我国农产品价格波动对通货膨胀的影响分析被引量：13

The Impact of Price Fluctuation of Agricultural Products on Inflation

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摘要本文基于动态面板数据模型,采用Blundell和Bond(1998)提出的系统广义矩估计及Windmeijer(2005)的两步估计标准差的小样本纠正方法,对我国农产品价格波动对通货膨胀的影响进行研究。结果表明:农产品价格波动对通货膨胀的影响呈显著下降趋势,通货膨胀预期对实际通货膨胀的形成作用逐步加强。 Based on dynamic panel data model,the article applies the system GMM estimates by Blundell and Bond （1998） and finite sample correction for the variance of linear efficient two-step GMM estimators by Windmeijer （2005） to study the impact of price fluctuation of agricultural products on inflation.The results show that the impact of price fluctuation of agricultural products on inflation presents significant downward trend,while the impact of inflation expectations on the actual inflation＇ formation is getting strong.

作者罗永泰李津

机构地区天津财经大学商学院

出处《上海金融》 CSSCI 北大核心 2010年第7期14-17,共4页 Shanghai Finance

关键词通货膨胀农产品价格动态面板数据模型系统广义矩 Inflation Price of Agricultural Products Dynamic Panel Data Model System Generalized Method of Moments （System GMM）

分类号 F224.0 [经济管理—国民经济]

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参考文献10

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