中国核心通货膨胀度量研究图书
Study on the Measurement of China's Core Inflation
[内容简介] 本书从多个评价标准角度对核心通货膨胀度量方法的选择进行定性和定量研究,比较各种度量方法的优劣之处。采用不同的模型对核心通货膨胀预测未来标题通货膨胀的能力进行研究,提出一个新的、更适合于检验我国核心CPI对CPI预测能力的模型。对关注核心通货膨胀的原因及政策风险进行理论分析,以及我国核心CPI与货币政策关系和如何看待核心CPI与CPI进行研究分析,针对它们的不同特点提出相应的建议。
相关信息
Abstract
序
摘要
第一章 绪论
第一节 选题的背景
第二节 研究的目的与意义
第三节 研究的主要思路和内容
一 研究思路
二 研究的主要内容
第二章 核心通货膨胀的含义及度量方法综述
第一节 核心通货膨胀的含义
一 核心通货膨胀的含义
二 核心通货膨胀的度量方法
(一)基于同期横截面数据的核心通货膨胀度量方法
1.剔除法
2.加权中位数法
3.修剪均值法
(二)基于时间序列数据的核心通货膨胀度量方法
1.平滑法
2.结构向量自回归模型法
3.共同趋势模型
(三)基于面板数据的核心通货膨胀度量方法
1.方差权重法
2.惯性权重法
3.动态因子指数模型
4.协整-误差修正模型
第二节 国内外研究状况
第三节 小结
第三章 中国核心通货膨胀的度量
第一节 基于同期横截面数据度量中国的核心通货膨胀
一 运用剔除法度量中国的核心通货膨胀
二 运用修剪均值法和加权中位数法度量中国的核心通货膨胀
第二节 基于时间序列数据度量中国的核心通货膨胀
一 运用指数平滑法度量中国的核心通货膨胀
二 运用SVAR模型度量中国的核心通货膨胀
三 运用共同趋势模型度量中国的核心通货膨胀
第三节 基于面板数据度量中国的核心通货膨胀
一 运用方差权重法度量中国的核心通货膨胀
二 运用惯性权重法度量中国的核心通货膨胀
第四节 基于贝叶斯状态空间模型估计中国的核心通货膨胀
一 贝叶斯方法和MCMC方法
二 状态空间模型的估计-卡尔曼滤波估计与贝叶斯分析
三 我国核心CPI的估计-基于BGS状态空间模型
四 模型参数估计及数据分析
五 我国核心通货膨胀的估计及验证
第五节 我国核心通货膨胀的估计——基于动态因子指数模型
一 动态因子指数模型的估计原理
二 基于DFI模型的我国核心通货膨胀的参数估计与数据分析
三 基于DFI的核心CPI估计与验证
第六节 小结
第四章 核心通货膨胀度量方法的评价研究
第一节 核心通货膨胀度量方法的期望性质
第二节 基于统计分析的度量方法比较
第三节 追踪通货膨胀趋势能力比较
第四节 产出缺口与核心CPI的关系分析
第五节 小结
第五章 核心通货膨胀的预测能力研究
第一节 基于核心通货膨胀预测通货膨胀的方法
第二节 核心通货膨胀预测能力比较分析
第三节 小结
第六章 核心通货膨胀与货币政策
第一节 核心通货膨胀的分析工具含义
第二节 关注核心通货膨胀的原因
第三节 关注核心通货膨胀的政策风险
第四节 我国的核心CPI与货币政策
第五节 小结
第七章 结论与展望
第一节 重要研究结论与研究创新
一 重要研究结论
二 研究创新
第二节 研究不足与展望
总序
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