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居民消费价格指数在一定程度上反映了通货膨胀或紧缩的程度,因此受到社会的广大关注。本文运用多变点统计分析理论对全国(2000-2013)月度居民消费价格指数进行实证分析,通过BIC准则检验变点发生个数,在最小二乘准则下,根据动态规划原理得到最优分段及变点估计。最后,探讨全国居民消费价格指数变点发生的影响因素及波动特征。
The consumer price index, to a certain extent, reflects the degree of inflation or contraction and therefore attracts the broad masses of society’s attention. This paper uses the statistical analysis theory of changing point to make an empirical analysis of the monthly consumer price index of China (2000-2013), verifies the number of changeable points by the BIC criterion, and obtains the optimal segment according to the principle of dynamic programming under the least squares criterion And change point estimation. Finally, we discuss the influencing factors and volatility characteristics of the change point of the CPI.