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本文通过情感词表数据库构建央行情感态度沟通话语指数,运用2005-2015年《中国人民银行货币政策报告》经济展望语料,通过格兰杰因果检验、向量自回归和自回归分布滞后模型等方法,考察情感态度沟通话语对提升公众对中国宏观经济增长的预测能力。研究发现,央行报告的“积极态度指数”确实有助于提升公众对下季度GDP增长率的预测能力,“积极态度指数”与下季度GDP增长率之间的关系在2012年前后出现结构性变化。本研究对开展话语分析和应用经济学跨学科研究具有启示。
Based on the Sentimental Vocabal Database, this paper constructs the central bank sentiment attitude and communication discourse index. By using the corpus of economic outlook from 2005 to 2015 and the Granger causality test, vector autoregressive and autoregressive distribution lag model, Investigate the Attitude of Emotional Attitude and Communication Discourse to Enhance Public Ability to Predict the Development of China ’s Macroeconomy. The study found that the “positive attitude index” reported by the central bank really helped to enhance public’s ability to predict GDP growth in the next quarter, and the relationship between the “positive attitude index” and the next quarter’s GDP growth rate was around 2012 Structural changes occur. This study has implications for conducting discourse analysis and applying interdisciplinary research in applied economics.