中国贸易开放与通货膨胀持续性关系研究

经济理论与经济管理 ›› 2011, Vol. ›› Issue (6): 59-68.

中国贸易开放与通货膨胀持续性关系研究

李杰, 庞皓

西南财经大学统计学院, 成都 610074

收稿日期:2011-02-22 出版日期:2011-06-16 发布日期:2012-02-27

THE RELATIONSHIP BETWEEN TRADE OPENNESS AND INFLATION PERSISTENCE IN CHINA

LI Jie, PANG Hao

Statistics School, Southwestern University of Finance and Economics, Chengdu 610074, China

Received:2011-02-22 Online:2011-06-16 Published:2012-02-27

摘要/Abstract

摘要： 本文分别利用修正的综合贸易强度公式和卡尔曼滤波方法估计了中国改革开放以来的贸易开放度和时变的通货膨胀持续性,并在此基础上对中国贸易开放与通货膨胀持续性关系进行了实证研究。结果表明:中国贸易开放度的变化表现出明显的阶段性特征;中国的通货膨胀持续性处于不断波动的过程中,从趋势来看,中国的通货膨胀持续性呈现出不断下降的趋势;贸易开放度的提高对中国的通货膨胀持续性具有显著的负向影响。

关键词: 贸易开放, 通货膨胀持续性, 卡尔曼滤波

Abstract: Using the modified formula of comprehensive trade intensity and Kalman filter,this paper estimated the degree of trade openness and time-varying inflation persistence in China since the reform and opening up,and investigated the relationship between trade openness and inflation persistence empirically.The results showed that: the change in the degree of trade openness in China showed significant stage characteristics;inflation persistence was in the process of fluctuations,which showed a declining trend;the increasing in the degree of trade openness had significantly negative impacts on the inflation persistence.

Key words: trade openness, inflation persistence, Kalman filter

中图分类号:

F746.12/820.5

李杰, 庞皓. 中国贸易开放与通货膨胀持续性关系研究[J]. 经济理论与经济管理, 2011, (6): 59-68.

LI Jie, PANG Hao. THE RELATIONSHIP BETWEEN TRADE OPENNESS AND INFLATION PERSISTENCE IN CHINA[J]. Economic Theory and Business Management, 2011, (6): 59-68.

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