Kembrij, ma 02138 fillips eÿrisi qaytaligi

A.7 Modelning log-chiziqli tenglamalari
H
H,t+1
T
Ht
t
ˆlHt = rl ˆlHt + et
N
p
Ht
cˆHt - ÿ ÿ1nˆHt = Et cˆH , t + 1 - µ ÿ1nˆH, t + 1 - sc (ˆr n )
N
N
ÿ1
T
Ht.
F
ÿ1 ÿ1 1
+ s
N
Ht
H
T
H,t+1
Ht + n
ˆlF t
48
z ˆlHt. 1
- z
nˆHt = log NHt ÿ log NH ÿ (NHt ÿ 1) ÿ (NH ÿ 1) = ÿ(uHt ÿ uH) = ÿuˆHt.
- m = th / (th - 1)
= bEtp - kuˆHt - lpˆ
- l = (1 - a) (1 - ab) / a
Nihoyat, biz ishsizlikning barqaror holatdan chetlanishini aniqlaymiz
va
= bEtp - kuˆHt - lpˆ
- k = l - 1
- EtpH, t + 1)
T
p
• Sotish mumkin bo'lgan talab uchun harakat qonuni
- sc = s 1 - mk
• Uylar Eyler tenglamasi:
= z
• Uyda sotiladigan Phillips Curve:
• Uyda sotilmaydigan Phillips egri chizig'i:
• Parametrlar:
Ht + n
H
- t = t
Qulaylik uchun biz modelning log-linearlashtirilgan muvozanat shartlarining to'liq to'plamini takrorlaymiz.
= ÿ
Machine Translated by Google

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F t
Ht
F t
H
F t
F t
F
Ht
F t
T
T
pHt = phN p
F t
Ht
T
F p
T
+ n
N
H p
N
F t
N
p = p - p
T
Ht
F
F,t+1
N
p
T
F p
F t
T
+ nˆF t - lpˆ
H,tÿ1
H p
Ht
F t
N
F t
N
T
T
p
T
H
N
= b va hokazo
pF t = pF t - pF,t-1
F,tÿ1
Ht + phF t
N
nˆ
F,t+1
Ht
Ht + phT t
N
nˆ
F t
N
= p - p
F t
N
H,tÿ1
F,tÿ1
N
F t
pHt = pHt - pH,t-1
F t
T
+ phT t
T
= b va hokazo
T
= p - p
Ht + phT t
N
T
p = p - p
F t
N
= ˆCHt - ÿ p
• Chet elda sotilmaydigan Phillips egri chizig'i:
ÿ pF t
cˆHt - µ ÿ1nˆHt = ˆcF t - µ ÿ1nˆF t + sc (pF t - pHt)
N
+ n
• Backus-Smit sharti:
= ˆCF t - ÿ p
N
+ nˆF t - lpˆ
• Savdo bo'lmagan sektorda uy resurslarining cheklanishi quyidagilardan iborat:
• Savdo bo'lmagan sektorda chet el resurslarining cheklanishi quyidagilardan iborat:
= phN p
pF t
Pi
• Inflyatsiya ta'riflari:
Pi
- pHt
49
• Tashqi savdoga qo'yilgan Phillips egri chizig'i:
Machine Translated by Google

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T
nˆ
F t
F t
Ht
F t
Ht
t
T
Ht
T
T
n
T
T
F t
T
nˆ
Ht
N
nˆHt = phN nˆ
F t
A.8 Savdodan tashqari inflyatsiyaning ahamiyati
= z h cˆHt - ÿ p
• Uy mintaqasidagi jami mehnat log-chiziqli tenglamalarni qondiradi
• Yalpi inflyatsiya qondiradi
• Savdo sohasida chet el resurslarining cheklanishi quyidagilardan iborat:
= z h cˆHt - ÿ p
T
+ phT nˆ
nˆt = nˆHt + (1 - z) ˆnF t
• Savdo sektorida uy resurslarining cheklanishi quyidagilardan iborat:
50
N
nˆF t = phN nˆ
ÿ pF t
• Umumiy bandlik qanoatlantiradi
inflyatsiya Fillips egri agregatining qiyaligidan xarajatga teng omilga kichikroq
• Xorijiy mintaqadagi jami mehnat miqdori qanoatlantiradi
ÿ pF t
Bu erda biz mintaqaviy Phillips egri chizig'ining umumiy mintaqaviy iste'mol bahosi uchun qiyaligini ko'rsatamiz
= p (pt ÿ p¯t) + ÿn (ˆnt ÿ n¯t) + ert
- pHt + ˆlF ti + (1 - z) cˆF t - ÿ p
Ht + phT nˆ
- pHt + ˆÿHti + (1 - z) cˆF t - ÿ p
rˆ
• Ishsizlikning barqaror holat qiymatidan chetlanishi
• Pul-kredit siyosati
uˆt = ÿnˆt .
ÿˆt = ÿÿˆHt + (1 - z) ˆpF t
Machine Translated by Google

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N
F
H
H
F t
T
T
Ht.
N
F,t+1
H
T
H
pF t
T
T
F
F t
pHt ÿ pF t
N
T
F
H
H
F t
F t .
H
T
F
F
N
Ht
N
H
F
H
Ht
H,t+1
Ht
T
F
H,t+1
Ht
N
F t
F
Ht
T
Ht
T