财经理论与实践
財經理論與實踐
재경이론여실천
The Theory and Practice of Finance and Economics
2011年
3期
8~12
,共null页
产出缺口 菲利普斯曲线 通货膨胀
產齣缺口 菲利普斯麯線 通貨膨脹
산출결구 비리보사곡선 통화팽창
Output gap; Philips curve; Inflation
基于菲利普斯曲线理论中产出缺口与通货膨胀率的关系，应用卡尔曼滤波方法估算我国的潜在产出与产出缺口，通过格兰杰因果关系验证产出缺口与通货膨胀的因果关系，并建立产出缺口的菲利普斯曲线模型进行通货膨胀预测。实证结果表明该模型能够较好地预测我国通货膨胀，从而能为制定相应的货币政策提供良好的参考。
基于菲利普斯麯線理論中產齣缺口與通貨膨脹率的關繫，應用卡爾曼濾波方法估算我國的潛在產齣與產齣缺口，通過格蘭傑因果關繫驗證產齣缺口與通貨膨脹的因果關繫，併建立產齣缺口的菲利普斯麯線模型進行通貨膨脹預測。實證結果錶明該模型能夠較好地預測我國通貨膨脹，從而能為製定相應的貨幣政策提供良好的參攷。
기우비리보사곡선이론중산출결구여통화팽창솔적관계，응용잡이만려파방법고산아국적잠재산출여산출결구，통과격란걸인과관계험증산출결구여통화팽창적인과관계，병건립산출결구적비리보사곡선모형진행통화팽창예측。실증결과표명해모형능구교호지예측아국통화팽창，종이능위제정상응적화폐정책제공량호적삼고。
Based on the Phillips curve theory of the relationship between output gap and inflation rate, the potential output and output gap has been estimated by Kalman filtering methods. After verified the causality relationship between output gap and inflation rate by Granger causality test, the Philips curve of output gap has been designed to forecast inflation rate. Empirical analysis shows that the curve works and it maybe can give some ideas to our monetary policy making.
