中国转轨时期物价波动的实证分析  

Price Fluctuation in China's Transitional Economy

作　　者：高铁梅[1] 刘玉红[2] 王金明[2] 

机构地区：[1]东北财经大学数量经济研究所 [2]吉林大学商学院

出　　处：《中国社会科学》2003年第6期73-83,共11页Social Sciences in China

基　　金：教育部重点研究基地重大项目的资助 ;批准号 :0 1JAZJD790 0 0 3 ;国家自然科学基金项目资助 ;项目号 :70 1 71 0 1 9

摘　　要：中国近年来出现的通货紧缩有着复杂的背景 ,既与处于市场化转轨过程有关 ,又与体制上一些特殊因素有关。本文试图利用TARCH模型和变参数模型从货币政策对物价影响的非对称效应、货币原因、总供给曲线和产出缺口 ,以及消费需求、企业效益对物价的影响等多个视角定量分析和探讨中国转轨时期经济高增长与通货紧缩并存的原因。Internal contradictions of a new kind emerged as China moved toward a socialist market economy over the past decade. Due both to the transformation and institutional factors, high inflation was replaced by a deflation. A quantitative analysis and discussion of the co-existence of a high growth rate and the deflation is offered here, using the TARCH and variation parameter models, from the perspectives of asymmetric effects of monetary policy on prices, monetary causes of deflation, gross supply curve and output gap, and effects of consumption demands and enterprise yields on prices.

关 键 词：中国 通货紧缩 物价 TARCH模型 变参数模型 货币政策 非对称效应 

分 类 号：F726[经济管理—产业经济]