基于开放经济DSGE模型的中国物价波动研究  

Research on China’s Price Fluctuation Based on DSGE Model of Open Economy

作　　者：李倩 李明磊 Li Qian;Li Minglei(School of Information Management and Statistics,Hubei University of Economics,Wuhan 430205,China)

机构地区：[1]湖北经济学院信息管理与统计学院

出　　处：《统计与决策》2019年第18期147-151,共5页Statistics & Decision

基　　金：国家社会科学基金资助项目(17CTJ013)

摘　　要：文章以小国开放经济动态随机一般均衡模型(DSGE)分析框架为依据,构建了一个适合中国国情的开放经济DSGE模型。通过对本国物价的动态性进行数量分析发现,供给冲击是影响我国物价波动的重要因素。因此,为了稳定物价,应该做好供给管理政策,关注国外物价波动和本国厂商生产技术进步。货币政策相较于财政政策对本国物价波动的影响程度更大,因此在制定稳定本国物价政策时除重点关注供给管理政策,还应该重点关注货币政策的实施。This paper is based on the analysis framework of the dynamic stochastic general equilibrium(DSGE) model of small open economy, establishing an open economy DSGE model suitable for China's national conditions. Through quantitative analysis of the dynamics of domestic prices, it is found that supply shock is an important factor affecting the price fluctuation in China. Therefore, in order to stabilize prices of commodities, we should make good supply management policies, and pay attention to foreign price fluctuations and domestic manufacturers' production technology progress. Compared with fiscal policies, monetary policies have a greater impact on domestic price fluctuations. Thus in formulating policies to stabilize domestic prices, we should focus not only on supply management policies, but also on the implementation of monetary policies.

关 键 词：物价 开放经济DSGE模型 传导途径及方差分解 

分 类 号：F222[经济管理—国民经济]