中国季度GDP初步核算数据质量的评估

Assessment on Quality of Preliminary Accounting Data of China’s Quarterly GDP

文章基于组合预测理论、无偏性和有效性检验及时域-频域上的匹配分析,评估了中国季度GDP初步核算数据的质量。在建立最优组合预测权重的估计方法后,考察初步核算数据与最优组合预测之间的关系,即无偏性和有效性;在时域-频域上对比初步核算数据、最优组合预测与美国GDP数据的匹配性。结果表明,中国季度GDP初步核算数据能反映真实经济运行情况。

Based on combined forecast theory, unbiased and valid tests and match analysis in time-frequency domain, this paper assesses the quality of preliminary accounting data of China＇s quarterly GDP. After the establishment of the optimal combination forecasting weight estimation method, the paper investigates the relationship between the initial accounting data and the optimal combination forecast, namely, unbiasedness and effectiveness, and then compares the matchability between the preliminary data, optimal combination forecasting with the US GDP data in the time-frequency domain. The results show that China＇s preliminary quarterly GDP figures can reflect the real economy.