本文關(guān)鍵詞：網(wǎng)絡(luò)消費(fèi)者信心與宏觀經(jīng)濟(jì)波動(dòng)關(guān)系研究　出處：《吉林大學(xué)》2017年博士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 網(wǎng)絡(luò)消費(fèi)者信心 網(wǎng)絡(luò)消費(fèi)者信心指數(shù) 宏觀經(jīng)濟(jì)政策 物價(jià)波動(dòng) 經(jīng)濟(jì)增長(zhǎng) MIDAS 區(qū)制轉(zhuǎn)移

【摘要】：網(wǎng)絡(luò)搜索相關(guān)研究的開(kāi)展得益于互聯(lián)網(wǎng)的普及與繁榮,它是隨著數(shù)據(jù)挖掘技術(shù)的發(fā)展而興起的大數(shù)據(jù)研究。最開(kāi)始搜索引擎中的數(shù)據(jù)被應(yīng)用于流行病研究領(lǐng)域,隨后,許多學(xué)者將這一技術(shù)應(yīng)用到失業(yè)率、電影票房、商品銷量等其他方面的分析和預(yù)測(cè),這些研究充分證明了搜索引擎中的搜索數(shù)據(jù)與經(jīng)濟(jì)行為之間存在相關(guān)性。文章將網(wǎng)絡(luò)搜索數(shù)據(jù)看成是消費(fèi)者需求在網(wǎng)絡(luò)上的映射,構(gòu)建出基于網(wǎng)絡(luò)搜索數(shù)據(jù)的網(wǎng)絡(luò)消費(fèi)者信心指數(shù)(Web-query-based Consumer Confidence Index,簡(jiǎn)稱WCCI),研究其與宏觀經(jīng)濟(jì)的關(guān)系,并試圖論證該指數(shù)在即時(shí)性、預(yù)測(cè)準(zhǔn)確性等方面的優(yōu)點(diǎn)。多角度、多層次的實(shí)證分析可以證明,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)可以作為眾多經(jīng)濟(jì)景氣指數(shù)的補(bǔ)充來(lái)判斷宏觀經(jīng)濟(jì)形勢(shì)。為了論證網(wǎng)絡(luò)消費(fèi)者信心與宏觀經(jīng)濟(jì)之間的關(guān)聯(lián)性,論文主要進(jìn)行了以下幾個(gè)方面的研究:一、構(gòu)建網(wǎng)絡(luò)消費(fèi)者信心指數(shù)。消費(fèi)者信心指數(shù)是一個(gè)具有反映消費(fèi)者消費(fèi)趨向、預(yù)測(cè)經(jīng)濟(jì)運(yùn)行功能的先行指標(biāo)。在我國(guó),這一指標(biāo)由國(guó)家統(tǒng)計(jì)局負(fù)責(zé)監(jiān)測(cè)和公布,指標(biāo)的公布通常具有一個(gè)半月左右的時(shí)滯。而網(wǎng)絡(luò)用戶的需求以及意愿等信息可以通過(guò)對(duì)網(wǎng)絡(luò)搜索數(shù)據(jù)的整理和分析得以反映,這些互聯(lián)網(wǎng)絡(luò)的使用者同時(shí)也是構(gòu)成市場(chǎng)主體的生產(chǎn)者和消費(fèi)者,他們供需關(guān)注重點(diǎn)的變化在市場(chǎng)中表現(xiàn)為商品或服務(wù)的數(shù)量及價(jià)格的波動(dòng),體現(xiàn)在互聯(lián)網(wǎng)上則為搜索、瀏覽等行為的變化即搜索數(shù)據(jù)的變化。因此,搜索行為與市場(chǎng)主體的經(jīng)濟(jì)活動(dòng)之間是有聯(lián)系的。此外,與傳統(tǒng)消費(fèi)者信心指數(shù)的數(shù)據(jù)獲取途徑相比,網(wǎng)絡(luò)搜索技術(shù)可以通過(guò)獲得數(shù)據(jù)總體的方式避免抽樣調(diào)查的局限性,而且數(shù)據(jù)量更大,具有更容易獲得的特點(diǎn)。我們引入即時(shí)變化的網(wǎng)絡(luò)搜索數(shù)據(jù)構(gòu)建網(wǎng)絡(luò)消費(fèi)者信心指數(shù),該指數(shù)能將網(wǎng)絡(luò)消費(fèi)者信心受外部因素沖擊的影響情況實(shí)時(shí)地反映出來(lái),我們可以利用網(wǎng)絡(luò)消費(fèi)者信心指數(shù)進(jìn)行一些具有時(shí)效性問(wèn)題的研究。在介紹了我國(guó)現(xiàn)有消費(fèi)者信心指數(shù)的編制、公布情況后,我們將消費(fèi)者信心指數(shù)的時(shí)滯性作為切入點(diǎn),探索網(wǎng)絡(luò)搜索數(shù)據(jù)對(duì)消費(fèi)者信心指數(shù)進(jìn)行補(bǔ)充的可行性。在所有類別的商品或服務(wù)中,消費(fèi)者在購(gòu)買(mǎi)某些特殊類別的商品前會(huì)更傾向于使用網(wǎng)絡(luò)搜尋信息輔助決策,而在構(gòu)建網(wǎng)絡(luò)消費(fèi)者信心指數(shù)時(shí),我們選取的各類別關(guān)鍵詞基本涵蓋了這些類別的商品或服務(wù),因此數(shù)據(jù)來(lái)源具有廣泛性,指標(biāo)獲取具有實(shí)時(shí)性。網(wǎng)絡(luò)消費(fèi)者信心指數(shù)構(gòu)建完成后,我們主要論證了以下觀點(diǎn):不同行業(yè)類別的商品或需求對(duì)于互聯(lián)網(wǎng)的依賴程度和響應(yīng)程度不同,其動(dòng)態(tài)波動(dòng)情況和周期性變化特點(diǎn)各不相同,網(wǎng)絡(luò)搜索數(shù)據(jù)與消費(fèi)者信心和消費(fèi)需求之間具有一定的相關(guān)性。二、貨幣政策、財(cái)政政策等宏觀經(jīng)濟(jì)政策對(duì)于一個(gè)國(guó)家的宏觀經(jīng)濟(jì)穩(wěn)定發(fā)展有著不言而喻的重要作用。宏觀經(jīng)濟(jì)政策效果及其影響因素是政府和學(xué)者都十分關(guān)注的問(wèn)題。通常情況下,貨幣政策的主要目標(biāo)是調(diào)節(jié)通脹、穩(wěn)定物價(jià),而財(cái)政政策則用于擴(kuò)大內(nèi)需和治理蕭條。信心是宏觀經(jīng)濟(jì)政策傳導(dǎo)到微觀經(jīng)濟(jì)主體這一過(guò)程中十分關(guān)鍵的環(huán)節(jié)。信心水平的高低對(duì)于宏觀經(jīng)濟(jì)政策效果的好壞將產(chǎn)生一定影響。在我國(guó)經(jīng)濟(jì)進(jìn)入中高速發(fā)展的新常態(tài)形勢(shì)下,從網(wǎng)絡(luò)消費(fèi)者信心這一獨(dú)特視角分析宏觀經(jīng)濟(jì)政策的傳導(dǎo)機(jī)制和作用效果或?qū)檎咧贫�、政策�?shí)施及組合等提供新的思路。在我們的研究中,采用馬爾科夫區(qū)制轉(zhuǎn)移向量自回歸模型(MSVAR)對(duì)網(wǎng)絡(luò)消費(fèi)者信心與財(cái)政政策、貨幣政策之間的關(guān)系和相互作用進(jìn)行研究,并探索變量的動(dòng)態(tài)轉(zhuǎn)移機(jī)制和波動(dòng)情況,得出了如下結(jié)論:網(wǎng)絡(luò)消費(fèi)者信心和宏觀經(jīng)濟(jì)政策及其作用效果的動(dòng)態(tài)變化存在區(qū)制轉(zhuǎn)移的特征,我國(guó)的網(wǎng)絡(luò)消費(fèi)者信心可以分為高信心水平區(qū)間和低信心水平區(qū)間,且區(qū)間的劃分與經(jīng)濟(jì)政策的擴(kuò)張和收縮是相對(duì)應(yīng)的。不同政策工具與網(wǎng)絡(luò)消費(fèi)者信心的關(guān)聯(lián)性強(qiáng)弱也因工具性質(zhì)的不同有所差異。網(wǎng)絡(luò)消費(fèi)者信心作用于宏觀經(jīng)濟(jì)政策效果的程度并不是穩(wěn)定不變的,而是有規(guī)律地變化:這種影響隨著信心的增強(qiáng)而增強(qiáng),隨著信心的減弱而減弱。網(wǎng)絡(luò)消費(fèi)者信心與宏觀經(jīng)濟(jì)政策之間的關(guān)聯(lián)性得到了論證。三、物價(jià)波動(dòng)是宏觀經(jīng)濟(jì)波動(dòng)的重要組成部分,同時(shí)也關(guān)系到人們?nèi)粘Ｉ畹姆椒矫婷?而網(wǎng)絡(luò)消費(fèi)者信心作為消費(fèi)需求在互聯(lián)網(wǎng)上的映射,可能與物價(jià)波動(dòng)存在密切聯(lián)系。在這部分研究中,我們以我國(guó)居民消費(fèi)價(jià)格指數(shù)(Consumer Price Index,簡(jiǎn)稱CPI)作為測(cè)度物價(jià)波動(dòng)的量化指標(biāo),以網(wǎng)絡(luò)消費(fèi)者信心指數(shù)來(lái)度量網(wǎng)絡(luò)消費(fèi)者信心,識(shí)別和分析我國(guó)網(wǎng)絡(luò)消費(fèi)者信心和物價(jià)波動(dòng)動(dòng)態(tài)過(guò)程中的內(nèi)生轉(zhuǎn)移機(jī)制。實(shí)證分析結(jié)果表明,結(jié)構(gòu)性突變確實(shí)顯著存在于網(wǎng)絡(luò)消費(fèi)者信心指數(shù)增長(zhǎng)率和CPI增長(zhǎng)率序列中,同時(shí),研究結(jié)果也表明網(wǎng)絡(luò)消費(fèi)者信心指數(shù)增長(zhǎng)率的波動(dòng)性要強(qiáng)于后者。從長(zhǎng)期發(fā)展的視角來(lái)看,CPI相比較網(wǎng)絡(luò)消費(fèi)者信心指數(shù)而言,更容易保持低速增長(zhǎng)。而對(duì)于網(wǎng)絡(luò)消費(fèi)者信心指數(shù)來(lái)說(shuō),增長(zhǎng)率與波動(dòng)性之間可能存在正相關(guān)關(guān)系,即網(wǎng)絡(luò)消費(fèi)者信心指數(shù)增長(zhǎng)率越大則波動(dòng)性可能越強(qiáng),網(wǎng)絡(luò)消費(fèi)者信心指數(shù)增長(zhǎng)率越小則波動(dòng)性可能越弱。以我國(guó)的網(wǎng)絡(luò)消費(fèi)者信心和物價(jià)波動(dòng)為研究對(duì)象,探索網(wǎng)絡(luò)消費(fèi)者信心指數(shù)增長(zhǎng)率與居民消費(fèi)價(jià)格指數(shù)增長(zhǎng)率序列中可能存在的結(jié)構(gòu)性突變,意圖通過(guò)馬爾科夫區(qū)制轉(zhuǎn)移模型得到更精確的估計(jì)結(jié)果,進(jìn)而證明網(wǎng)絡(luò)消費(fèi)者信心與物價(jià)波動(dòng)之間的緊密聯(lián)系。對(duì)兩個(gè)時(shí)間序列內(nèi)生轉(zhuǎn)移機(jī)制的識(shí)別過(guò)程,為我們論證網(wǎng)絡(luò)消費(fèi)者信心和物價(jià)波動(dòng)相互作用情況提供了新的視角,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)的高波動(dòng)性和快速增長(zhǎng)等特點(diǎn)有利于經(jīng)濟(jì)拐點(diǎn)的判斷和通貨膨脹情況的監(jiān)控。四、經(jīng)濟(jì)增長(zhǎng)也是宏觀經(jīng)濟(jì)波動(dòng)的重要組成部分,而經(jīng)濟(jì)增長(zhǎng)的主要構(gòu)成因素即為投資、消費(fèi)和凈出口。工業(yè)增加值(簡(jiǎn)稱IP)可以較好地衡量投資所代表的經(jīng)濟(jì)增長(zhǎng)水平,為了探索其與網(wǎng)絡(luò)消費(fèi)者信心的關(guān)系,我們利用動(dòng)態(tài)條件相關(guān)多元模型(DCC-GARCH)、結(jié)構(gòu)向量自回歸模型(SVAR)對(duì)兩者的動(dòng)態(tài)特征進(jìn)行定性和定量研究,通過(guò)統(tǒng)計(jì)特征分析、平穩(wěn)性分析、格蘭杰因果檢驗(yàn)和協(xié)整檢驗(yàn)等方法對(duì)兩個(gè)序列進(jìn)行了縱向比較,初步證實(shí)了網(wǎng)絡(luò)消費(fèi)者信心與工業(yè)經(jīng)濟(jì)增長(zhǎng)之間的相關(guān)性,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)可以格蘭杰引起工業(yè)增加值的變化;而DCC-GARCH模型和SVAR模型則證明了網(wǎng)絡(luò)消費(fèi)者信心指數(shù)與工業(yè)增加值之間存在顯著的動(dòng)態(tài)相關(guān)關(guān)系,且相關(guān)關(guān)系波動(dòng)性較大,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)可以解釋約20%的工業(yè)增加值波動(dòng)。消費(fèi)者通過(guò)網(wǎng)絡(luò)搜索而獲得的信息會(huì)影響他們的微觀消費(fèi)需求和購(gòu)買(mǎi)決策,這種變化反映在宏觀層面則為總需求的波動(dòng),總需求波動(dòng)會(huì)影響總供給水平,進(jìn)而使整個(gè)宏觀經(jīng)濟(jì)產(chǎn)生波動(dòng);供給方面,經(jīng)濟(jì)增長(zhǎng)會(huì)作用于生產(chǎn)行為,同時(shí)改變消費(fèi)者可支配收入,人們的消費(fèi)預(yù)期就會(huì)發(fā)生變化。網(wǎng)絡(luò)消費(fèi)者信心與工業(yè)經(jīng)濟(jì)增長(zhǎng)之間相互影響、相互作用。在分析動(dòng)態(tài)相關(guān)系數(shù)波動(dòng)和網(wǎng)絡(luò)消費(fèi)者信心對(duì)經(jīng)濟(jì)增長(zhǎng)的沖擊情況時(shí),文章從家庭可支配收入的角度進(jìn)行了論證。作者認(rèn)為,可能是宏觀景氣程度影響了動(dòng)態(tài)相關(guān)系數(shù)的變化:當(dāng)宏觀經(jīng)濟(jì)比較景氣時(shí),消費(fèi)增加對(duì)投資的“擠占效應(yīng)”比較小或者被抵消,經(jīng)濟(jì)增長(zhǎng)速度加快;而當(dāng)經(jīng)濟(jì)比較低迷時(shí),消費(fèi)需求增加所導(dǎo)致的消費(fèi)增加對(duì)于投資的“擠占效應(yīng)”比較明顯,經(jīng)濟(jì)增長(zhǎng)放緩。這種假設(shè)在動(dòng)態(tài)相關(guān)系數(shù)和宏觀預(yù)警指數(shù)序列的對(duì)比中得到了證實(shí)。五、經(jīng)濟(jì)增長(zhǎng)的相關(guān)影響因素分析對(duì)于把握宏觀經(jīng)濟(jì)有至關(guān)重要的作用,只有掌握了相關(guān)因素的變化規(guī)律,才可以讓經(jīng)濟(jì)主體更好地把握經(jīng)濟(jì)發(fā)展趨勢(shì),并讓決策制定者提前制定調(diào)控政策,促進(jìn)市場(chǎng)資源的合理化配置。國(guó)內(nèi)生產(chǎn)總值(Gross Domestic Product,簡(jiǎn)稱GDP)作為一個(gè)反映宏觀經(jīng)濟(jì)的總量指標(biāo),它所具有的衡量經(jīng)濟(jì)增長(zhǎng)水平的作用一直被學(xué)術(shù)界認(rèn)可。根據(jù)支出法核算的GDP,主要由投資、消費(fèi)和凈出口等三個(gè)部分組成。在我國(guó)國(guó)家統(tǒng)計(jì)局公布的經(jīng)濟(jì)數(shù)據(jù)中,GDP的增長(zhǎng)率、累計(jì)值等相關(guān)數(shù)據(jù)都是按季度公布,通常有一個(gè)半月左右的時(shí)滯;與其他月度經(jīng)濟(jì)數(shù)據(jù)相比,頻率差異和時(shí)滯差異可能會(huì)使各個(gè)經(jīng)濟(jì)主體對(duì)于當(dāng)下宏觀經(jīng)濟(jì)的總體狀態(tài)和趨勢(shì)無(wú)法做出準(zhǔn)確判斷。傳統(tǒng)的線性回歸模型在構(gòu)建過(guò)程中需要頻率相同的時(shí)間序列來(lái)進(jìn)行分析,不同頻率的數(shù)據(jù)需要轉(zhuǎn)換成相同頻率的數(shù)據(jù)再進(jìn)行建模。頻率轉(zhuǎn)換的過(guò)程中會(huì)有信息的損耗和丟失,如何利用不同頻率的數(shù)據(jù)直接構(gòu)建模型進(jìn)行分析,最大程度上保留數(shù)據(jù)中的有效信息是近年來(lái)學(xué)術(shù)研究的熱點(diǎn)之一。網(wǎng)絡(luò)搜索數(shù)據(jù)與宏觀經(jīng)濟(jì)密切相關(guān),利用高頻的網(wǎng)絡(luò)搜索數(shù)據(jù)研究其與宏觀經(jīng)濟(jì)變量的關(guān)系是合理的。本文運(yùn)用混頻數(shù)據(jù)模型研究網(wǎng)絡(luò)消費(fèi)者信心與經(jīng)濟(jì)增長(zhǎng)的相關(guān)關(guān)系。首先建立起包含GDP自身滯后期的向量自回歸預(yù)測(cè)模型作為基準(zhǔn)模型,而后分別建立兩個(gè)不同多項(xiàng)式表達(dá)的混頻預(yù)測(cè)模型,就這三個(gè)模型的殘差、預(yù)測(cè)指標(biāo)等參數(shù)做出綜合比較,結(jié)果表明,加入了高頻的月度網(wǎng)絡(luò)消費(fèi)者信心指數(shù)后,模型的擬合程度及預(yù)測(cè)效果與傳統(tǒng)自回歸模型相比明顯提高,混頻數(shù)據(jù)抽樣模型在研究網(wǎng)絡(luò)消費(fèi)者信心與經(jīng)濟(jì)增長(zhǎng)關(guān)聯(lián)性過(guò)程中的優(yōu)越性得到體現(xiàn)。我們利用混頻數(shù)據(jù)模型解決了高頻數(shù)據(jù)轉(zhuǎn)換成低頻數(shù)據(jù)過(guò)程中的信息損失問(wèn)題,最大程度上保留了數(shù)據(jù)信息,從而證明了網(wǎng)絡(luò)消費(fèi)者信心指數(shù)對(duì)于預(yù)測(cè)我國(guó)經(jīng)濟(jì)增長(zhǎng)的重要作用。借助網(wǎng)絡(luò)搜索數(shù)據(jù),我們依據(jù)相關(guān)理論構(gòu)建了網(wǎng)絡(luò)消費(fèi)者信心指數(shù),而后分別研究了該指數(shù)與物價(jià)波動(dòng)、經(jīng)濟(jì)增長(zhǎng)及宏觀經(jīng)濟(jì)政策之間的相關(guān)性。各個(gè)實(shí)證結(jié)果充分證明,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)能夠較好地反映我國(guó)消費(fèi)者的信心水平情況,它與各個(gè)宏觀經(jīng)濟(jì)變量之間存在著相互影響與相互作用的關(guān)系,與經(jīng)濟(jì)主體之間存在著較為密切的聯(lián)系。與此同時(shí),網(wǎng)絡(luò)消費(fèi)者信心指數(shù)也可以作為信心的代理變量,它有效地印證了信心在經(jīng)濟(jì)主體的各種經(jīng)濟(jì)行為中不可忽視的重要作用。總而言之,網(wǎng)絡(luò)消費(fèi)者信心指數(shù)基本可以作為一個(gè)反映我國(guó)宏觀經(jīng)濟(jì)的補(bǔ)充指標(biāo),為宏觀經(jīng)濟(jì)預(yù)警、經(jīng)濟(jì)政策的制定、經(jīng)濟(jì)拐點(diǎn)的預(yù)判等方面提供新的思路。
[Abstract]:Web search related research popularity and prosperity thanks to the Internet, it is the study of big data emerges with the development of data mining technology. The beginning of the search engine data is applied to epidemiological research field, then, many scholars have applied this technique to the unemployment rate, the film at the box office, the analysis and prediction of commodity sales the other hand, these studies proved that there is a correlation between the search data and economic behavior in the search engine. The Internet search data is mapped as consumer demand on the network, building a network search network based on the data of the consumer confidence index (Web-query-based Consumer Confidence Index, referred to as WCCI), to study the relationship with macro the economy, and attempts to prove the index in real time, accuracy and other aspects of the advantages of multi angle, multi-level empirical analysis can permit Next, the network consumer confidence index can be regarded as a supplement to the many economic boom index to judge the macro economic situation. In order to demonstrate the relationship between network consumer confidence and macro economy, the paper mainly studied the following aspects: first, constructing the network consumer confidence index. Consumer confidence index is a reflection of consumer consumption trends, in advance the economic operation index prediction function. In our country, the indicators for monitoring and published by the National Bureau of statistics, the index released usually has a delay of about one and a half. While network users desire and demand of information through the collation and analysis of data on the network search to reflect, these Internet users at the same time a producer and consumer market, they focus on the changes of supply and demand in the market for goods or services number Volume and price volatility, reflected in the Internet for searching, browsing behavior changes that search data changes. Therefore, there is a link between the search behavior and the main body of the market economy. In addition, the consumer confidence index and the traditional ways of data acquisition compared to network search technology can obtain the overall data the way to avoid the limitation of sampling survey, and the data quantity is large, with easier access to the data network construction. The consumer confidence index search we introduce an instant change in network, the network consumer confidence index can be affected by external factors impact the real-time effect reflected, we can use the Internet for some of the consumer confidence index the issue of timeliness research. Introduces the preparation of China's existing consumer confidence index, announced the situation, we will be the consumer confidence index Time delay as a starting point, to explore the feasibility of Internet search data on consumer confidence index was added. In all categories of goods or services, consumers will be more inclined to use the Internet to search for information in the purchase decision of some special categories of goods, and in the construction of network consumer confidence index, we selected the various basic keywords don't covers these categories of goods or services, so the data source is wide, obtain the real-time network index. The index of consumer confidence after the construction, we mainly discusses the following points of view: different industry categories of goods or the demand degree of dependence on the Internet and in response to different degrees, the dynamic fluctuations and periodic variation characteristics different web search between data and consumer confidence and consumer demand has a certain correlation. Two, monetary policy, fiscal Play an important role in the macro economy it is self-evident for a country's stable development policy and other macroeconomic policies. The factors of macroeconomic policy effects and the influence of government and scholars are very concerned about the issue. Usually, the main objective of monetary policy is to regulate inflation, price stability, and fiscal policy to expand domestic demand and treatment of depression. Confidence is the key macroeconomic policy conduction to the micro economic subject in this process. The confidence level is good or bad for the effect of macroeconomic policy will have a certain impact. In the rapid development of China's economy has entered a new normal situation, from the unique perspective of network consumer confidence analysis and the mechanism of the effect effect the macro economic policy or for policy formulation, policy implementation and provide new ideas and combination. In our study, by Markoff The transfer system of vector autoregressive model (MSVAR) on the confidence of network consumers and fiscal policy, monetary policy and the relationship between the interaction of variables and explore the dynamic transfer mechanism and fluctuation, draw the following conclusion: the dynamic changes of the network consumer confidence and macroeconomic policy and the effect of the characteristics of the transfer system the network of consumer confidence in China can be divided into a high level of confidence interval and the low level of confidence interval, expansion and contraction and interval division and economic policy is the corresponding. Relationships between different policy tools and network consumer confidence but also because of the different nature of the tool. Network consumer confidence in effect the degree of macroeconomic policy is not stable, but changes: this effect is enhanced with increased confidence, with the weakening of confidence Weakened. Connection between consumer confidence and macroeconomic policies have been demonstrated. Three, the price fluctuation is an important part of macroeconomic fluctuations, but also related to all aspects of daily life, and network consumer confidence as a consumer demand on the Internet map, might have close links with the price fluctuation. This part of the study, we in China's consumer price index (Consumer Price Index, referred to as CPI) as a quantitative index to measure the price fluctuations, the network consumer confidence index to measure consumer confidence, identification and analysis of the transfer mechanism of China's network of consumer confidence and price fluctuation in the dynamic process. The results of the empirical analysis show that structural mutations significantly exist in the network consumer confidence index growth rate and CPI growth rate series, at the same time, the results also show that the network. Stronger volatility consumer confidence index growth rate than the latter. From the long-term development perspective, compared to CPI network consumer confidence index, more likely to maintain a low growth. As for the network consumer confidence index, there may be a positive correlation between the growth rate and volatility, namely the network consumer confidence index growth rate is high volatility may be more strong, the network consumer confidence index growth rate the smaller the volatility may be weaker. In our network of consumer confidence and price fluctuation as the research object, to explore the network consumer confidence index growth rate and the consumer price index growth rate possible structural breaks in the sequence, intent to estimate more accurate through the Markov regime switching model, and prove the close relationship between network consumer confidence and price fluctuation. The two time series in The identification process of transfer mechanism, provides a new perspective for us to demonstrate the network consumer confidence and the price fluctuation in the interaction network, the consumer confidence index high volatility and the rapid growth of the characteristics of monitoring judgment and inflation to economic inflection point. Four, an important part of economic growth and macroeconomic fluctuations, and the main a factor of economic growth is investment, consumption and net exports. The industrial added value (IP) can be used to measure the investment on behalf of the level of economic growth, in order to explore its relationship with the network of consumer confidence, we use dynamic correlation multivariate model (DCC-GARCH), the structural vector autoregression model (SVAR) and qualitative the quantitative study of the dynamic character of the two, through statistical analysis, stability analysis, Grainger Granger causality test and cointegration test method for two sequences The longitudinal comparison, confirmed the correlation between network consumer confidence and economic growth, the network consumer confidence index can cause changes in the Grainger industrial added value; and the DCC-GARCH model and the SVAR model proved that the network consumer confidence index and the industrial added value between the dynamic correlation, and the correlation between fluctuation the network, the consumer confidence index can explain about 20% of the industrial added value fluctuation. Consumers through the Internet search and access to information will affect the micro consumption demand and their purchase decision, this change is reflected in the macro level, the total demand for the fluctuation of total demand fluctuation will affect the total supply level, thus the whole macro economy fluctuation; the supply side, the economic growth will effect on the production and changing consumer behavior, disposable income, people's consumption is expected Change. Network between consumer confidence and industrial economic growth mutual influence and interaction. In the analysis of the dynamic correlation coefficient and fluctuation of network consumer confidence in economic growth impact, the family disposable income angle are discussed. The author thinks that can change the degree of macroeconomic dynamic correlation coefficient: when the macro economy economy, increased spending on investment "crowding out effect" is very small or have been offset by faster economic growth; and when the economic downturn, the increase in consumer demand caused by the consumer to increase investment in the "crowding out effect" is more obvious, the slowdown in economic growth. The comparison of dynamic correlation coefficient and the macro warning index sequence has been confirmed. Five, the analysis of the influence factors of economic growth to grasp the macroeconomic is crucial for, Only to master the changes of related factors, it can make the economy subject to better grasp the trend of economic development, and make decision makers to advance the development of regulatory policy, to promote the rational allocation of market resources. The gross domestic product (Gross Domestic Product, referred to as GDP) as a reflection of the total index of macro economy, it has a measure of the level of economic growth effect has been acknowledged by scholars. According to the expenditure method of accounting of GDP, mainly composed of three parts of investment, consumption and net exports etc.. In China's economic data released by the National Bureau of statistics, the growth rate of GDP, the cumulative value of the relevant data are released on a quarterly basis, usually with time delay about a month and a half; compared with other monthly economic data, the frequency difference and delay difference may lead to various economic entities for the overall status and trends of current macro economy cannot make accurate judgment Break the traditional linear regression model. In the process of building the time series the same frequency analysis, different frequency data need to be converted into the same frequency of data modeling. And the loss of loss frequency conversion will have information, how to use different frequency data directly construct model analysis, the maximum extent keep the effective information in the data is one of the hot topic in academic research in recent years. Internet search data is closely related to macroeconomic data search and to study the relationship between macroeconomic variables is the rational use of high frequency network. This paper uses the relevant data model based on network relationship between mixing consumer confidence and economic growth. Firstly, establish the vector including GDP lag Autoregression Prediction Model as the reference model, and then establish two different polynomial expression mixing model, On the residuals of these three models, a comprehensive comparison, to predict the parameters. The results showed that adding high frequency network monthly consumer confidence index, the effect with the traditional fitting degree and the prediction model of autoregressive model is significantly improved compared to the superiority of the mixed data sampling model in the study of network consumer confidence and economic growth related process in the embodiment. We use the data model to solve the high frequency mixing data into information loss of low frequency data process, the maximum extent retained the data, which proves that the network consumer confidence index forecast for economic growth in China

【學(xué)位授予單位】：吉林大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2017
【分類號(hào)】：F724.6;F124.8

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