劉金全;潘方卉;

• 1:吉林大學數量經濟研究中心暨商學院
• 2:吉林大學

摘要(Abstract)：

應用VAR-GARCH模型對1990年第1季度到2011年第2季度的通貨膨脹率、產出增長率與不確定性之間的關系進行的檢驗發現,我國目前存在著穩定的菲利普斯曲線效應,但通貨膨脹率和通貨膨脹不確定性以及產出增長率和產出不確定性之間的雙向Granger因果關系表現微弱,說明當前經濟形勢下,經濟活性較低,經濟政策效應弱化,因此,應該加強經濟政策操作力度和選擇合適的經濟政策工具。

關鍵詞(KeyWords)： 通貨膨脹;產出增長;不確定性;VAR-GARCH模型

Abstract:

Keywords:

基金項目(Foundation): 國家社會科學基金重大項目(10ZD&006);; 國家自然科學基金項目(70971055)

作者(Author): 劉金全;潘方卉;

Email:

DOI: 10.15939/j.jujsse.2012.03.001

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