本文运用参数稳定性检验方法研究我国通货膨胀率的动态变化路径,发现我国通货膨胀率序列具有明显的结构转变特征;利用包含结构转变点的最小二乘估计方法,获得了我国通货膨胀率的结构转变点估计和区间估计;结合我国宏观经济运行事实,分析并刻画了具有结构转变特征的通货膨胀率动态过程,准确地给出自1984年以来的两次高通货膨胀区间。
In this paper, we use the parameter stability tests to analyze the dynamic path of inflation rate of China's economy. We find that there is the significant structural breaks in China's inflation rate.By using the least square estimation on structural breaks,we have the point estimator and interval estimator for the autoregression model of inflation rate. Based on the China's economic situations, we established the inflation model by structural model,and described the high inflation periods since 1984.