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利用包含随机波动的时变参数模型预测通货膨胀 被引量:1

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摘要 本文在广义的菲利普斯曲线的理论框架下,应用灵活的包含随机波动的时变参数模型(TVP-SV)分析了中国的通货膨胀预测。实证结果与传统的线性回归模型对比发现,TVP-SV模型能够更好地对数据进行拟合并显著的改善通货膨胀的预测精度。
作者 高展
出处 《开发研究》 CSSCI 北大核心 2010年第1期111-114,共4页 Research On Development
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参考文献10

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二级参考文献20

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