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非对称的价格调整与中国的菲利普斯曲线

发布时间:2018-03-03 02:34

  本文选题:菲利普斯曲线 切入点:价格非对称 出处:《吉林大学》2006年硕士论文 论文类型:学位论文


【摘要】: 菲利普斯曲线作为反映失业率、经济增长率和通货膨胀率之间关系的曲线,一直为政策制订者提供重要的分析工具。然而,关于菲利普斯曲线的形式问题一直是宏观经济中争论的焦点。本文证实了价格调整的非对称性,以及由此而导致的中国菲利普斯曲线的非对称性。 本文的第一章主要是菲利普斯曲线理论的演进及评述,提供了一些关于菲利普斯曲线的基本知识,和不同经济学派的不同看法。第二章注重介绍了用以检验和测度菲利普斯曲线机制的时间序列模型和方法,这为我们后面的实证分析奠定了基础。文章中主要用到的门限自回归模型将在这一章中详细的介绍。 第三章是本文的实证部分。在这一章里,确定了通货膨胀率序列的单位根过程,估计了通货膨胀压力的门限自回归方程,证实了价格调整非对称的存在,同时也证明了中国菲利普斯曲线的非对称。第四章是本文的结论部分,对于非对称的价格调整和非对称的菲利普斯曲线的成因进行了分析,认为与菜单成本相联系的粘性价格是导致非对称性的主要原因,而价格调整的非对称性和菲利普斯曲线的非对称性是导致货币政策非对称的一个重要因素。
[Abstract]:The Phillips curve, which reflects the relationship between unemployment, economic growth and inflation, has been an important analytical tool for policy makers. The form of Phillips curve has always been the focus of debate in macroeconomics. This paper proves the asymmetry of price adjustment and the asymmetry of Phillips curve in China. The first chapter of this paper is mainly about the evolution and review of Phillips curve theory, which provides some basic knowledge about Phillips curve. The second chapter focuses on the time series models and methods used to test and measure Phillips curve mechanism. This will lay the foundation for our empirical analysis. The threshold autoregressive model which is mainly used in this paper will be introduced in detail in this chapter. The third chapter is the empirical part of this paper. In this chapter, we determine the unit root process of inflation rate series, estimate the threshold autoregressive equation of inflation pressure, and prove the existence of price adjustment asymmetry. At the same time, it is proved that the asymmetry of Phillips curve in China. Chapter 4th is the conclusion of this paper. The causes of asymmetric price adjustment and asymmetric Phillips curve are analyzed. It is considered that the viscous price associated with menu cost is the main cause of asymmetry, and the asymmetry of price adjustment and the asymmetry of Phillips curve is an important factor leading to the asymmetry of monetary policy.
【学位授予单位】:吉林大学
【学位级别】:硕士
【学位授予年份】:2006
【分类号】:F015;F224

【引证文献】

相关硕士学位论文 前2条

1 王静;中国菲利普斯曲线的非线性实证分析[D];东北财经大学;2011年

2 孙玉雪;菲利普斯曲线的产生及其演进[D];吉林大学;2013年



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