关键词: 通货膨胀持续性, 通货膨胀目标, 卡尔曼滤波, 测度

Abstract: The sources of inflation persistence were analyzed, including intrinsic inflation persistence, extrinsic inflation persistence, and expectationsbased inflation persistence. The multivariate structural time series model which measure inflation persistence based on the Kalman filter approach was used. The results showed that there was not only largely extrinsic inflation persistence, but also existed serious expectationsbased inflation persistence and extrinsic inflation persistence in China.

Key words: Inflation persistence, Inflation target, Kalman filter, Measuring