【正文】
燈號區(qū)間的標準 Econometric Models and Economic Leading Indicators Project 20 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 綜合警情指數(shù) ?指標庫的第二次篩選準則 從第一次篩選剩下的 14個指標中選擇 10個作為最后入選信號燈體系中的指標,每個指標應(yīng)該盡可能代替宏觀經(jīng)濟的各個方面 通過選擇 10個指標得到的綜合警情指數(shù)在歷史表現(xiàn)上應(yīng)該與我國的歷史經(jīng)濟形勢相符 Econometric Models and Economic Leading Indicators Project 21 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 綜合警情指數(shù) ?根據(jù)以上原則,通過對 14個指標每次選擇 10個指標做組合分析比較,得到最終的十個入選指標: ?工業(yè)增加值(當(dāng)期同比)、能源生產(chǎn)總量(當(dāng)期同比)、固定資產(chǎn)投資(累計同比)、社會消費品零售額(當(dāng)期同比)、財政收入(當(dāng)期同比)、進出口總額(當(dāng)期同比)、居民消費價格指數(shù)(當(dāng)期值)、銀行各項貸款總額(當(dāng)期同比)、發(fā)電量(當(dāng)期同比)、 M1(期末同比) Econometric Models and Economic Leading Indicators Project 22 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 綜合警情指數(shù) Econometric Models and Economic Leading Indicators Project 23 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 目錄 指標選擇與設(shè)計 指標閾值的確定 綜合警情指數(shù) 單指標監(jiān)測 Econometric Models and Economic Leading Indicators Project 24 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 單指標監(jiān)測 ?目的 ?為了監(jiān)測重要但并未進入信號燈體系中的指標,例如央行關(guān)心的 M2,企業(yè)商品價格指數(shù) ?監(jiān)測方法 ?跟信號燈中入選的指標一樣進行四種閾值的設(shè)定與分析 Econometric Models and Economic Leading Indicators Project 25 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems 單指標監(jiān)測 ?以 M2為例 Econometric Models and Economic Leading Indicators Project 26 169。AMSS, CAS Key Laboratory of Management, Decision and Information Systems THE END Thanks!