Estimate of Chinese Core Inflation Rate-The Application of Space State Model Based on Time-Varying Parameter

机译：中国核心通胀率的估计 - 基于时变参数的空间状态模型应用

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The paper based on the theory of new Keynesian and phillips curve, that is regarding the anticipated inflation in the additional and anticipated phillips curve equation as the core inflation. To formulate variable parameters model through space state model, to estimate the core inflation rate from January 1996 to December 2015 in China by kalman filtering and to test the estimated results. The results show that the estimated volatility is smaller and having more strong theoretical foundation and meet the realistic condition in our country's economic transition period and has guiding significance for policy making.

机译：本文基于新凯恩斯县和菲利普斯曲线理论，即关于额外和预期的菲利普斯曲线方程中的预期通胀作为核心通胀。要通过空间状态模型制定可变参数模型，以估计1996年1月至2015年12月的核心通货膨胀率通过卡尔曼滤波，并测试估计结果。结果表明，估计的波动性较小，具有更强的理论基础，符合我国经济转型期的现实条件，并具有指导政策制定的重要意义。

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《International Conference on Social Science and Contemporary Humanity Development》|2016年|762p|共7页
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Jiang-Long SHAO;
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中图分类 C-53;
关键词
Core inflation rate kalman; Filtering output gap; Positive analysis;

机译：核心通胀率卡尔曼;过滤输出差距;阳性分析;

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Estimate of Chinese Core Inflation Rate-The Application of Space State Model Based on Time-Varying Parameter

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