国际大宗商品价格冲击、传递效应与中国的通货膨胀动态

被引：9

作者：

张天顶

机构：

来源：

南方经济 | 2014年 / 09期

关键词：

国际大宗商品; 传递效应; Markov机制转换;

D O I：

10.19592/j.cnki.scje.2014.09.003

中图分类号：

F822.5 [通货膨胀]; F714 [商品价格与流通费用];

学科分类号：

摘要：

本文在Philips曲线设定下,通过扩展该模型实证考察国际大宗商品价格冲击对中国通货膨胀动态的影响作用。本文在线性模型设定以及Markov机制转换设定下考察国际大宗商品价格冲击对中国国内通货膨胀的传递效应。本文实证研究结果表明,国际大宗商品价格动态变化不仅在统计意义上显著地影响着中国通货膨胀动态,而且个别类别的国际大宗商品价格变化对中国通货膨胀动态的传递效应相对明显。最后,结合经验研究结果,本文提供了相关政策建议和启示。

引用

页码：27 / 44

页数：18

共 47 条

[1] China’’s Impact on World Commodity Markets. Roache,S.K. International Monetary Fund,Working Paper,No.12-115 . 2012
[2] Asymmetric Price Adjustment and Economic Fluctuations. Ball, Laurence,N Gregory Mankiw. The Economic Jour . 1994
[3] The Relation between Unemployment and the Rate of Change of Money Wage Rates in the United Kingdom, 1861-1957. Phillips A W. Economica . 1958
[4] Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?. Kwiatkowski D,Phillips PCB,Schmidt P,et al. Journal of Econometrics . 1992
[5] The Economic Effects of Energy Price Shocks. Lutz Kilian. Journal of Econometrics . 2008
[6] "What determines inflation in emerging market economies?,". Mohanty,M.S,M Klau. Modelling aspects of the inflation process and the monetary transmission mechanism in emerging market countries . 2001
[7] "The macroeconomic effects of oil price shocks:Why are the 2000s so different from the 1970s?". Blanchard,O.J,Gall,J. International Dimensions of Monetary Policy . 2007
[8] A Markov model for switching regressions. Stephen M. Goldfeld and Richard E. Quandt. Journal of Econometrics . 1973
[9] 货币供给、通货膨胀与产出波动的动态效应研究:1992-2013
陈守东
易晓溦
刘洋
[J]. 南方经济, 2014, (02) : 24 - 41
[10] Commodity prices and inflation. Fred Furlong,and Robert Ingenito. Economic review . 1996

← 1 2 3 4 5 →