克强指数与宏观经济指标关系的研究
时间:2020-02-20 10:26 来源:毕业论文 作者:毕业论文 点击:次
| 摘要克强指数是耗电量、铁路货运量、银行贷款发放量三个指标按一定比例进行线性组合的结果，作为GDP的辅助性指标，用来衡量中国经济的增长。 本文是对克强指数与宏观经济指标之间的关系进行研究，文中内容主要分为两个部分：第一部分为克强指数三个指标与宏观经济指标间关系的研究；第二部分则研究克强指数，即克强指数三个指标的线性组合与宏观经济指标间的关系。文中采用Johansen协整检验和向量误差修正(VEC)模型的研究方法，分别从长期和短期的角度来研究克强指数与代表性宏观经济指标间从长期均衡关系以及短期波动关系。45137 文中对克强指数与代表性宏观经济指标的实证分析结果表明克强指数以及克强指数三个指标都与宏观经济指标之间存在长期的均衡关系，但除了铁路货运量与宏观经济指标之间存在有效的短期调整机制外，耗电量、银行贷款发放量以及克强指数与宏观经济指标之间都缺乏有效的短期调整机制。 [毕业论文关键词]：克强指数；宏观经济指标；Johansen协整检验；VEC模型 Abstract The Keqiang Index is the linear combination result of three indexes, which are power consumption, railway freight and the amount of bank loans, according to a certain proportion. And as a auxiliary index of GDP, Keqiang Index is used to measure the economic growth of china. The job of this thesis is to researching the the relationship among Keqiang index and the Representative macroeconomic indicators. It is mainly pided into two parts. The first part is the research about the relationship among the three indicators of Keqiang index and the Representative macroeconomic indicators. The second part researching the relation among Keqiang index and the Representative macroeconomic indicators, the Keqiang index is a linear combination of the three indicators. The thesis used the Johansen cointegration test and VEC model to study the long-term equilibrium relationship and the short-term fluctuation relationship among the Keqiang index and representative macroeconomic indicators, from the long-term and short-term point views. In this paper, the empirical analysis about the relationship among Keqiang index and representative of the macroscopic economic index shows that there is a long-term equilibrium relationship between Keqiang index、three indicators of Keqiang index and macroeconomic indicators. But apart from the existence of effective short-term adjustment machine system between railway freight volume and macro economic indexes, there are lack of effective short-term adjustment mechanism among power consumption、the amount of bank loans 、Keqiang index and macroeconomic indicators. [Key Words]：Keqiang index；Macroeconomic indicators；Johansen cointegration test；VEC model 目 录 摘 要 I ABSTRACT II 1. 绪论 - 1 - 1.1 研究背景 - 1 - 1.2 主要研究工作 - 1 - 2. 理论介绍 - 2 - 3. 克强指数与宏观经济指标的实证分析 - 2 - 3.1 变量设计与样本说明 - 2 - 3.2 符号说明 - 3 - 3.3 数据平稳性检验 - 3 - 3.4 克强指数与宏观经济指标关系的实证分析 - 6 - 3.4.1 耗电量与宏观经济指标关系的研究 - 6 - 3.4.2 铁路货运量与宏观经济指标关系的研究 - 8 - 3.4.3 银行贷款发放量与宏观经济指标关系的研究 - 10 - 3.4.4 克强指数与宏观经济指标关系的研究 - 12 - 4. 结论与建议 - 15 - 4.1 结论 - 15 - (责任编辑：qin) |