1982年以来通货紧缩的变化点检验应用

On Disinflation since 1982: An Application of Change-Point Tests

Econometric Reviews · 1994
被引 3
人大 A-ABS 3

中文导读

研究了核心通胀统计性质的变化,发现通胀率趋势变化不频繁且大多突然,对理解通胀动态和货币政策有参考价值。

Abstract

An examination of recent changes in the statistical properties of alternative measures of core inflation, identifying statistically significant change points in the fixed mean and finding that for all measures considered, changes in the inflation rate trend have been infrequent and, for the most part, rather abrupt.

反通胀断点检验核心通胀通胀趋势突变