PMI对战略性新兴产业影响的实证研究——以浦东新区制造业为例

An Empirical Study on the Impact of PMI on Strategic Emerging Industries—Taking the Manufacturing Industry in Pudong New Area as an Example

摘要: 浦东新区作为上海乃至全国的经济增长极，其制造业PMI与战略性新兴产业制造业的发展情况备受瞩目。本文基于上海市公共数据开放平台等及其他公开数据，深入剖析了PMI与战略性新兴产业产值、固定资产投资及自主创新之间的复杂关系，依托Spyder (Python 3.8)环境，通过平稳性检验、Granger因果关系检验、Johansen协整检验、VEC模型、ARIMA模型、GARCH等模型分析，得出：PMI可以预测浦东新区制造业的长期走势，此外，还可以通过影响固定资产投资和自主创新，进而影响战略新兴产业的发展，但是都存在一定程度的滞后性。因此，应构建智能化PMI监测与预警系统，进一步深化产业链协同与产业集群建设，并确保政策的连续性与稳定性等，以期为浦东新区乃至全国的制造业高质量发展给予坚实的理论基础和政策建议。

Abstract: As the economic growth pole of Shanghai and even the entire country, Pudong New Area has been attracting much attention for the development of its manufacturing PMI and strategic emerging industry manufacturing. Based on data from Shanghai’s public data open platform and other public sources, this paper analyzes the complex relationship between PMI and the output value of strategic emerging industries, fixed asset investment, and independent innovation. Relying on the Spyder (Python 3.8) environment; through the application of smoothness tests, Granger causality tests, Johansen cointegration tests, VEC models, ARIMA models, and GARCH models, we conclude that the PMI can predict the long-term trend of the manufacturing industry in the Pudong New Area. In addition, it affects investment in fixed assets and innovation, which can also influence the development of strategic emerging industries, although all of these relationships exhibit a certain degree of lag. Therefore, constructing an intelligent PMI monitoring and early warning system is essential to further deepen industry chain synergy and the construction of industrial clusters, and to ensure the continuity and stability of policies, thereby providing a solid theoretical foundation and policy recommendations for the high-quality development of the manufacturing industry in the Pudong New Area and the entire country.