基于CPI分项目价格指数的中国核心通货膨胀估计及政策选择研究被引量：15

Research on the Estimation of China's Core Inflation Based on the Sub-item Price Indices of CPI and the Policy Selection

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摘要核心通货膨胀是观测到的通货膨胀中长期的、持续的成分。核心通货膨胀对经济形势的判断与宏观经济政策的制定有着重要的意义。本文使用CPI分项目价格指数建立动态因子指数(DFI)模型估计了2001年1月至2011年4月中国的核心通货膨胀。结果显示,我们估计的核心通货膨胀反映了通货膨胀的趋势,能够很好地反映货币供给的变化,对未来5～19个月的CPI亦有较好的预测能力。 Core inflation is the long-run,persistent component of the observed inflation,and it is very important to the judgment of economic situation and adoption of the macroeconomic policies.In this paper we establishes a Dynamic Factor Index Mode using the sub-item price indices of CPI to estimate China’s core inflation from January 2001 to April 2011.The results show that the estimated core inflation reflects the change of money supply and represents the trend of inflation very well,and also forecasts the CPI of future 15~19 months well.

作者赵昕东汤丹

机构地区华侨大学数量经济研究院华侨大学

出处《统计研究》 CSSCI 北大核心 2012年第7期31-36,共6页 Statistical Research

基金 "中央高校基本科研业务费专项资金"资助 "福建省新世纪优秀人才支持计划"资助

关键词核心通货膨胀 DFI模型 CPI分项目价格指数 Core Inflation DFI Model Sub-item Price Indices of CPI

分类号 C812 [社会学—统计学]

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参考文献17

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