中国经济增长与通胀的随机冲击效应

发布时间：2017-12-31 23:09

本文关键词：中国经济增长与通胀的随机冲击效应　出处：《经济研究》2010年07期 　论文类型：期刊论文

【摘要】：本文针对我国的实际经济背景,基于相关的经济理论,应用数据分解方法,从我国经济增长与通货膨胀中分解出随机冲击效应,在此基础上,度量随机冲击对经济增长和通胀的短期与长期效应。本文的结果表明:(1)样本期平均而言,我国遭遇的需求冲击为负,供给冲击为正;(2)需求冲击对产出具有短期正向"驼峰"效应,对通胀具有正向长期持久效应;供给冲击对经济增长具有正向持久效应,对通胀具有负向持久效应;(3)美国金融危机时期经济增长的快速下滑是负向需求冲击和供给冲击联合作用的结果,价格水平的下跌则是负向需求冲击的结果,2009年第二季度我国经济复苏主要是需求冲击的贡献。当前经济增长率中长期趋势成分还相对较低,复苏过程还不稳健。
[Abstract]:According to the actual economic background of our country, based on the relevant economic theory, this paper applies the data decomposition method to decompose the random impact effect from the economic growth and inflation in our country, and on this basis. To measure the short-term and long-term effects of random shocks on economic growth and inflation, the results of this paper show that on average in the sample period, the demand shock is negative and the supply shock is positive. (2) demand shock has a short-term positive "hump" effect on output and a positive long-term long-lasting effect on inflation; Supply shock has a positive lasting effect on economic growth and a negative lasting effect on inflation. 3) the rapid decline of economic growth during the financial crisis in the United States is the result of the combination of negative demand shock and supply shock, and the decline of price level is the result of negative demand shock. In in the second quarter of 2009, China's economic recovery was mainly due to the contribution of demand shocks. The medium and long term trend components of the current economic growth rate are relatively low, and the recovery process is still not stable.
【作者单位】：华东交通大学经济管理学院;
【基金】：国家自然科学基金项目(70971040) 教育部人文社会科学项目(09YJC90085) 江西省自然科学基金项目(2009GZS0005)资助
【分类号】：F124;F822.5;F224
【正文快照】： 一、引言近年来,我国频繁遭遇重大随机冲击,如2003年的“非典”疫情,2007年下半年开始的猪肉价格和农产品价格的上涨,2008年的冰雪灾害和美国金融危机等。这些随机冲击不同程度地从需求和供给两个方面改变我国宏观经济的运行,由此而提出的问题是:如何分解经济增长和通货膨胀

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