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大数据视角的通胀预期测度与应用研究 被引量:38

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摘要 本文结果表明,基于网络搜索行为的通货膨胀预期指数与通货膨胀趋势高度相关,二者之间存在长期稳定协整关系,且实际通货膨胀是预期通货膨胀的格兰杰原因。利用本文提出的方法所得结论与学术界的主流研究取得一致,为监测宏观经济形势提供了新的视角和方法。
出处 《管理世界》 CSSCI 北大核心 2014年第4期171-172,共2页 Journal of Management World
基金 国家自然科学基金:基于网络行为的消费者信心指数构建及应用研究(项目号:71203218 负责人:孙毅)的资助
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参考文献6

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二级参考文献25

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