原油价格、流动性与我国的通货膨胀
发布时间:2018-07-21 14:58
【摘要】:在国际市场原油价格变动对我国通货膨胀具有一定影响的同时流动性过剩仍是一个不可忽视的问题。为了明确影响我国通货膨胀的因素,本文选择广义货币供应量、产出、国际原油价格和通货膨胀率等变量,运用CVAR模型方法对影响我国通货膨胀的因素加以分析。经验分析结果表明:我国具有稳定货币需求关系和菲利普斯曲线;原油价格对我国通货膨胀具有长期影响,但是影响我国通货膨胀的更为重要的因素是流动性过剩和经济过热。
[Abstract]:While the change of crude oil price in the international market has a certain impact on China's inflation, excess liquidity is still a problem that can not be ignored. In order to determine the factors that affect China's inflation, this paper selects variables such as broad money supply, output, international crude oil price and inflation rate, and analyzes the factors that affect China's inflation by using CVAR model. The empirical results show that China has a stable monetary demand relationship and Phillips curve, and the crude oil price has a long-term impact on China's inflation, but the more important factors affecting China's inflation are excess liquidity and overheated economy.
【作者单位】: 南开大学经济学院国际经济研究所;天津外国语大学国际商学院;
【分类号】:F224;F764.1;F822.5
[Abstract]:While the change of crude oil price in the international market has a certain impact on China's inflation, excess liquidity is still a problem that can not be ignored. In order to determine the factors that affect China's inflation, this paper selects variables such as broad money supply, output, international crude oil price and inflation rate, and analyzes the factors that affect China's inflation by using CVAR model. The empirical results show that China has a stable monetary demand relationship and Phillips curve, and the crude oil price has a long-term impact on China's inflation, but the more important factors affecting China's inflation are excess liquidity and overheated economy.
【作者单位】: 南开大学经济学院国际经济研究所;天津外国语大学国际商学院;
【分类号】:F224;F764.1;F822.5
【参考文献】
相关期刊论文 前2条
1 汪红驹;用误差修正模型估计中国货币需求函数[J];世界经济;2002年05期
2 李洪凯;张佳菲;罗幼强;;石油价格波动对我国物价水平的影响[J];统计与决策;2006年06期
【共引文献】
相关期刊论文 前10条
1 李跃中;;LME和SHFE期铜价格的动态计量研究[J];安徽大学学报(哲学社会科学版);2006年02期
2 李t,
本文编号:2135893
本文链接:https://www.wllwen.com/guanlilunwen/bankxd/2135893.html