基于Markov区制转移模型的通货膨胀动态研究

采用Markov区制转移模型,就我国经济发展过程中通货膨胀的路径动态过程进行了深入研究。我国通货膨胀路径中存在着显著的"高通胀区制"和"低通胀区制",宏观调控政策对于通货膨胀具有显著的治理效应,在此情况下,正确判断通货膨胀所处的运行区制就成为确保经济调控政策科学有效的重要基础。

Dynamic Research of Inflation Based on Markov Regime-switching Model

Markov Regime-switching Model has been used to make an in-depth analysis of the dynamic path of inflation that comes out in the process of Chinese economic growth.It is indicated that remarkable "high inflation regime" and "low inflation regime" are existed in the inflation path of Chinese economy.And macro-control policy brings a significant governance effect to inflation.In this case,to make a correct judgment of inflation district will become the basic factor which ensures that the economic control polic...