中美两国通胀波动的实证比较研究  

A Comparative Study on the Empirical Results of China and the United States' Fluctuation of Inflation

作　　者：顾海兵[1] 霍仕胤 GU Haibing;HUO Shiyin(College of Economy, Renmin University of China, Beijing 100872, China)

机构地区：[1]中国人民大学经济学院,北京100872

出　　处：《云梦学刊》2018年第1期57-66,共10页Journal of Yunmeng

摘　　要：我国学者对通货膨胀波动的研究已取得较多成果,但是主要聚焦于国内数据,缺少海内外横向对比研究。从波动大小、周期性、同经济波动的关系三个角度,综合比较中、美两国通货膨胀波动的实证结果,我们发现,中国通胀波动具有"长周期、大波幅"的特征,经济增速大约领先通胀一年左右,通胀波动总体上高于经济波动;而美国通胀波动的特征则是"短周期、小波幅",经济增速领先通胀的关系较弱,通胀波动大体上低于经济波动。Chinese scholars have made substantial achievements in the study of fluctuation of inflation,but it mainly bases on domestic data and lacks the comparative study of both domestic and overseas.Our study focuses on three main aspects of the fluctuation of inflation:amplitude,cyclicality and the relation among economic fluctuations,and runs a comprehensive comparison of China and the United States'empirical results.We find that inflation in China has the characteristics of"long cycle and large amplitude".Economic growth leads about1year ahead of inflation and inflation generally has a higher fluctuation.However,the characteristics of inflation in the United States are characterized by"short cycle and small amplitude".There is no obvious relation between US economic fluctuation and the inflation's;fluctuations in inflation are generally lower than those in the economy.

关 键 词：通胀波动 移动平均法 周期分析 相关性分析 

分 类 号：F016[经济管理—政治经济学]