中国钢铁工业景气指数的开发与应用研究

钢铁工业作为基础原材料工业其发展态势将直接影响国民经济的运行，因此，对钢铁工业的监测预测具有十分重要的现实意义。国际上已利用了钢铁工业指数对钢铁工业进行有效的监测预测，而我国对钢铁工业的监测预测工作刚刚起步。我们通过多方面收集与钢铁工业有关的月度经济指标，利用时差相关分析等方法从中筛选出钢铁工业的先行、一致和滞后指标，并利用国际上先进的合成指数(Composite Index，CI)方法构建了我国钢铁工业的景气指数，以期为政府、钢铁企业及相关部门准确判断钢铁工业发展形势，有效预测钢铁工业的未来发展动向，正确制定相关的宏观经济调控方向、力度及经营方针提供一定的依据。

Development and Application Research of Composite Index of Iron and Steel Industry of China

The developing state of iron and steel industry, which is the basic raw materials industry, influences the operation of national economy directly. Therefore, the monitoring on steel and iron industry has very important realistic meanings. In the world, the index of iron and steel industry has been utilized to monitor iron and steel industry effectively, but in china, this work starts just now. In this case, we collect the monthly economic indicators related to ironand steel industry, from which we screen the leading, coincident, lagging indicators of iron and steel industry by the method of cross correlation, and compute composite index (CI) of iron and steel industry of China. We expect our work could help government, iron and steel enterprise and relevant departments judge the situation of iron and steel industry accurately, predict future development tendency of iron and steel industry effectively, constitute relevant macroeconomic regulation and control direction, dynamics and operation policy accurately.