基于PVAR的经济增长、通货膨胀与城乡收入差距关系研究

发布时间：2019-07-06 17:55

【摘要】：经济增长过热、高通货膨胀与城乡收入差距逐步扩大无不影响到和谐社会的构建，成为我国政府当前亟需高度关注的问题，它们之间是否存在一定的互动关系值得我们去做进一步探究。本文首先对三者之间的关系做了一个系统性的文献综述，正文部分则采用理论分析和实证分析，定性分析和定量分析相结合的方法来研究三者之间的作用机制。论文考虑到1978-2010年阶段数据缺失严重可能导致实证结果失真，故同时选用全国31个省市1993-2010数据构建PVAR模型进行对比分析，研究发现以1978-2010年为样本进行研究所得到的一些结论确实是与我国的国情不相符的，而1993-2010年的模型结果则较好地拟合了经济增长、通货膨胀与城乡收入差距之间的互动关系。1993-2010年PVAR模型估计结果表明，三者的互动关系分别存在由正向变为负向或由负向变为正向两种情况；脉冲响应分析表明同一个变量在面对不同变量或不同变量在面对同一个变量的正向冲击时，存在相同或不同反应两种情况，具体分析如下：（1）经济增长对通货膨胀的影响是一个由正变为负向的过程，说明我国现阶段粗放型的经济增长方式会在很大程度上诱使通货膨胀的发生，但GDP高速增长和低CPI稳定并存，宏观经济处于良性运行的轨道这个重要的经济目标也是可以实现的。通货膨胀则一直不利于经济的增长。（2）经济增长首先对城乡收入差距有负向的影响，从变化趋势看来，这种影响可能变为正向。城乡收入差距对经济增长的作用经历了一个由负向变为正向的过程。（3）城乡收入差距对通货膨胀的影响经历了一个由负向转变为正向的过程。通货膨胀先是抑制城乡收入差距的扩大，从变化趋势看来，通货膨胀将对城乡收入差距的扩大起促进作用。方差分解则表明各变量一个标准差变化的虽然绝大部分均可由其自身变化来解释，但其余两个变量的变化对其也有一定的影响，且有些变量的贡献率是比较大的。三者之间存在如此的紧密关系引导着国家在经济发展的同时兼顾通货膨胀程度和城乡收入差距的大小，尽量将三者之间不利影响程度减小到最低，，这将具有重要的理论研究和现实研究意义。针对这些结论，本文最后给出了相应的政策建议，另外，针对论文的不足本文还提出了一定的研究展望。
[Abstract]:The overheating of economic growth, high inflation and the gradual widening of the income gap between urban and rural areas have all affected the construction of a harmonious society, which has become an urgent problem for our government to pay close attention to at present. Whether there is a certain interaction between them is worth further exploring. Firstly, this paper makes a systematic literature review of the relationship among the three, and the main body uses theoretical analysis and empirical analysis, qualitative analysis and quantitative analysis to study the mechanism of action among the three. Considering that the lack of data in the stage of 1978 / 2010 may lead to the distortion of empirical results, this paper selects the 1993 / 2010 data of 31 provinces and cities in China to construct PVAR model for comparative analysis. It is found that some conclusions obtained from 1978-2010 as samples are indeed inconsistent with the national conditions of our country, while the results of 1993-2010 model fit the economic growth well. The interaction between inflation and urban-rural income gap. The estimated results of PVAR model from 1993 to 2010 show that the interaction between inflation and urban-rural income gap varies from positive to negative or from negative to positive, respectively. Impulse response analysis shows that the same variable has the same or different response to the positive impact of different variables or different variables in the face of the positive impact of the same variable. The specific analysis is as follows: (1) the impact of economic growth on inflation is a process from positive to negative, which indicates that the extensive economic growth mode of our country will induce inflation to a great extent. However, the rapid growth of GDP and the stability of low CPI coexist, and the important economic goal of macroeconomic in the track of benign operation can also be achieved. Inflation, on the other hand, has been detrimental to economic growth. (2) Economic growth first has a negative impact on the income gap between urban and rural areas, which may become positive from the changing trend. The effect of urban-rural income gap on economic growth has gone through a process from negative to positive. (3) the impact of urban-rural income gap on inflation has gone through a process from negative to positive. Inflation first suppresses the widening of the income gap between urban and rural areas. From the changing trend, inflation will promote the widening of the income gap between urban and rural areas. Variance decomposition shows that although most of the variation of standard deviation of each variable can be explained by its own change, the change of the other two variables also has a certain influence on it, and the contribution rate of some variables is relatively large. The existence of such a close relationship among the three guides the country to take into account the degree of inflation and the income gap between urban and rural areas at the same time of economic development, and to minimize the adverse effects among the three, which will have important theoretical and practical research significance. In view of these conclusions, this paper finally gives the corresponding policy recommendations, in addition, in view of the shortcomings of the paper, this paper also puts forward some research prospects.
【学位授予单位】：湖南大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F124.1;F822.5;F124.7;F224

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