构建替代消费者信心指数以解释家庭消费的新策略:模糊的DEMATEL方法
Özge Var1, Alptekin Durmuşoğlu2, Türkay Dereli3
1Department of Industrial Engineering, Gaziantep University, Gaziantep, Turkey.
Heliyon
|February 3, 2025
概括
使用模糊的DEMATEL和Lasso回归,将消费者调查问题分类为"原因"和"影响",大大改善了家庭消费预测. 这种方法提供了一种更有效的方式来构建替代消费者信心指数 (CCI).
科学领域:
- 经济学 经济学 经济学
- 计量经济学 计量经济学 计量经济学
- 调查方法 调查方法
背景情况:
- 消费者信心指数 (CCI) 是从消费者调查 (CS) 来得出的,以衡量经济情绪.
- 目前的CCI计算使用12个问题的子集,并正在努力优化这种选择.
- 现有的文献在探索CCI所有可能的问题组合时面临着计算挑战.
研究的目的:
- 将CS问题分为"原因"和"影响",以确定家庭消费的最佳预测因素.
- 减少寻找理想替代品消费者信心指数 (CCI) 的解决方案空间.
- 提高经济指标模型的预测能力和可解释性.
主要方法:
- 使用模糊的DEMATEL (决策试验和评估实验室) 来确定CS问题之间的因果关系.
- 使用拉索回归 (最小绝对收缩和选择运算符) 来测量"原因"组问题的预测能力.
- 将该方法应用于欧盟数据集 (2007Q32021Q2) 和土耳其数据集 (20072021).
主要成果:
- 由四个CS问题组成的"原因"组解释了欧盟数据集中75%的消费支出变化.
- 这种预测性能可与使用所有可能的问题组合的研究相比较.
- 土耳其案例研究也表现出类似的有效性,解释了84%的消费支出变化.
结论:
- 将CS问题分为因果和效果组,为构建替代CCI提供了更有效的方法.
- 这种方法在显著减少计算力度的情况下实现了可比的预测功率.
- 这些发现为当局在开发和完善经济信心指标方面提供了宝贵的捷径.
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