...词：远期汇率定价偏差 结构突变 推定预期 可预测性 风险溢酬 [gap=26459]Keywords： Forward Basis, Structural Breaks, Extrapolative Expectations, Predictability, Risk Premium.
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Firstly, we test the structure mutation point by exogenous Structure Mutation Test. Then based on the above result, we do the empirical analysis on the inflation persistence both on the whole sample and sub-sample.
鉴于上述目的，本文对我国的通货膨胀持续性特征进行了严谨的计量检验和分析，首先我们运用外生性结构突变点检验法检验了我国通货膨胀率均值发生突变的显著性；其次在此基础上我们进行了总体和分段样本区间的通货膨胀持续性的实证分析。
参考来源 - 关于中国通货膨胀持续性的实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
经济过程中的结构突变，对非平稳时间序列的分析具有非常重要的影响。
The structure mutation during the economic process has very important influence on the analysis of non-smoothed time series.
关于结构突变问题大致可以分为有关单位根的结构突变问题和协整的结构突变问题。
Structure change can be classified into unit root related structure change and cointegration structure change.
理论上有待于进一步弄清楚结构突变的内在机理，实际运用中结构突变模型有待进一步完善。
The theory needs further clarification of the inside mechanism and the perfection of structure change model.
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