Effect of China Output Gap and Money Gap on Inflation

被引：0

作者：

Zhou Decai ^{[1
]}

Jiang Zhengyi ^{[1
]}

机构：

[1] Nanchang Univ, Sch Econ & Management, Nanchang 330031, Peoples R China

来源：

PROCEEDINGS OF THE 4TH (2012) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS I AND II | 2012年

关键词：

Output Gap; Money Gap; Inflation; STR Model; TRANSITION AUTOREGRESSIVE MODELS;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

According to the related economic theories, inflation is mainly determined by total demand and money supply. Based on China's monthly data ranging from January 1992 to March 2012, using nonlinear smooth transition regression model (STR),the paper analyzes the impacts of output gap and money gap on inflation, We find that the STR model's form is LSTR1, and conclude that money gap is more significant influence than output gap on inflation.

引用

页码：176 / 180

页数：5

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