情报杂志Issue(2)：186-190,195,6.
美国、欧盟、日本和中国制造业PMI之间的相互影响关系
Mutual Influence among Manufacturing PMI of the United States, European Union,Japan and China
摘要
Abstract
Using manufacturing PMI data of the United States, European Union, Japan and China in the period of 2005-2012, this paper establishes the vector self-regression VAR model. Furthermore, the paper uses the impulse response function and variance decomposition analysis to research the mutual influence among manufacturing PMI of the four economic entities. The results show that as viewing the long-term development, the disturbance of U. S. manufacturing PMI have a negative impact on its own;manufacturing PMI between the Unit-ed States and European Union has the strongest mutual influence;the U. S. manufacturing PMI has comparatively great influence on Japan manufacturing PMI, and minor negative influence later;the U. S. manufacturing PMI has a smaller influence on Chinese manufacturing PMI compared to its influences on the other two economic entities in question, but Chinese manufacturing PMI has a stronger influence on the disturbance of the U. S. manufacturing PMI.关键词
制造业PMI/向量自回归VAR/脉冲响应函数/方差分解Key words
manufacturing PMI/vector auto regression VAR/impulse response function/variance decomposition分类
管理科学引用本文复制引用
何跃,杨小朋..美国、欧盟、日本和中国制造业PMI之间的相互影响关系[J].情报杂志,2013,(2):186-190,195,6.基金项目
教育部人文社会科学研究规划基金项目“宏观经济信息管理驾驶舱综合集成模式研究”(编号:11YJA630029) （编号:11YJA630029）
