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本课题在借鉴国内外期货指数编制经验的基础上,设计和编制了中国期货指数(PRB指数)。通过多种计量方法对该指数的预警功能进行了检验,检验发现,无论是总指数还是分类指数均可以领先CPI、CGPI、CI等指标3—6个月不等,因此,本课题认为,基于我国期货市场编制的PRB指数具有宏观经济预警功能,可以作为有关政府部门特别是中央银行进行宏观调控预警的先行指标。
This topic designs and compiles the China Futures Index (PRB Index) on the basis of drawing on the experience of compiling domestic and foreign futures indices. The index of the early warning function was tested by a variety of measurement methods, the test found that both the general index and sub-index can lead CPI, CGPI, CI and other indicators ranging from 3-6 months, therefore, the subject that, based on The PRB index prepared by China’s futures market has the function of macroeconomic warning and can serve as a leading indicator for early warning of macro-control by government departments, especially the central bank.