中文摘要：

选择四个典型的通货膨胀预期性先行指标,采集我国2008年一季度至2015年四季度的季度数据,使用均方预测误差、平均绝对预测误差、平均正确预测方向检验其通货膨胀预测精度,发现万得CPI预测指数和朗润预测的加权平均指数预测精度较高,能够分别有效预测月度和季度通货膨胀。建议中央银行采用专家调查法,构建出高精度的半年度和年度通货膨胀预期性先行指标。

英文摘要：

Collecting the quarterly data from the 1st quarter in 2008 to the fourth quarter in 2015 ,this article selects four typical prospective leading indicators of inflation and tests their accuracy of inflation forecast with the mean square prediction error, the mean prediction error and real average prediction direction. It finds that the prediction accuracy of the CPI prediction index of Wind and the weighted average index of Long Run forecast is higher, and could forecast monthly and quarterly inflation effectively. It suggests that the central bank build a high-accuracy semi-annual and annual prospective leading indicators of inflation with the expert investigation method.