Does Futures Market Information Improve Macroeconomic Forecasting: Evidence from China

Quarterly data on GDP growth rate, broken down by the three sectors (primary, secondary, and tertiary industries); Monthly data on PMI and PPI; Daily closing prices of commodity futures; Data of the CSI 300 stock index futures, including daily returns, trading volume, log trading volume, change in positions, basis, and amplitude.

按三大产业（第一产业、第二产业、第三产业）拆分的国内生产总值（Gross Domestic Product，GDP）增长率季度数据；采购经理人指数（Purchasing Managers' Index，PMI）与生产者物价指数（Producer Price Index，PPI）月度数据；商品期货日收盘价数据；沪深300股指期货（CSI 300 stock index futures）数据，包含日收益率、成交量、对数成交量、持仓量变动、基差及振幅。