中国工业企业财务预期的性质——基于5 000家大中型国有企业经济景气调查数据的分析

经济理论与经济管理 ›› 2006, Vol. ›› Issue (2): 42-47.

中国工业企业财务预期的性质——基于5 000家大中型国有企业经济景气调查数据的分析

王晋斌

中国人民大学经济学院, 北京, 100872

收稿日期:2005-12-01 出版日期:2006-02-16 发布日期:2012-03-01
基金资助:
国家自然科学基金资助项目(70473091)

THE NATURE OF EXPECTATIONS OF FINANCIAL INDICATORS IN INDUSTRIAL ENTERPRISES IN CHINA

Wang Jin-bin

School of Economics, Renmin University of China, Beijing, 100872, China

Received:2005-12-01 Online:2006-02-16 Published:2012-03-01

摘要/Abstract

摘要： 中国工业企业财务指标预期在短期和长期中都与实际结果存在明显的偏差。这表明大中型国有企业有关销售状况的财务预期不具备理性预期的性质。在定性数据转化为定量分析的技术上,误差项服从AR(2)轨迹的限制性安德逊模型的转化结果优于其他方法得到的结果,而采用模型转化技术的结果要优于仅采用Naive预期方法得到的结果。

关键词: 定性调查, 定量调查, 理性预期

Abstract: Expectations of financial indicators in industrial enterprises in China have significant error with the actual results in both long-run and short-run,indicating that expectations of financial indicators of sale in big and medium state-owned enterprises haven't the nature of rational expectation.As to the techniques that transform qualitative data into quantitative analysis,the transform results of limited Anderson mode,where error terms lie in AR(2)locus,are better than those of other methods,and the results delivered with the transforming techniques are better than those delivered only with the method of Naive expectation.

Key words: qualitative investigation, quantitative investigation, rational expectation

中图分类号:

F234.4

王晋斌. 中国工业企业财务预期的性质——基于5 000家大中型国有企业经济景气调查数据的分析[J]. 经济理论与经济管理, 2006, (2): 42-47.

Wang Jin-bin. THE NATURE OF EXPECTATIONS OF FINANCIAL INDICATORS IN INDUSTRIAL ENTERPRISES IN CHINA[J]. Economic Theory and Business Management, 2006, (2): 42-47.

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