我国非加速通胀产能利用率的估计和检验  

Estimation and Test of China’s Non-Accelerating Inflation Capacity Utilization Rate

作　　者：曹颖琦[1] 焦晓松 廖望科 Cao Yingqi;Jiao Xiaosong;Lao Wangke(School of Statistics and Mathematics, Central University of Finance and Economics, Beijing 100081, China;Institute of Economics, Dali University, Dali 671003, China)

机构地区：[1]中央财经大学统计与数学学院,北京100081 [2]大理大学经济研究所,云南大理671003

出　　处：《统计与决策》2018年第8期152-155,共4页Statistics & Decision

基　　金：国家自然科学基金资助项目(71263002);云南省哲学社会科学规划项目(ZD201703)

摘　　要：非加速通胀产能利用率是衡量产能利用率与通货膨胀之间关系的一个重要指标,是产能利用率的一种＂长期均衡水平＂或＂合意水平＂。文章首先在Mc Elhattan模型基础上利用4种不同来源的产能利用率以及PPI、CPI和GDP平减指数作为通胀代表变量对中国的非加速通胀产能利用率进行估计,并采用OLS-CUSUM和ME过程对估计值的稳定性进行精确检验。最后构建产能利用率均衡偏离程度变量,对产能利用率偏离长期均衡对经济增长的影响进行分析。Non-accelerated inflation Capacity utilization（NAICU） is an important measure of the relationship between capacity utilization and inflation, and a＂long-term equilibrium＂or＂acceptable level＂of capacity utilization. This paper firstly employs four capacity utilization rates of different sources and the PPI, CPI, and GDP deflator as a variable of inflation to estimate China＇s non-accelerated inflation capacity utilization rate based on the Mc Elhattan model. And then the paper uses OLS-CUSUM and ME process to accurately test the stability of the estimates. Finally, the paper constructs a variable of equilibrium deviation degree of capacity utilization to analyze the influence of capacity utilization deviation from long-term equilibrium on economic growth.

关 键 词：非加速通胀产能利用率 稳定性检验 均衡偏离程度 脉冲响应函数 方差分解 

分 类 号：F22[经济管理—国民经济]