实时预测中国GDP增速.docx

《实时预测中国GDP增速.docx》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。

1、1、Nowcasting.-3-1.1、什么是Nowcasting.......................................................................................-3-1.2、宏观经济数据建模的难点...........................................................................-3-2、动态因子模型.............................................

2、.........................................................-4-2.1、标准动态因子模型.......................................................................................-4-2.2、考虑误差项序列自相关...............................................................................-5-2.3、模型估计算法.

3、..............................................................................................-5-2.4、Nowcasting过程...........................................................................................-6-3、中国经济Nowcasting模型............................................

4、.....................................-7-3.1、中国宏观数据处理.......................................................................................-7-3.2、模型设定.......................................................................................................-9-4、实证结果.......

5、.....................................................................................................-11-4.1、DFM模型结果示例....................................................................................-11-4.2、Nowcasting样本内预测示例..........................................

6、...........................-13-4.3、Nowcast2020年一季度GDP同比............................................................-14-5、结论....................................................................................................................-16-图表1、中国经济Nowcasting模型使用的数据及

7、其因子载荷约束...................-10-图表2、5个隐含因子历史序列............................................................................-11-图表3、全局因子（Global）与标准化宏观数据.................................................-12-图表4、对全局因子载荷前十大宏观指标..................................................

8、.........-12-图表5、实际产出因子（Real）与GDP和工业增加值数据..............................-13-图表6、Nowcasting过程示例（2019年二季度GDP同比）.........