasingManagersIndextoAssesstheEconomysStrengthandtheLikelyDirectionofMonetaryPolicy[J].EconomicandFinancialPolicyReview,2002,1(6):http://dallasfedreview.org/pdfs/v01_n06_a01.pdf.
  • 7RawskiTG.WhatIsHappeninginChinasGDPStatistics[J].ChinaEconomicReviewSymposiumonChinese,Statistics,2001(12).
  • 8HsiaoC.AutoregressiveModellingandMoney-IncomeCausalityDetection.JournalofMonetaryEconomics[J].1981,7(1):85-106.
  • 9ThorntonDL,BattenDS.LagLengthSelectioninTestsofGrangerCausalitybetweenMoneyandIncome[J].JournalofMoney,Credit,andBanking,1985,17(2):164-178.
  • 10HwangDennisBK,GunBurel.TheCausalRelationshipbetweenEnergyandGNP:TheCaseofTaiwanProvinceofChina[J].JournalofEnergyandDevelopment,1991,(16):26-219.

引证文献4

二级引证文献12

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部