中国通货膨胀预期的记忆性研究
投稿时间:2018-03-15  修订日期:2018-03-15  点此下载全文
引用本文:
摘要点击次数: 1139
全文下载次数: 0
作者单位邮编
于光耀 吉林警察学院经济管理系 130000
中文摘要:通货膨胀预期记忆性是通货膨胀预期理论的重要内容,也是央行制定货币政策和加强通胀预期管理的基础,但至今相关研究还非常少。本文采用中国人民银行《城镇储户问卷调查报告》中居民对下季度物价预期的数据,研究了净差额法、正态分布、均匀分布以及逻辑分布下通胀预期是否存在记忆性,以及不同省市之间记忆性的差异问题。研究结果表明,当我国居民通胀预期服从均匀分布时,通胀预期有可能存在记忆性,并且具有“长记忆”特征。同时,通过检验北京、河北、江西、云南等四省市通胀预期记忆性,发现北京通胀预期记忆性最短,其次是河北和云南,江西的通胀预期记忆性最长。通胀预期记忆性的差异来源于各省市居民对未来收入信心、金融参与程度以及人均收入等现实因素的差别。
中文关键词:通胀预期  记忆性  预期管理
 
Research on Inflation Expectation Memory in China
Abstract:Inflation expectation memory is an important part of inflation expectations theory. It is also the basis for the central bank to develop monetary policy and strengthen inflation expectations management, but so far, related research is very few. Based on the urban depositors survey report of the people's Bank of Chinese this paper analyzes the memory of inflation expectations in china, and the differences of memory between different provinces. The results show that inflation expectations are likely to have a "long memory" feature when the inflation expectation of our residents obeys a uniform distribution. Meanwhile, by testing the memory expectations of four provinces, we find that Beijing's inflation expectation is the shortest, followed by Hebei and Yunnan, and the inflation expectation of Jiangxi is the longest. The difference in the expected memory of inflation comes from the real factors of residents' confidence in future income, financial participation and per capita income.
keywords:Inflation Expectation  Memory  Management of Expectation
查看全文   查看/发表评论   下载pdf阅读器