| 中国消费者信心指数的信号引导功能 |
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| 引用本文： | 吴文锋,胡戈游,吴冲锋. 中国消费者信心指数的信号引导功能[J]. 系统管理学报, 2004, 13(5): 447-450 |
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| 作者姓名： | 吴文锋 胡戈游 吴冲锋 |
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| 作者单位： | 上海交通大学,安泰管理学院,上海,200052 |
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| 基金项目： | 国家自然科学基金资助项目(70202005) |
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| 摘 要： | 许多国家的消费者信心指数(CCI)对宏观经济有着重要的影响,它不仅可预测消费者的行为,更为工商界和金融界等经济部门提供信号引导功能。本文应用回归模型和因果引导关系模型检验了我国于1998年开始公布的CCI与宏观经济变量之间的动态影响关系。结论表明,我国CCI基本上能预测消费者行为,但对各个经济部门的信号引导功能不明显。
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| 关 键 词： | 消费者信心指数 宏观经济 因果引导关系 |
| 文章编号： | 1005-2542(2004)05-0447-04 |
| 修稿时间： | 2003-11-05 |
Signaling Function of China Consumer Confidence Index |
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| WU Wen-feng,HU Ge-you,WU Chong-feng. Signaling Function of China Consumer Confidence Index[J]. Systems Engineering Theory·Methodology·Applications, 2004, 13(5): 447-450 |
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| Authors: | WU Wen-feng HU Ge-you WU Chong-feng |
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| Abstract: | The consumer confidence index (CCI) has great influences on the macro-economy in many countries. It not only has power in predicting behaviors of consumers, but also in signaling economic situations for manufacturing, business and finance sectors. Using regressive model and Granger-Causality model, we investigate the dynamic relationships between macro-economic variables and CCI in China, which was published every month from 1998. Our results show that China CCI can generally predict behaviors of consumers, while it has no significant signaling function for economic sectors. |
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| Keywords: | consumer confidence index (CCI) macro-economy granger-causality |
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