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数据分析与知识发现  2020, Vol. 4 Issue (1): 12-26     https://doi.org/10.11925/infotech.2096-3467.2019.1380
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大数据在经济监测预测研究中的应用进展*
王建冬()
国家信息中心大数据发展部 北京 100045
Monitoring and Forecasting Economic Performance with Big Data
Jiandong Wang()
Big Data Development Department, State Information Center, Beijing 100045,China
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摘要 

【目的】 对国内外大数据经济监测预测研究现状进行述评。【文献范围】 以“Big Data + Economics/ Economy”、“大数据+经济”等主题词检索WoS、CNKI、EI等数据库,结合主题筛查和引文溯源,获得中文文献163篇、英文文献107篇,以及主题为大数据经济学的中外文专著7部,结合主题相关度和文献质量等因素,确定代表性文献157篇。【方法】 采用文献综述法,对近十余年国内外经济学、信息科学等领域学者研究大数据经济监测预测的研究手段、数据来源、核心观点进行归纳梳理。【结果】 从监测和预测两方面总结7种典型研究路径,前者包括基于大数据改进传统调查、构建新型经济监测指标、“现时预测”(Nowcasting)和经济运行态势分析等4条路径,后者包括构建先行性经济预测指标、改进传统预测模型、建立全新预测模型等3条路径。【局限】 仅对过去十几年间相关领域研究进展进行述评,研究跨度和学科视角有待进一步拓展。【结论】 既要理性看待大数据应用于宏观经济监测预测巨大潜力和现实困境,又要从经济学理论发展史的角度思考大数据与传统经济数据分析的区别与联系,深入思考其方法论内涵与影响。

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王建冬
关键词 大数据经济监测经济预测现时预测    
Abstract

[Objective] This article reviews the current research in economic monitoring with big data from China and abroad.[Coverage] We searched the WOS, CNKI, and EI databases with the keywords of “Big data + Economics / Economy”. A total of 163 Chinese papers and 107 English papers, as well as seven monographs on the big data economics were retrieved. 157 representative documents were identified based on their relevance and quality.[Methods] This paper summarized the research methods, data sources, and conclusions of the retrieved literature published in the past ten years.[Results] Seven typical research paths were found from the perspectives of monitoring and forecasting. The former includes improving traditional surveys with big data, constructing new economic monitoring indicators, “nowcasting”, and analyzing economic performance. The latter includes building advance economic forecasting indicators, improving traditional forecasting models, and establishing new forecasting models.[Limitations] This article only examines the related research in the past ten years from specific fields, which needs to be further expanded.[Conclusions] Using big data for macroeconomic monitoring and forecasting has huge potentiality and practical dilemma. The differences and connections between big data and traditional economic analytics, as well as their impacts, also merit study.

Key wordsBig Data    Economic Monitoring    Economic Forecasting    Nowcasting
收稿日期: 2019-12-30      出版日期: 2020-03-14
ZTFLH:  TP391  
基金资助:*本文系国家发展改革委重大问题软科学研究项目“基于大数据的宏观经济监测预测应用研究”的研究成果之一。
通讯作者: 王建冬     E-mail: wangjd@sic.gov.cn
引用本文:   
王建冬. 大数据在经济监测预测研究中的应用进展*[J]. 数据分析与知识发现, 2020, 4(1): 12-26.
Jiandong Wang. Monitoring and Forecasting Economic Performance with Big Data. Data Analysis and Knowledge Discovery, 2020, 4(1): 12-26.
链接本文:  
https://manu44.magtech.com.cn/Jwk_infotech_wk3/CN/10.11925/infotech.2096-3467.2019.1380      或      https://manu44.magtech.com.cn/Jwk_infotech_wk3/CN/Y2020/V4/I1/12
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