福建省-综合事务管理机构-经济活跃度指数

FEAI（Fujian Economic-Growth Activity Index）由省政府发展研究中心编制，是表征福建经济增长活跃度的定基指数，以疫情发生前的2019年平均经济增长活跃度为100%，代表当前经济增长相对于疫情发生前基准状态下经济增长的比率。FEAI总指数包括2个主要分项:供给指数和需求指数，其中供给指数包括生产、流通2个子项，需求指数包括消费、投资和贸易（合并了省际贸易和国际贸易）3个子项。计算过程共采集各类大数据平台上涉及福建经济活动的71个基础指标，再由一系列日频、周频和月频的指标混频计算生成各子项指数。计算方法参考了美联储的GDPNow实时预报模型，在充分提取各频段数据有效信息的基础上，分层次形成反映经济运行各方面特征的指数。与传统指数合成技术相比，结构化混频模型可以实现对经济运行状态估计值的高频动态捕捉，能够更加灵敏地反映经济活动的微小变化，在保证稳健性的前提下有效提高指数观测的实时性。

FEAI (Fujian Economic-Growth Activity Index) is compiled by the Development Research Center of the Fujian Provincial People's Government. It is a fixed-base index measuring the economic growth activity of Fujian Province, taking the average economic growth activity level in 2019, prior to the COVID-19 pandemic, as 100%, which represents the ratio of current economic growth to the pre-pandemic baseline economic growth state. The overall FEAI comprises two primary sub-indices: the Supply Index and the Demand Index. The Supply Index includes two sub-indices: production and circulation, while the Demand Index covers three sub-indices: consumption, investment, and trade (which combines inter-provincial trade and international trade). In the calculation process, 71 basic indicators related to Fujian's economic activities are collected from various big data platforms, and then each sub-index is generated through mixed-frequency computation using a set of daily, weekly, and monthly frequency indicators. The calculation methodology refers to the Federal Reserve's GDPNow real-time forecasting model. By fully extracting valid information from data across different frequency bands, it hierarchically constructs indices that reflect the characteristics of all aspects of economic operation. Compared with traditional index synthesis technologies, the structured mixed-frequency model enables high-frequency dynamic capture of estimates of economic operation status, can more sensitively reflect minor changes in economic activities, and effectively improves the timeliness of index observation while ensuring robustness.

搜集汇总

背景与挑战

背景概述

FEAI是福建省官方编制的经济活跃度定基指数，以2019年为基准，通过供给（生产/流通）和需求（消费/投资/贸易）两大分项综合测算。该指数采用混频模型处理71个多频段指标，具有实时性强、灵敏度高的技术优势。