中国经济实时监测和预测的方法及应用研究

随着大数据时代的到来，纷繁复杂的数据实时可得，如何利用实时可得数据所隐含的信息进行混频建模和计量分析，进而提高宏观经济分析和监测预测的准确性和时效性，是当前宏观经济研究最为重要的课题之一，也是促进国家科学宏观调控的必要之举。本研究将基于官方统计数据、金融市场交易数据以及实时大数据，开展我国经济实时监测和预测的计量建模与应用研究：一是提出和发展适用于我国经济数据特点的实时监测和预测新方法；二是利用新方法构建我国宏观经济监测的各种高频监测指数，如经济活动指数、通货膨胀指数、金融状况指数、经济意外指数以及经济不确定性指数等；三是利用新方法构建我国地区经济和行业经济的高频监测指数；四是对我国经济增长率和通胀率等重要宏观经济指标进行实时估算和即时预测。此外，本研究将尝试建立行之有效的宏观经济实时监测和预测系统，希冀为我国政府、企业和个人提供及时的信息参考与决策依据。

With the arrival of the era of big data and the real-time availability of complex data, how to use the information implied in real-time available data for mixed-frequency modeling and econometric analysis, and then improve the accuracy and timeliness of macroeconomic analysis and monitoring and forecasting, is one of the most important topics in current macroeconomic research, and is also a necessary work to promote national scientific macroeconomic regulation and control. .Based on official statistical data, financial market transaction data and real-time large data, this study will carry out econometric modeling and application research on real-time monitoring and forecasting of China’s economy. First, it will propose and develop new methods of real-time monitoring and forecasting suitable for the characteristics of China's economic data. Second, it will use the new methods to construct various high-frequency monitoring indices of China's macroeconomic monitoring, such as economic activity index, inflation index, financial condition index, economic surprise index and economic uncertainty index. Third, it will use the new methods to build high-frequency monitoring indices for regional and industrial economies. Fourth, it will make real-time estimation and nowcasting of important macroeconomic indicators such as economic growth rate and inflation rate in China. In addition, this study will try to establish an effective macroeconomic real-time monitoring and forecasting system, hoping to provide timely information reference and decision-making basis for our government, enterprises and individuals.