[1]王永莲,王永晶.区域经济增长的混频预报与预测——以吉林省为例[J].江西师范大学学报(自然科学版),2017,(06):605-610.
　WANG Yonglian,WANG Yongjing.The Nowcasting and Short-Term Forecasting of Regional Economic Growth——A Case of Jilin Province[J].Journal of Jiangxi Normal University:Natural Science Edition,2017,(06):605-610.
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区域经济增长的混频预报与预测——以吉林省为例()
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《江西师范大学学报》（自然科学版）[ISSN:1006-6977/CN:61-1281/TN]

卷:
期数:
2017年06期
页码:
605-610
栏目:
出版日期:
2017-12-01

文章信息/Info

Title:
The Nowcasting and Short-Term Forecasting of Regional Economic Growth——A Case of Jilin Province
作者:
王永莲; 王永晶
吉林财经大学统计学院,吉林 长春 130117
Author(s):
WANG Yonglian; WANG Yongjing
School of Statistics,Jilin University of Finance and Economics,Changchun Jilin 130117,China
关键词:
经济增长;  混频数据模型;  预测
Keywords:
economic growth;  mixed data sampling model;  forecast
分类号:
F 124
文献标志码:
A
摘要:
将攫取的大量高频数据信息用于实际经济增长率的短期预测和实时预报,基于数据驱动的混频数据预测模型具有及时性、准确性和有效性的特征.该模型对吉林省实际经济增长率的预测与预报进行实证的结果表明:混频数据的自回归模型是非常有效的短期直接预测模型,混频数据模型的权重均值组合预测方法提高了预测结果的精确性和稳健性,吉林省经济正在进行有波动的筑底,“十三五”时期的经济运行将呈现稳中向好的态势.
Abstract:
Mixed data sampling model can grab lots of high-frequency data information for short-term forecasting and nowcasting,which is a data-driven model and has the characteristics of timeliness,accuracy and effectiveness.The model’s empirical results in real economic growth forecast of Jilin Province shows that mixed data sampling model with AR term is a very effective short-term direct forecasting model.The weight combination forecasting of mixed data sampling model significantly improves the prediction accuracy and robustness.The final results show that Jilin economic is reaching the bottomed with fluctuations,which means economic operation of Jilin province during the "13th Five-Year Plan" period will show a steady trend.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2017-07-14基金项目:教育部人文社会科学研究青年基金(15YJC790055)和吉林省社会科学基金(2014BS23)资助项目.作者简介:王永莲(1985-),女,青海西宁人,讲师,博士,主要从事宏观金融计量与预测方面的研究.Email:sophia_ylwang@sina.com
更新日期/Last Update: 1900-01-01