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1、1、Nowcasting.-3-1.1、什么是Nowcasting.......................................................................................-3-1.2、宏觀經濟數據建模的難點...........................................................................-3-2、動態(tài)因子模型.............................................
2、.........................................................-4-2.1、標準動態(tài)因子模型.......................................................................................-4-2.2、考慮誤差項序列自相關...............................................................................-5-2.3、模型估計算法.
3、..............................................................................................-5-2.4、Nowcasting過程...........................................................................................-6-3、中國經濟Nowcasting模型............................................
4、.....................................-7-3.1、中國宏觀數據處理.......................................................................................-7-3.2、模型設定.......................................................................................................-9-4、實證結果.......
5、.....................................................................................................-11-4.1、DFM模型結果示例....................................................................................-11-4.2、Nowcasting樣本內預測示例..........................................
6、...........................-13-4.3、Nowcast2020年一季度GDP同比............................................................-14-5、結論....................................................................................................................-16-圖表1、中國經濟Nowcasting模型使用的數據及
7、其因子載荷約束...................-10-圖表2、5個隱含因子歷史序列............................................................................-11-圖表3、全局因子（Global）與標準化宏觀數據.................................................-12-圖表4、對全局因子載荷前十大宏觀指標..................................................
8、.........-12-圖表5、實際產出因子（Real）與GDP和工業(yè)增加值數據..............................-13-圖表6、Nowcasting過程示例（2019年二季度GDP同比）.........
