中国通胀水平、通胀不确定性及货币政策波动

发布时间：2018-04-15 08:30

本文选题：通胀水平 + 通胀不确定性　；参考：《当代经济研究》2011年05期

【摘要】：基于时变参数模型和时变马尔科夫域变模型及格兰杰非因果性检验分析表明,在高通货膨胀期,通货膨胀率与通货膨胀不确定性存在着正相关关系。通货膨胀不确定性是通货膨胀率的格兰杰原因,由央行货币政策改变引发的货币供给不确定性,是引发通货膨胀不确定性的格兰杰原因。
[Abstract]:Variable domain Markov model and Granger causality test analysis shows that the time-varying parameter model and based on the change in the high inflation period, the rate of inflation and inflation uncertainty. There is a positive correlation between inflation uncertainty is the Grainger reason of inflation, monetary policy by the central bank to change the money supply caused by uncertainty is caused by reasons of Grainger the uncertainty of inflation.

【作者单位】：南开大学经济学院;国家发改委宏观经济研究所;
【分类号】：F822.5;F822.0

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