我国通货膨胀实证研究

发布时间：2019-05-23 13:23

【摘要】：通货膨胀是复杂的经济现象,它会扭曲现有经济秩序,可以改变现有价格体系,从而对实际产出、消费、财富分配等多方面产生深远影响。因此,从不同维度深入研究通货膨胀问题,剖析通货膨胀的形成机理和作用机制,并寻找管理通货膨胀的对策,具有重要的理论意义和实用价值。本文首先总结前人关于通货膨胀相关理论,并回顾了建国后我国发生的通货膨胀情况。在此基础上,提出会对我国通货膨胀产生影响的因子,然后通过计量经济学的方法对这些因子与通货膨胀率之间的关系进行实证研究,并通过计量统计结果来不断验证,最终找出与通货膨胀关系最为密切的影响因子,并写出他们之间的回归方程式。其中,对回归模型数据进行了单位根检验、协整检验、格兰杰因果检验,对回归模型做自相关性检验和异方差检验,并利用广义差分法和加权最小二乘法对回归模型进行修正,最终形成显著性更强拟合优度更高的回归模型。本文计量模型分长期和短期2个,并得到相应的结果。从长期来看,通货膨胀的主要原因是货币超发,而影响短期通货膨胀的因素更复杂。通过本文回归模型分析,影响我国通货膨胀长期因素最主要的是M2,并且当期M2对下一期通货膨胀产生影响。从短期看,影响通货膨胀因素更加复杂,实证模型结果无法体现更多影响因子,但是验证了短期M1和国际大宗商品价格对通货膨胀影响较大,而且当期的M1对下一期通货膨胀产生影响。最后,计量分析结果结合通货膨胀相关的理论知识以及历史经验,为我国通货膨胀的管理提供建议。
[Abstract]:Inflation is a complex economic phenomenon, which distorts the existing economic order and can change the existing price system, which has a profound impact on real output, consumption, wealth distribution and so on. Therefore, it is of great theoretical significance and practical value to deeply study inflation from different dimensions, analyze the formation mechanism and function mechanism of inflation, and find out the countermeasures to manage inflation. This paper first summarizes the previous theories about inflation, and reviews the inflation situation in China after the founding of the people's Republic of China. On this basis, the factors that will have an impact on inflation in China are put forward, and then the relationship between these factors and inflation rate is empirically studied by econometric method, and the results of econometric statistics are used to verify the relationship between these factors and inflation rate. Finally, the factors most closely related to inflation are identified and the regression equation between them is written. Among them, the regression model data are tested by unit root test, cointegration test, Granger causality test, autocorrelation test and heteroscedasticity test, and the regression model is modified by generalized difference method and weighted least square method. Finally, a regression model with stronger goodness of fit was formed. In this paper, the econometric model is divided into two long-term and short-term models, and the corresponding results are obtained. In the long run, inflation is mainly due to excessive currency, while the factors affecting short-term inflation are more complex. Through the analysis of regression model in this paper, M2 is the most important factor affecting inflation in China for a long time, and M2 has an impact on inflation in the next period. In the short term, the factors affecting inflation are more complex, and the results of the empirical model can not reflect more factors, but it is verified that short-term M1 and international commodity prices have a greater impact on inflation. And the current M1 has an impact on the next period of inflation. Finally, the results of econometric analysis combine the theoretical knowledge and historical experience of inflation, and provide suggestions for the management of inflation in China.
【学位授予单位】：华中师范大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F822.5

【参考文献】