本文選題：菲利普斯曲線　切入點：價格非對稱　出處：《吉林大學》2006年碩士論文　論文類型：學位論文

【摘要】： 菲利普斯曲線作為反映失業(yè)率、經濟增長率和通貨膨脹率之間關系的曲線,一直為政策制訂者提供重要的分析工具。然而,關于菲利普斯曲線的形式問題一直是宏觀經濟中爭論的焦點。本文證實了價格調整的非對稱性,以及由此而導致的中國菲利普斯曲線的非對稱性。 本文的第一章主要是菲利普斯曲線理論的演進及評述,提供了一些關于菲利普斯曲線的基本知識,和不同經濟學派的不同看法。第二章注重介紹了用以檢驗和測度菲利普斯曲線機制的時間序列模型和方法,這為我們后面的實證分析奠定了基礎。文章中主要用到的門限自回歸模型將在這一章中詳細的介紹。 第三章是本文的實證部分。在這一章里,確定了通貨膨脹率序列的單位根過程,估計了通貨膨脹壓力的門限自回歸方程,證實了價格調整非對稱的存在,同時也證明了中國菲利普斯曲線的非對稱。第四章是本文的結論部分,對于非對稱的價格調整和非對稱的菲利普斯曲線的成因進行了分析,認為與菜單成本相聯(lián)系的粘性價格是導致非對稱性的主要原因,而價格調整的非對稱性和菲利普斯曲線的非對稱性是導致貨幣政策非對稱的一個重要因素。
[Abstract]:The Phillips curve, which reflects the relationship between unemployment, economic growth and inflation, has been an important analytical tool for policy makers. The form of Phillips curve has always been the focus of debate in macroeconomics. This paper proves the asymmetry of price adjustment and the asymmetry of Phillips curve in China. The first chapter of this paper is mainly about the evolution and review of Phillips curve theory, which provides some basic knowledge about Phillips curve. The second chapter focuses on the time series models and methods used to test and measure Phillips curve mechanism. This will lay the foundation for our empirical analysis. The threshold autoregressive model which is mainly used in this paper will be introduced in detail in this chapter. The third chapter is the empirical part of this paper. In this chapter, we determine the unit root process of inflation rate series, estimate the threshold autoregressive equation of inflation pressure, and prove the existence of price adjustment asymmetry. At the same time, it is proved that the asymmetry of Phillips curve in China. Chapter 4th is the conclusion of this paper. The causes of asymmetric price adjustment and asymmetric Phillips curve are analyzed. It is considered that the viscous price associated with menu cost is the main cause of asymmetry, and the asymmetry of price adjustment and the asymmetry of Phillips curve is an important factor leading to the asymmetry of monetary policy.
【學位授予單位】：吉林大學
【學位級別】：碩士
【學位授予年份】：2006
【分類號】：F015;F224

【引證文獻】

相關碩士學位論文 前2條

1 王靜;中國菲利普斯曲線的非線性實證分析[D];東北財經大學;2011年

2 孫玉雪;菲利普斯曲線的產生及其演進[D];吉林大學;2013年

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本文編號：1559202