| 菲利普斯曲线非线性特征考察:来自失业率及通胀率等国际面板数据 |
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| 引用本文： | 陈燕平,武娜,王群勇.菲利普斯曲线非线性特征考察:来自失业率及通胀率等国际面板数据[J].现代财经,2010(4). |
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| 作者姓名： | 陈燕平 武娜 王群勇 |
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| 作者单位： | 南开大学马列学院;天津财经大学经济学院;南开大学数量经济研究所; |
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| 基金项目： | 教育部基金资助项目(07JC790059) |
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| 摘 要： | 通过利用OECD国家1971~2007年期间的失业率、通胀率等国际面板数据考察菲利普斯曲线的非线性特征。表明,菲利普斯曲线不是简单的线性关系,而是存在明显的非线性特征。面板门限模型和平滑转换模型的结论显示,通胀率与失业率的关系随着通胀率的变化而变化,在高通胀状态,二者的替代关系非常明显,而在低通胀状态,二者的替代关系则明显减弱甚至消失。
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| 关 键 词： | 菲利普斯曲线 非线性面板 门限转换 平滑转换 |
On the Nonlinear Characteristics of Phillips Curve:with the International Panel Data such as Unemployment Rate and Inflation Rate |
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| Chen Yanping,Wu Na,Wang Qunyong.On the Nonlinear Characteristics of Phillips Curve:with the International Panel Data such as Unemployment Rate and Inflation Rate[J].Modern Finance and Economics(Journal of Tianjin University of Finance and Economics),2010(4). |
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| Authors: | Chen Yanping Wu Na Wang Qunyong |
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| Abstract: | In this paper,it turns out that Phillips curve is not a simple linear relations,but an obvious nonlinear relations.And the relations between inflation rate and unemployment rate changes when the inflation rate changes. |
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| Keywords: | Phillips Curve Nonlinear Penal Threshold Switching Smooth Transformation |
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