Analysis of Correlation Mechanism between Network Search Data and China’s GDP
摘要: 网络搜索数据是研究我国宏观经济现象的重要微观信息依据。本文从需求、供给与政策三方面选取和筛选关键词合成网络搜索指数,并与我国GDP进行相关性研究。结果表明:网络搜索指数与GDP的相关性较高,且两者存在长期均衡关系与短期误差修正机制,当GDP逐渐偏离均衡,将会以1~2个月的调整速度从非均衡态过渡到均衡态;网络搜索指数的增长对我国GDP有促进作用。
Abstract: Network search data is an important micro information basis for studying China’s macroeconomic phenomena. This paper selects and fi lters keywords from the three aspects of demand, supply, and policy to synthesize the network search index, and then conducts a correlation study with China’s GDP. The results show that there exists a high correlation between the network search index and GDP, as well as a long-term equilibrium relationship and a short-term error correction mechanism between them; when GDP gradually deviates from equilibrium, it will transition from nonequilibrium to equilibrium at an adjustment rate of 1-2 months; the growth of the network search index promotes China’s GDP.
[V1] | 2024-10-21 16:09:13 | PSSXiv:202410.01795V1 | 下载全文 |