| 通货膨胀不确定性及其对宏观经济的影响 |
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| 引用本文： | 马文涛. 通货膨胀不确定性及其对宏观经济的影响[J]. 中南财经政法大学学报, 2010, 0(2) |
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| 作者姓名： | 马文涛 |
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| 作者单位： | 西安交通大学,经济与金融学院,陕西,西安,710061 |
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| 基金项目： | 教育部应急课题"国际金融危机应对研究" |
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| 摘 要： | 利用马尔科夫范式转换模型分析了1985年1月到2009年7月我国通货膨胀的状态转换特征,并考察了与之伴随的不确定性及其对我国主要宏观经济变量的影响,发现通货膨胀不确定性仅对消费波动有显著影响,对投资和净出口的影响不显著,且方差不确定性和均值不确定性分别导致了消费波动增大与减小.通货膨胀不确定性凸显了宏观调控的重要性,积极、有效、透明的政策能够减少消费所面临的不确定性,保证居民消费的稳定和可持续增长,将有助于扩大内需,促进我国经济增长.
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| 关 键 词： | 通货膨胀 马尔科夫范式转换 宏观经济波动 |
Inflation Uncertainty and Its Effects on Macroeconomy |
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| MA Wentao. Inflation Uncertainty and Its Effects on Macroeconomy[J]. Journal of Zhongnan University of Finance and Economics, 2010, 0(2) |
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| Authors: | MA Wentao |
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| Affiliation: | MA Wentao(School of Economics , Finance,Xi'an Jiaotong University,Xi'an 710061,China) |
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| Abstract: | Markov regime switching model is applied to analyze characteristic of inflation from January of 1985 to July of 2009 and its' uncertainty,which includes uncertainty related to inflation's mean and uncertainty related to inflation's variance,and the effects of uncertainty on macro variables,such as consumption,investment and trade surplus.The results show that inflation uncertainty makes an impact on fluctuation of consumption and has no influence on the fluctuation of investment and trade surplus.Specifical... |
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| Keywords: | Inflation Markov Regime Switching Macroeconomic Fluctuation |
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