【摘要】：文章簡單介紹了有關(guān)通貨膨脹與RPV關(guān)系的理論并構(gòu)建了理論模型;然后估算了中國加權(quán)的RPV與不加權(quán)的RPV以及通貨膨脹率,再構(gòu)建單變量的GARCH模型將通貨膨脹率分解為預(yù)期通貨膨脹、非預(yù)期通貨膨脹和通貨膨脹不確定性三個(gè)要素,并運(yùn)用估計(jì)得到的數(shù)據(jù)實(shí)證檢驗(yàn)了中國通貨膨脹與RPV的關(guān)系。研究得出中國通貨膨脹與RPV呈指數(shù)型非線性關(guān)系,并且存在結(jié)構(gòu)斷點(diǎn),國外有關(guān)通貨膨脹與RPV關(guān)系的理論模型也得到了一定地?cái)?shù)據(jù)支持,但是單獨(dú)一種理論模型無法全面解釋中國RPV與通貨膨脹的關(guān)系,三種模型結(jié)合起來也是不健全的。
[Abstract]:This paper briefly introduces the theory of the relationship between inflation and RPV and constructs a theoretical model. Then we estimate China's weighted RPV and unweighted RPV and inflation rate, then construct a single variable GARCH model to decompose inflation into three factors: expected inflation, unanticipated inflation and inflation uncertainty. And using the estimated data to test the relationship between inflation and RPV in China. It is concluded that the relationship between inflation and RPV in China is exponential nonlinear, and there are structural breakpoints. The theoretical models of inflation and RPV in foreign countries are also supported by some data. However, a single theoretical model cannot fully explain the relationship between RPV and inflation in China, and the combination of the three models is not perfect.
【作者單位】： 重慶大學(xué)貿(mào)易與行政學(xué)院;重慶大學(xué)經(jīng)濟(jì)與工商管理學(xué)院;
【基金】：國家社會科學(xué)基金資助項(xiàng)目(07BJY110)
【分類號】：F224;F822.5

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本文編號：2466314