| 中国林业PMI指数先行期测算 |
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| 引用本文： | 罗信坚,宋维明,孟倩,陈绍志,刘颖.中国林业PMI指数先行期测算[J].世界林业研究,2016,29(2):65-70. |
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| 作者姓名： | 罗信坚 宋维明 孟倩 陈绍志 刘颖 |
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| 作者单位： | 1.北京林业大学, 北京 100083 |
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| 基金项目： | 国际热带木材组织(ITTO)项目“加强中国中小林业企业能力建设促进热带木材合法经营”(TFL-PD017/09Rev.2(M));国家林业局项目“履行国际公约和国际合作项目配套——林业热点问题研究”。 |
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| 摘 要： | 利用时差互相关方法分析中国林业PMI测试期数据(FPI指数)与木材产业宏观经济数据之间的领先相关关系, 结合峰谷比较法探究FPI指数中进口指数和出口指数分别与中国木质林产品进出口额之间的领先和滞后关系。研究表明, FPI指数对木材产业宏观经济数据表现出一定的领先相关, FPI的进口指数和出口指数分别领先于木质林产品进出口额1~3个月, 可为今后对木材产业的监测及预警提供参考依据。
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| 关 键 词： | 林业PMI指数 FPI指数 时差相关分析 先行指标 |
| 收稿时间： | 3/2/2016 12:00:00 AM |
| 修稿时间： | 2016/3/21 0:00:00 |
Leading Functions of China Forestry PMI |
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| Luo Xinjian,Song Weiming,Meng Qian,Chen Shaozhi and Liu Ying.Leading Functions of China Forestry PMI[J].World Forestry Research,2016,29(2):65-70. |
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| Authors: | Luo Xinjian Song Weiming Meng Qian Chen Shaozhi and Liu Ying |
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| Institution: | 1.Beijing Forestry University, Beijing 100083, China2.Research Institute of Forest Policy and Information, Chinese Academy of Forestry, Beijing 100091, China3.Central University of Finance and Economics, Beijing 100091, China |
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| Abstract: | This paper analyzed the leading correlation between China Forestry PMI (FPI index) and macro forest industry data using cross-correlation method, and discussed the leading and lagging relationship between import/export diffusion index and import/export amount of forest products using peak and valley comparison method. The empirical study results showed that FPI index is leading correlated to the timber industry data, and FPI Import/export diffusion index signals the change of import/export amount of forest products one to three months in advance. Therefore, FPI index is helpful to establish the theoretical basis for the monitoring and early warning of timber industry. |
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| Keywords: | forestry PMI FPI index cross-correlation analysis leading index |
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