中国菲利普斯曲线的动态特征研究

发布时间：2018-07-16 13:10

【摘要】：菲利普斯曲线是宏观经济学的重要内容，也是当代西方经济学各学派之间的争议焦点。在西方国家，菲利普斯曲线模型已经得到了广泛和深入的研究以及运用,但是运用菲利普斯曲线模型对我国的通货膨胀进行分析研究和预测还处在一个发展阶段。要把源自西方的菲利普斯曲线理论运用于中国的经济实践，就必须将其与中国的实际经济情况相结合。传统的中国菲利普斯曲线研究没有充分反映中国菲利普斯曲线的动态特征，无法体现出不同时期的通货膨胀率对产出缺口的敏感性差异及其变化趋势，故而在分析的和预测的效果上欠佳。因此，对中国菲利普斯曲线的动态特征进行实证研究，分析通货膨胀对产出缺口的敏感性的动态变化规律，对于完善菲利普斯曲线理论研究，预测通货膨胀率以提高货币政策的有效性而言，都是具有一定意义的。本文在回顾菲利普斯曲线理论的发展和演变过程的基础上总结了菲利普斯曲线的主要形式，并比较了各学派的菲利普斯曲线的主要差异。本文构建了“物价—产出”的中国菲利普斯曲线的可变参数模型，并在1978-2011年的中国年度经济数据的基础上，运用状态空间模型的方法对“物价—产出”的中国菲利普斯曲线的动态特征进行了估计，并对估计的结果进行了分析。通过实证研究，本文认为：“物价—产出”的中国菲利普斯曲线总体来说是正斜率的，也就是说通货膨胀率对产出缺口的变化是敏感的，物价和产出是正相关的；通货膨胀率对产出缺口的敏感度是呈“凸型”变化的，这种变化是由中国的经济体制和价格体制改革进程所决定的；“物价—产出”的中国菲利普斯曲线的动态特征，是和中国经济的周期和经济运行情况密切相关的。本文进而提出了继续深化改革，完善社会主义市场经济制度和根据通货膨胀的驱动类型对症下药的政策建议，，并指出了本文的不足和有待进一步研究的问题。
[Abstract]:Phillips curve is an important part of macroeconomics and the focus of controversy among different schools of contemporary western economics. In western countries, Phillips curve model has been widely and deeply studied and applied, but the analysis and prediction of inflation in China by using Phillips curve model is still in a stage of development. In order to apply the Phillips curve theory from the West to China's economic practice, it is necessary to combine it with China's actual economic situation. The traditional study of Phillips curve in China does not fully reflect the dynamic characteristics of the Phillips curve in China, nor can it reflect the difference in the sensitivity of inflation rate to the output gap and its changing trend in different periods. As a result, the results of analysis and prediction are poor. Therefore, this paper makes an empirical study on the dynamic characteristics of Phillips curve in China, analyzes the dynamic changes of inflation sensitivity to output gap, and improves the theoretical study of Phillips curve. It is meaningful to forecast inflation rate in order to improve the effectiveness of monetary policy. On the basis of reviewing the development and evolution of Phillips curve theory, this paper summarizes the main forms of Phillips curve, and compares the main differences of Phillips curve among different schools. In this paper, the variable parameter model of the "price-output" Phillips curve in China is constructed, and based on the annual economic data of China from 1978 to 2011, The dynamic characteristics of the "price-output" Phillips curve in China are estimated by using the state-space model, and the results are analyzed. Based on the empirical research, this paper holds that the Phillips curve of "price-output" is generally positive slope, that is, inflation rate is sensitive to the change of output gap, and price and output are positively related; The sensitivity of inflation rate to the output gap is a "convex" change, which is determined by the reform process of China's economic system and price system, and the dynamic characteristics of the "price-output" Phillips curve in China. It is closely related to the cycle and operation of the Chinese economy. This paper further puts forward the policy suggestions of deepening the reform, perfecting the socialist market economic system and giving the right remedy according to the driving type of inflation, and points out the shortcomings of this paper and the problems to be further studied.
【学位授予单位】：华侨大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F124;F822.5;F224

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