通货膨胀预期量化方法比较及与实际通胀关系研究

Comparison of inflation expectation quantization methods and relationship with actual inflation

文章首先从统计特征角度对基于差额统计量法、C-P概率法和时变参数法测算的预期通胀率做出比较分析。在此基础上,运用向量自回归模型研究了我国实际通货膨胀与预期通货膨胀之间相互影响关系,实证分析结果表明我国预期通货膨胀对实际通货膨胀几乎没有影响,而实际通货膨胀是预期通货膨胀变化的一个重要原因。

First inflation expectations were compared based on balance statistic method, C-P probability method and time-var-ying parameter method through the pespective of statistical characteristics. On this basis, through vector auto regression model the relationship between actual inflation and expected inflation was analyzed, and the result shows that expected inflation has almost no effect on actual inflation, while the actual inflation is one of the important reasons for expected inflation changes.