不同程度通货膨胀下消费与收入的关系

发布时间：2018-04-10 19:09

本文选题：通货膨胀 + CPI　；参考：《长江大学》2012年硕士论文

【摘要】：对于时间序列变量之间协整关系的研究是20世纪80年代末到90年代以来计量经济学方法的一个重大突破。这个方法的基本思想是如果2个或2个以上的时间序列变量是非平稳的,但它们的某种线性组合表现出平稳性,则这些变量之间存在长期均衡关系即协整关系。在经济学上应用非常广泛,本文就利用它分析消费函数。消费函数是宏观经济学中一个非常重要的函数,西方的宏观经济模型通常把消费作为其核心方程之一,中国学术界从80年代开始消费函数的理论和实证研究,已将消费函数纳入中国宏观经济模型中。从凯恩斯开始,许多经济学家对消费函数进行了一系列的研究与改进,随着经济的发展,人们对消费函数的影响有了更多的思考,譬如：杜森贝里认为,消费者的消费支出不仅受其自身收入的影响,而且也受周围人的消费行为及收入与消费相互关系的影响；莫迪利安尼则认为：消费者现期消费不仅与现期收入有关,而且与消费者以后各期收入的期望值、开始时的资产和个人年龄大小有关等等。在研究消费函数时,不管哪种理论都会把收入因素进行调整,去掉居民消费价格指数即CPI的影响,这样做的目的是让不同时期的收入值具有可比性,简单理解就是：今年的100元和10年前的100元是不能划等号的,经过调整后,他们才能比较,这是毫无疑问的。只是我们在做这项工作的同时忽略了一个问题,CPI真的对消费函数没有一点影响吗?不是的。那我们看一下它的作用,当它的值较低时,对社会生活没有太大影响,当它的值较高时,它就会引起财产再分配,尤其在经济多元化的今天,CPI的高低与国民经济的发展、人民币汇率、国债、期货和股票市场价格走势、财政收支、职工工资水平的确定有直接联系,CPI上涨或下降直接导致市场对后期宏观调控预期的变动,还可对工资、租金、利息或税收之类的货币流量进行调整,也可用于对某些货币资产及负债的资本价格进行调整。既然CPI影响如此之多,那么它与消费函数之间怎么可能没有关系呢? 鉴于此,本文作者就CPI与消费函数的关系展开了分析,通过引用1978至2009年间中国名义支出法国内生产总值GDP,名义居民总消费CONS以及税收总额TAX,表示价格变化的居民消费价格指数CPI这些数据,结合计量经济学模型,利用统计软件,将消费函数与CPI走势进行了对比分析,结果发现：过高或过低的通货膨胀都会对降低消费与收入之间的系数。本文第一部分简单介绍了几个用到的概念,包括通货膨胀、消费者价格指数、消费函数以及国内外研究状况,第二部分介绍了通货膨胀的影响等,第三部分介绍了计量经济学的知识包括计量经济学概念、模型及模型的建立步骤,第四部分介绍了时间序列,平稳,协整与误差修正模型,第五部分实证消费函数的研究及其两者的关系,并得出结论。
[Abstract]:The study of cointegration relationship between time series variables is a great breakthrough in econometrics from the end of 1980s to 1990s.The basic idea of this method is that if two or more time series variables are non-stationary, but their linear combinations show stationarity, then there is a long-term equilibrium relationship between these variables, that is, cointegration relationship.Widely used in economics, this paper uses it to analyze the consumption function.Consumption function is a very important function in macroeconomics. Western macroeconomic models usually regard consumption as one of its core equations.The consumption function has been incorporated into China's macroeconomic model.Since Keynes began, many economists have carried out a series of research and improvement on consumption function. With the development of economy, people have more thought about the influence of consumption function.Consumer spending is influenced not only by their own income, but also by the behavior of the people around them and the relationship between income and consumption. Modigliani believes that consumers' current consumption is not only related to current income.And it is related to the expectation of the consumer's future income, the assets at the beginning and the age of the individual, and so on.In studying the consumption function, no matter which theory adjusts the income factor and removes the influence of the consumer price index (CPI), the purpose of this is to make the income value of different periods comparable.The simple understanding is: 100 yuan this year and 100 yuan 10 years ago can not be equated, after adjustment, they can compare, there is no doubt.But we are doing this work while ignoring a question that CPI really does not have any impact on the consumption function?No.Well, let's take a look at its role. When its value is low, it has no great impact on social life. When its value is higher, it will lead to redistribution of property, especially in the face of economic diversification today and the level of CPI and the development of the national economy.The RMB exchange rate, treasury bonds, futures and stock market price trends, the determination of fiscal revenues and expenditures, and the determination of workers' wage levels are directly linked to the rise or fall of CPI, which directly results in changes in market expectations for later macroeconomic regulation and control, as well as wage and rent changes.Money flows, such as interest or taxes, can also be adjusted for capital prices for certain monetary assets and liabilities.Since CPI has so many effects, how can it have nothing to do with the consumption function?In view of this, the author analyzes the relationship between CPI and consumption function.By quoting the gross domestic product (GDP), total consumption CONS of nominal residents and total tax revenue between 1978 and 2009, the index CPI of consumer price, which indicates the change of price, is used in the econometrics model, and the statistical software is used.By comparing the consumption function with the trend of CPI, it is found that high inflation or too low inflation will reduce the coefficient between consumption and income.The first part of this paper briefly introduces several concepts, including inflation, consumer price index, consumption function and domestic and foreign research situation, the second part introduces the impact of inflation, etc.The third part introduces the knowledge of econometrics, including the concept of econometrics, the model and the steps to establish the model. The fourth part introduces the time series, stationary, cointegration and error correction model.The fifth part studies the consumption function and their relationship, and draws a conclusion.
【学位授予单位】：长江大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F224;F822.5;F126

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