通货膨胀率与产出增长率之间趋势性与波动性关联的实证分析被引量：17

A Positive Study of the Relationship between Inflation and Growth:Trends andFluctuations

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摘要实际产出增长率和通货膨胀率的波动性对于各自的水平值存在显著影响,并且通货膨胀率和产出增长率的波动性对作用在水平值上的随机冲击具有非对称反应;通货膨胀率的水平值和波动性对于实际产出的波动性具有显著的Granger影响,可以解释和说明后继的产出波动性;这些实证结论说明,价格水平及其波动性对于保持实际经济的持续快速增长具有重要作用,积极的货币政策仍然是保持经济快速增长的有效政策取向。

作者刘金全崔畅

机构地区吉林大学数量经济研究中心吉林大学

出处《南开经济研究》 CSSCI 北大核心 2004年第2期57-61,共5页 Nankai Economic Studies

关键词通货膨胀率产出增长率波动性实证分析趋势性 Inflation Inflation Rate Output Growth GARCH—M Modol Granger Causality Test

分类号 F224 [经济管理—国民经济]

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