2000年以来我国工业景气指数经历了三轮景气波动,目前正处于第三次景气波动中。通过VAR模型对工业经济的先行合成指数、一致合成指数以及滞后合成指数的预测,结合各指标的数据特征分析,可以判断2012年我国工业景气指数仍将维持高位,短期内不会迎来这轮景气波动的波谷。
Since 2000,our industrial prosperity index has experienced three cyclic fluctuations,and now it is in the third.This paper makes a forecast of the three prosperity indexes including antecedent composite index,coincident composite index and lag composite index by using VAR model.With the analysis of the characteristics of these indexes,it concludes that our industrial prosperity index will still stay up in 2012,and the wave trough of this cycle will not appear in the short term.