消费者信心指数与CPI分类指数的动态分析 |
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引用本文: | 司颖华.消费者信心指数与CPI分类指数的动态分析[J].数学的实践与认识,2014(22). |
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作者姓名: | 司颖华 |
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作者单位: | 兰州商学院甘肃经济发展数量分析研究中心; |
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基金项目: | 甘肃经济发展数量分析研究中心项目《动态因子模型及其应用研究》(SLYB201204) |
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摘 要: | 针对消费者信心指数(CCI)与CPI、CPI分类指数构建了长期自回归分布滞后模型和短期误差修正模型.实证结果表明,一方面,CCI和CPI、各个CPI分类指数之间不仅存在时滞性的长期均衡关系,而且存在短期调整特征.另一方面,CPI和CPI分类指数与CCI的动态特征存在显著差异.因此,在分析CCI对价格预测作用时,在关注CPI和CPI分类指数的同时,也需要关注CCI与CPI分类指数的长期均衡和短期调整的时滞性,以便更好地发挥CCI预测经济走势的先行指标功能.
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关 键 词: | 消费者信心指数 CPI CPI分类指数 动态分析 |
Consumer Confidence Index and the CPI Index Dynamic Analysis |
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Abstract: | In this paper,the consumer confidence index(CCI) and the CPI,CPI sub-index model was constructed long-term autoregressive distributed lag model and short-term error correction model.The empirical results show that,on the one hand,CCI and CPI,the time lag associated with the presence of long-run equilibrium relationship between the various CPI sub-index only,and there are short-term adjustment feature.On the other hand,there are significant differences CPI and CPI sub-indices and dynamic characteristics of CCI.Therefore,in analyzing the role of CCI on price forecasts in the CPI and CPI sub-indices concerned,but also need to focus on long-term equilibrium CCI and CPI sub-indices and short-term adjustment of the time lag in order to better predict economic trends play CCI leading indicator function. |
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Keywords: | consumer confidence index CPI CPI index dynamic analysis |
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