我国地下经济与通货膨胀的关系研究——基于MSVAR模型的实证检验  

On the relationship between Chinese underground economy and inflation——an empirical study based on the MSVAR model

作　　者：解梁秋[1] 解梁军[2] 

机构地区：[1]长春工程学院管理学院,长春130012 [2]上海市电力公司,上海200432

出　　处：《长春工程学院学报（社会科学版）》2011年第3期41-44,共4页Journal of Changchun Institute of Technology(Social Sciences Edition)

基　　金：吉林省社科规划基金项目(项目编号:2009B254)

摘　　要：利用MS(2)-VAR(1)模型,对我国地下经济规模的变动对通货膨胀的影响进行了研究。研究结果表明:我国地下经济规模的变动存在着显著的2区制(Regime)性质,即"低规模阶段"和"高规模阶段",目前我国的地下经济具有向"高规模"阶段转变的趋势。地下经济规模对通货膨胀的影响随着地下经济规模所处阶段的不同也发生了显著的变化。当地下经济处于"低规模阶段"时,地下经济对通货膨胀的影响很弱;当地下经济处于"高规模阶段"时,地下经济对通货膨胀具有较强的加剧作用。This paper uses MS（2）-VAR（1） model to study the influence of the Chinese underground economy scale change on the inflation.The research result indicates：Chinese underground economy scale changes possess ＂two-regime＂ characters,that is,small scale stage and large scale stage.At present,Chinese underground economy is moving towards large scale stage.The influence of underground economy scale changes the inflation very outstandingly when underground economy at different stages.If underground economy is at small scale stage,its influence on inflation is weak.However,if it is at large scale stage,it has greater influence and enhances inflation.

关 键 词：地下经济 通货膨胀 MSVAR模型 

分 类 号：F121.29[经济管理—世界经济]