我国核心通货膨胀率的测定研究--小波方法的应用与比较

A Study on Measurement of Core Inflation of China——The Application and Comparison of Wavelet Method

对通货膨胀的控制是国家宏观经济调控的重要组成部分,我国统计机构目前虽然还没有正式界定和公布核心通货膨胀率,但是学术界从2004年就已经展开了广泛的研究。本文用小波方法建立了一种核心通货膨胀率的最新测量方法,并将该方法与目前常用方法作比较,结果显示该方法在测量中长期通货膨胀率时表现优异,并且在进行预测时效果优于部分常用方法。

Inflation targeting is an important part of macroeconomic control.Although Chinese national statistical agency has not defined and promulgated core inflation,it was studied broadly in academic circles since 2004.This paper uses wavelet to develop a core inflation measure,and makes comparisons with some classical methods.Our conclusion is that wavelet method does a better job in measuring and performs normally in predicting.