| 制造业PMI对GDP走势的预测作用 |
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| 引用本文： | 张利斌,冯益,刘龙飞,张竹.制造业PMI对GDP走势的预测作用[J].中南民族大学学报(自然科学版),2012(3):131-134. |
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| 作者姓名： | 张利斌 冯益 刘龙飞 张竹 |
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| 作者单位： | 中南民族大学经济学院;北京大学光华管理学院;重庆工商大学计划财务处 |
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| 基金项目： | 湖北省统计科研计划重点资助项目(HB111—07) |
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| 摘 要： | 采用自2005年1月至2011年6月的PMI与相应时期的GDP累积增速的数据,在对制造业PMI领先于GDP走势3～12个月的论断进行检验的基础上,构建了GDP累计增速数据与月份PMI数据之间的模型,以期能更加准确的发现PMI与GDP之间的关系,结果表明：制造业PMI领先于GDP 4个月对GDP的走势具有最好的预测作用.
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| 关 键 词： | 制造业采购经理指数 国内生产总值 格兰杰因果关系 |
Prediction Effect of Manufacturing PMI on GDP Trend |
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| Zhang Libin,Feng Yi,Liu Longfei,Zhang Zhu.Prediction Effect of Manufacturing PMI on GDP Trend[J].Journal of South-Central Univ for,2012(3):131-134. |
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| Authors: | Zhang Libin Feng Yi Liu Longfei Zhang Zhu |
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| Institution: | 1.School of Economics of South-Central University for Nationalities,Wuhan 430074,China; 2.Guanghua School of Management of Peking University,Beijing 100084,China; 3.Planning and Finance Department of Chongqing Technology and Business University,Chongqing 400067,China) |
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| Abstract: | Based on the inspection of the manufacturing PMI 3-12 months ahead of the GDP trend from the data of Manufacturing PMI and GDP from January 2005 to June 2011,we have constructed a quantitative model on the months data of the Manufacturing PMI and the accumulated growth data of the GDP in order to find the relationship between the PMI and GDP more accurately,the results show that manufacturing PMI ahead of GDP for 4 months has the best predictive effect on GDP trend. |
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| Keywords: | PMI GDP granger causality test |
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