本文關(guān)鍵詞：通貨膨脹預(yù)期的異質(zhì)性與動態(tài)過程　出處：《華僑大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 通脹預(yù)期 貝葉斯 狀態(tài)空間 Gibbs sampling 媒體報道

【摘要】：本文主要對于通貨膨脹預(yù)期的異質(zhì)性與動態(tài)更新過程進(jìn)行實證研究。對于異質(zhì)性來說主要將群體劃分成了一般居民與專家兩個群體，比較了兩個群體的通脹預(yù)期。我們發(fā)現(xiàn)一般居民與專家的通脹預(yù)期存在一定的異質(zhì)性。專家的預(yù)期相比于一般居民的預(yù)期更加接近實際的通貨膨脹。 針對一般居民的通脹預(yù)期更新的過程，我們從信號抽離的角度建立了一個貝葉斯?fàn)顟B(tài)空間模型(Bayesian State Space Model)，將一般居民的預(yù)期與專家的預(yù)期聯(lián)系起來。在國內(nèi)對于通脹預(yù)期的研究中，本文首次嘗試將國內(nèi)媒體報道的影響納入我國一般居民通貨膨脹預(yù)期形成的動態(tài)模型中，，并使用Gibbs sampling algorithm對模型進(jìn)行了估計，得到了一些有意義的結(jié)論：(1)一般居民的通脹預(yù)期更新隨著時間發(fā)生動態(tài)的調(diào)整；(2)一般居民的通脹預(yù)期受到媒體報道強(qiáng)度的影響；(3)更多的媒體報道，即更多的信息，有助于居民形成更加準(zhǔn)確的通脹預(yù)期。
[Abstract]:This paper mainly focuses on the heterogeneity of inflation expectations and the process of dynamic renewal. For heterogeneity, the population is divided into two groups: general residents and experts. This paper compares the inflation expectations of the two groups. We find that there is a certain heterogeneity between the inflation expectations of the average resident and that of the expert. The expectation of the expert is closer to the actual inflation than that of the average resident. The process of updating inflation expectations for the general population. We establish a Bayesian State Space Model from the angle of signal extraction. Link the expectations of the average resident with the expectations of the experts. In the domestic study of inflation expectations. For the first time, this paper attempts to incorporate the impact of domestic media reports into the dynamic model of inflation expectations of the general population in China. Gibbs sampling algorithm is used to estimate the model. Some meaningful conclusions are obtained: (1) the average resident's inflation expectation is updated and adjusted dynamically over time; (2) the inflation expectations of the general population are affected by the intensity of media coverage; More media coverage, that is, more information, helps residents form more accurate inflation expectations.
【學(xué)位授予單位】：華僑大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F822.5;F224

【參考文獻(xiàn)】

相關(guān)期刊論文 前2條

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