非线性泰勒规则在我国的适用性量化检验  

Nonlinear Modeling and Application of the Taylor Rule Based on the STR Model

作　　者：尤佳[1] 刘曦 

机构地区：[1]辽宁省交通高等专科学校,辽宁沈阳110122 [2]石家庄万学教育培训学校,河北石家庄050000

出　　处：《辽宁省交通高等专科学校学报》2014年第1期48-53,共6页Journal of Liaoning Provincial College of Communications

摘　　要：本文分析了非线性泰勒规则的引源、适用条件及成因,明晰了非线性泰勒规则的理论脉络,对泰勒规则非线性STR方法进行了选择和比较,给出了平滑转换机制(STR)模型,在此基础上进行了优化和改进,建立了泰勒规则非线性STR的模型,采用了中国从1996年至2011年近64个季度GDP、同业拆借利率、CPI及上证综合指数(参考变量)等宏观经济变量对论文所建模型进行了实证检验,研究同时也证明了该模型的合理性。对所构造模型与线性泰勒规则模型进行对比,通过线性和非线性预测值和实际值的比较证明了模型的有效性、正确性,并给出相关政策建议。This article analyzes the nonlinear Taylor rule＇s source, usage and origin. It defines the theoret-ical context of the nonlinear Taylor rules, and conducts a comparison and selection of the Taylor rule non-linear STR methods. A smooth transition mechanism （STR） model is given, based on which the optimiza-tion and improvement is gained. It finally establishes the Taylor rule nonlinear STR model. Several macro-economic variables testing the model are established in this article; the study also shows the model is rea-sonable. The variables embrace GDP, interbank lending rates, CPI and the Shanghai composite index （ref-erence variables）, the data is range from 1996 to 2011, nearly 64 quarters. The model established in this article is compared with the linear Taylor rule model, through the two models＇ predictive value and actual value comparison, it has been proved the effectiveness of the model established in this article, and finally gives some policy recommendations.

关 键 词：泰勒规则 非线性 STR模型 利率平滑 

分 类 号：F224[经济管理—国民经济]