中国宏观经济的混频模型分析和短期预测被引量：8

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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。

作者唐成千莫旋

机构地区上海财经大学衡阳师范学院

出处《经济问题探索》 CSSCI 北大核心 2016年第11期16-24,共9页 Inquiry Into Economic Issues

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)

关键词混合频率 MIDAS模型短期预测供给侧

分类号 F224 [经济管理—国民经济] F124 [经济管理—世界经济]

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参考文献17

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