西部论坛Issue(6)：43-51,9.DOI:10.3969/j.issn.1674-8131.2014.06.06
部门冲击与整体冲击的宏观经济效应分析∗--以8大部门供给冲击对整体通货膨胀的影响为例
Analysis of Macro-economy Effect of Sector Shocks and Aggregate Shocks-Taking the Impact of Eight Sectors Supply Shocks on Aggregate Inflation as an Example
摘要
Abstract
Based on the fact that there is significant heterogeneity in different sectors, by taking 8 sectors for China to make CPI statistics as an example, by using the data during the first season of 2002—the fourth season of 2012, the impact of the shocks of the exogenous supply of the sectors and aggregate supply shocks on aggregate inflation is examined, and the results show that the effect of food sector supply shocks on the aggregate inflation shocks is the biggest, that the exogenous supply shocks from different sectors have different shocks effect on total inflation, on this basis, conditional variance solution results reveal that the supply shocks from food sector and clothes sector as well as total supply shocks play an important role in the boosting of the volatility of aggregate inflation. However, the supply shocks from other sectors have relatively corresponding small but strongly lasting effect on aggregate inflation volatility. The research shows that overlooking the heterogeneity from different sectors but constructing the models based on total economy may cause the deviation of the conclusion, that the shocks of China’ s food sector supply have the biggest effect on the inflation. As a result, the commodity prices stability should first of all stabilize the prices in food sector.关键词
部门冲击/整体冲击/供给冲击/通货膨胀/冲击效应/动态随机一般均衡/结构动态因子/CPIKey words
sector shock/aggregate shock/supply shock/inflation/shock effect/dynamic random general equilibrium/structural dynamic factor/CPI分类
管理科学引用本文复制引用
陈利锋..部门冲击与整体冲击的宏观经济效应分析∗--以8大部门供给冲击对整体通货膨胀的影响为例[J].西部论坛,2014,(6):43-51,9.基金项目
国家社会科学基金资助项目（13BJL056）“城镇间真实差距与我国城镇化研究”；教育部人文社会科学基金资助项目（13YJC790229）“中央银行沟通与通货膨胀预期管理研究”；广东省自然科学基金资助项目（ S2012040007167）“中央银行沟通与货币政策有效性研究” （）
