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建设先行指标体系的科学方法 被引量：11

On the Scientific Methodology of the Construction of Leading Indicators System
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摘要 本文在综合运用经济学研究的具体性和数学研究的抽象性的基础上,力求通过数学预测模型与先行指标体系建设的有机结合,实现科学建设先行指标体系的目标。 Based on concrete methods of Economics, abstract methods of Mathematics and forecasting model, the paper is trying to construct the Leading Indicators System （LIS） with a scientific methodology. The applications of Markov processes for the construction of＇the LIS are introduced emphatically.
作者 晏露蓉 吴伟
机构地区 中国人民银行福州中心支行
出处 《金融研究》 CSSCI 北大核心 2006年第6期128-135,共8页 Journal of Financial Research
关键词 先行指标体系 方法论 马尔科夫过程 Leading Indicators System methodology, Markov processes
分类号 F224 [经济管理—国民经济]
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参考文献7

  • 1晏露蓉,吴伟.借鉴和思考:国内外经济运行先行指标体系比较[J].金融研究,2005(9):39-50. 被引量：28
  • 2Michael P.Niemira&Philip A.Klein著,邱东等译.金融与经济周期预测[M].北京:中国统计出版社,1998.
  • 3Klein, P, A. &G. H, Moore. The Leading Indicator Approach to Economic Forecasting [ J ]. Journal of Forecasting. 1983.
  • 4Kajal Lahiri & Geoffrey H. Moore. Leading economic indicators: new approaches and forecasting records [ M ].Cambridge University Press. ( 1991 )
  • 5Diebold,F. X. and G. D, Rudebusch (1989). Scoring the Leading Indicators [ J ], Journal of Business. 62 ( 3 ) , 369 -391.
  • 6Boldin M. D. , Dating turning points in the business cycle [J]. The Journal of Business 67, 1994 : 97 - 131.
  • 7Chang-Jin Kim and Nelson C. R, , Business cycle turning points, a new coincident index, and tests of duration dependence based on a dynamic factor model with regime switching [ J ]. The Review of Economics and Statistics 80,1998: 188-201.

二级参考文献15

  • 1张守一,葛新权,林寅.宏观经济监测预警系统新方法论初探[J].数量经济技术经济研究,1991,8(8):23-33. 被引量：7
  • 2唐玲.宏观经济景气分析指标体系研究[J].预测,1994,13(2):40-42. 被引量：3
  • 3顾海兵.经济预警新论[J].数量经济技术经济研究,1994,11(1):33-37. 被引量：29
  • 4Sharma, Mahajan V. Early warning indicators of business failure[J] .Journal of Marketing, 1990,44:80-89.
  • 5James H. Stock, Mark W. Watson. A procedure for predicting recessions with leading indicators : econometric issues and recent experienee. NBER Working paper, 1992.
  • 6Arturo Estrella, Frederic S. Mishkin. Predicting U.S. Recessions: financial variables as leading indicators. Federal Reserve Bank of New York Research Paper, 1996.
  • 7Beatrice N. Vaccara, Victor Zamowitz. Forecasting with the index of leading indicators. NBER Working paper, 1978.
  • 8Robert H. Mcguckin, Ataman Ozyildirim, Victor Zamowitz. The composite index of leading economic indicators : how to make it more timely. NBER Working paper,2001.
  • 9Burkart O. Coudert V. Leading indicators of currency crises for emerging countries[J]. Emerging Markets Review, 2002,3 : 107- 133.
  • 10Anindya Banerjee, Massimiliano Marcellino. Are there any reliable leading indicators for US inflation and GDP growth? NBER Working paper,2003.

共引文献28

同被引文献118

引证文献11

二级引证文献62

金融研究
2006年 第6期

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