| 过剩产能与通货膨胀的关系分析——基于包含随机波动的TVP模型考察 |
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| 引用本文： | 罗毅丹,徐俊武. 过剩产能与通货膨胀的关系分析——基于包含随机波动的TVP模型考察[J]. 中南财经政法大学学报, 2010, 0(2) |
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| 作者姓名： | 罗毅丹 徐俊武 |
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| 作者单位： | 1. 华中科技大学,经济学院,湖北,武汉,430074
2. 中南财经政法大学,经济学院,湖北,武汉,430073 |
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| 摘 要： | 为了更准确的考察目前中国的过剩产能与通货膨胀的关系,本文构造了一个包含随机波动的TVP模型对中国通货膨胀与产出缺口间的关系进行了实证分析,实证结果表明:中国通货膨胀的随机波动程度有不断增强的趋势;产出缺口对通货膨胀的影响力度有不断减弱的趋势;改善经济发展的结构性矛盾、提高供给部门的效率是实现价格稳定下经济快速增长的根本途径.
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| 关 键 词： | 通货膨胀 产能过剩 产出缺口 TVP模型 |
The Relationship between Excess Capacity and Inflation:An Analysis Based on TVP Model Including Stochastic Volatility |
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| LUO Yidan,XU Junwu. The Relationship between Excess Capacity and Inflation:An Analysis Based on TVP Model Including Stochastic Volatility[J]. Journal of Zhongnan University of Finance and Economics, 2010, 0(2) |
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| Authors: | LUO Yidan XU Junwu |
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| Affiliation: | LUO Yidan XU Junwu(1.School of Economics,Huazhong University of Science , Technology,Wuhan 430074,China,2.School of Economics,Zhongnan University of Economics , Law,Wuhan 430073,China) |
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| Abstract: | In order to more accurately study the relationship between current excess capacity and inflation,this paper utilizes a TVP model including stochastic volatility in the empirical research.The result shows that the degree of stochastic volatility in inflation has the trend to increase,while the effect of output-gap on inflation has the trend to decrease.Improving the structural contradictions in economic development and increasing the efficiency of the supply sector are the fundamental ways to achieve price s... |
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| Keywords: | Inflation Excess Capacity Output-gap TVP Model |
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