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目前有关估算我国潜在产出的研究,大多是在封闭条件下进行的,在我国对外贸易依存度和对外开放程度逐渐增强的背景下,忽略国际市场因素对我国实体经济的影响可能会导致对潜在产出水平的估计出现较大偏差。为此,本文引入开放条件下“产出-通胀”菲利普斯曲线作为我国总供给函数,通过建立状态空间模型并运用多变量卡尔曼滤波法对我国潜在产出水平进行估算,然后将估算结果与趋势分解法和封闭条件下的模型估算结果进行比较。
At present, studies on estimating potential output in our country are mostly carried out under closed conditions. Under the background of China’s dependence on foreign trade and the gradual opening to the outside world, ignoring the influence of international market factors on the real economy of our country may lead to the potential The estimation of output level shows a big deviation. Therefore, this paper introduces the “output-inflation” Phillips curve under the open condition as our country’s total supply function, estimates the potential output level of our country by establishing the state-space model and using the multivariable Kalman filter method, The results are compared with the trend decomposition and the model estimation under closed conditions.