基于静态一般均衡模型的我国近年来通胀成因研究

发布时间：2018-05-08 00:10

本文选题：静态均衡模型 + 通货膨胀　；参考：《西北师范大学》2013年硕士论文

【摘要】：自人类社会进入商品经济时代后，伴随着19世纪末经济学的产生，通货膨胀已成为世界经济发展的共生现象，通货膨胀是反映宏观经济运行状态是否稳定的“晴雨表”，因此各国政府往往都密切关注通货膨胀率的高低，对于通货膨胀问题的研究也成为世界经济学界和各国政府以及社会团体研究的焦点课题之一。由于我国的经济发展既处于工业化中期阶段，同时又处于向全面的社会主义市场经济转轨时期，各类因素互相作用影响，研究我国的通货膨胀问题显得更为重要。全面客观地分析我国通货膨胀形成原因对于保持我国宏观经济平稳发展具有重要的现实意义。在改革开放以前，由于计划经济体制的原因，我国尚未对通货或膨胀问题进行相关的理论准备和探索研究，但自1978年改革开放后，中国经历了数次通货膨胀，，不包括本文研究的2000—2012年的这次通货膨胀。其中最典型的有四次，分别发生在1979—1980年、1984-1985年、1987—1989年和1992—1994年。2007年美国次贷危机引发的全球经济危机自2008年9月份全面爆发后，各国政府纷纷推出各自的救市方案，我国也推出并实施了一系列的财政和货币政策，我国物价水平不断上升，通货膨胀的加剧对人民生活产生了巨大影响。进入2009年8月之后，我国居民消费价格指数持续攀升。自2010年以来，我国物价总水平出现了持续地上扬。2010年7月我国居民消费价格指数CPI突破了3％警戒线，11月CPI同比上涨5.1%，2011年1月CPI在权重有所调整的情况下同比涨4.9％，3月上涨到5.4%。7月更是达到6.5%之多。可见，新一阶段的通货膨胀已经显现。通货膨胀问题再次成为学术界和政府关注的焦点问题。本文从现代西方经济学中通货膨胀最基本理论起步，通过回顾我国改革开放以来的几次通货膨胀历史，并对其特点和原因进行分析；接着对2000—2011年以来新一轮通货膨胀的特点和成因进行定性和描述统计分析，然后运用计量经济学基本方法对通货膨胀进行实证研究，对各因素进行计量检验，包括长期一般均衡分析、单位根检验，Granger因果检验分析和VAR动态模型分析：最后针对综合得出的计量分析结果提出相应的治理通货膨胀的政策建议。本文的创新之处在于研究方法上和研究视角的创新，应用文献法，统计分析方法，规范分析和实证分析相结合的方法,另外现有的大多数文献，大都是从通胀成因的某一类型出发有所侧重的选择变量加以研究，缺乏综合各种因素的实证分析。本文选取涵盖需求、成本、预期和输入型因素等诸多因素进行全方位考察，并且加入最近一轮通胀的数据样本，进行了大量的定性分析与定量分析，在理论及实证方面形成了一个较为完整的体系，相互支持，相互印证，以期的到更加准确和丰富的结论。
[Abstract]:Since the human society entered the era of commodity economy, with the emergence of economics at the end of the 19th century, inflation has become a symbiotic phenomenon in the development of world economy. Inflation is a "barometer" reflecting the stability of macroeconomic operation. Therefore, the governments of all countries often pay close attention to the inflation rate, and the study of inflation has become one of the focuses of the world economists, governments and social groups. Since the economic development of our country is not only in the middle stage of industrialization, but also in the period of transition to a comprehensive socialist market economy, various factors interact with each other, so it is more important to study the problem of inflation in our country. An overall and objective analysis of the causes of inflation in China is of great practical significance in maintaining the steady development of China's macro economy. Before the reform and opening up to the outside world, due to the reasons of the planned economic system, China has not yet carried out relevant theoretical preparations and explorations on currency or inflation problems. However, since 1978, China has experienced inflation for a number of times since the reform and opening up. This inflation does not include the 2000-2012 period studied in this paper. The most typical of the four occurred in 1979-1980, 1984-1985, 1987-1989 and 1992-1994. Since the global economic crisis triggered by the subprime mortgage crisis in the United States in 2007, after the full-scale outbreak of the crisis in September 2008, governments of various countries have launched their own rescue plans. China has also launched and implemented a series of fiscal and monetary policies. The price level of our country is rising, and the increase of inflation has a great impact on people's life. After entering August 2009, the consumer price index of our country continues to rise. Since 2010, China's consumer price index (CPI) broke through the 3% warning line in July 2010, CPI rose 5.1% in November from a year earlier, CPI rose 4.9% in January 2011, and rose to 5.4.7 months in March. More than 6.5%. Visible, the inflation of new stage already appeared. Inflation has once again become the focus of academic and government attention. This article starts from the most basic theory of inflation in modern western economics, through reviewing the history of inflation since China's reform and opening up, and analyzes its characteristics and reasons. Then the characteristics and causes of a new round of inflation from 2000 to 2011 are analyzed qualitatively and statistically, and then the econometric methods are used to carry out empirical research on inflation, and then carry out econometric tests on various factors. It includes long-term general equilibrium analysis, unit root test Granger causality test and VAR dynamic model analysis. The innovation of this paper lies in the innovation of research methods and perspectives, the application of literature method, the statistical analysis method, the combination of normative analysis and empirical analysis, and most of the existing literature. Most of the research is based on a certain type of inflation, lack of comprehensive empirical analysis of various factors. This paper selects many factors, including demand, cost, expectation and input factors, to conduct a comprehensive investigation, and adds the latest round of inflation data samples to carry out a large number of qualitative analysis and quantitative analysis. In theory and empirical aspects formed a relatively complete system, mutual support, mutual confirmation, with a view to more accurate and rich conclusions.
【学位授予单位】：西北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.5;F224

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