PMI新出口订单指数实证分析

Empirical Analysis on New Export Order Index of PMI

近年来,我国对外贸易体量不断增大,与全球经济共振现象日益明显,尤其是制造业出口受我国主要贸易伙伴国的经济变动影响更大,为了给政府部门、相关行业和企业制定外向型的政策和经营决策提供参考依据,对制造业新出口订单指数进行了实证分析,以期发挥采购经理指数的预测预警功能。对2005年以来我国制造业新出口订单指数、欧美日PMI和工业企业出口交货值等相关数据进行了时差相关分析、建立了VAR模型,并对工业出口交货值和新出口订单指数进行预测。

In recent years, with the increasing value of international trade, China has gradually integratedinto globalization. China＇s manufacturing exports are affected by fluctuation of major trade partners. This paper makes an empirical analysis on New Export Order Index of manufacturing PMI, in order to play the role of forecas-ting economics. This paper makes time-difference correlation analysis and VAR model with data of manufacturing New Export Order Index, European PMI, USA PMI, Japanese PMI and China＇s export value of industrial enterpri-ses ,and it predicts future values of exports and New Export Order Index.