特有冲击、共同冲击与通货膨胀持续性

发布时间：2018-06-24 06:28

本文选题：分类价格指数 + 通货膨胀持续性　；参考：《统计研究》2014年05期

【摘要】：中国分类价格指数的通货膨胀持续性有何特征?如何理解基于分类价格指数与加总价格指数的通货膨胀持续性之间的关系?本文对2001年1月至2011年12月的数据进行实证分析,结果表明分类价格指数表现出较明显的行业间异质的通货膨胀波动性和通货膨胀持续性,与加总价格指数相比,其波动性更大而持续性更低。通货膨胀持续性的这些现象可以从特有冲击和共同冲击的角度加以理解。共同冲击的相对重要性存在差异解释了分类价格指数的通货膨胀持续性呈现行业间异质性;特有冲击的重要性在数据加总时被削弱,解释了分类价格指数具有比加总价格指数更低的通货膨胀持续性。
[Abstract]:What are the characteristics of inflation persistence in China's classified price index? How to understand the relationship between inflation persistence based on classified price index and aggregate price index? This paper makes an empirical analysis of the data from January 2001 to December 2011. The results show that the classified price index shows obvious inter-industry heterogeneous inflation volatility and inflation persistence, compared with the aggregate price index. It is more volatile and less persistent. These phenomena of inflation persistence can be understood in terms of specific shocks and co-shocks. Differences in the relative importance of co-shocks explain the persistence of inflation in the classified price indices as inter-industry heterogeneity; the importance of specific shocks is weakened when data are added together. It is explained that the sub-price index has a lower inflation persistence than the aggregate price index.
【作者单位】：西南财经大学经济学院;西南财经大学经济与管理研究院;
【基金】：西南财经大学“211”工程四期建设项目三期建设青年成长项目“中国经济周期:边际成本与价格周期性行为研究”(211QN10025) 西南财经大学“中央高校基本科研业务费”年度培育项目“特有冲击、共同冲击与中国通货膨胀持续性”(JBK130922)的资助
【分类号】：F820.5;F224

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