物价波动影响因素的统计分析

发布时间：2018-03-27 21:36

本文选题：物价波动　切入点：CPI　出处：《曲阜师范大学》2015年硕士论文

【摘要】：近年来,我国多次出现一些生活必需品价格上升幅度失控的现象,“蒜你狠”、“姜你军”等反映物价飞速上涨的网络流行用语应运而生,物价上涨已经严重影响到人们的生产生活,可见,物价稳定直接关系着人们的生活质量水平,也影响着我国经济的发展.首先,本文选取2001年至2013年相关数据,分析我国物价波动情况.首先,通过对比与分析,选取居民消费价格指数(CPI)作为衡量物价波动的指标,在本文第三章中,就CPI总指数及八大构成指标进行描述性统计分析.利用系统聚类和K 均值聚类分析相结合,把我国32个省、市、自治区划分为五类.然后,选取2008年1月到2014年12月的10个影响指标,研究10个指标对CPI的影响情况.第一步:建立多元统计分析,静态分析各个指标对物价影响的情况,得到回归方程;第二步:建立向量自回归模型,动态分析各个指标对物价波动的影响,得到如下结论:企业商品价格指数因素和工业品出厂价格指数对于CPI贡献率最大,甚至在滞后10期时仍在各个指标中占据最大值,分别达到了最大值27.16920和49.35786,从而这两个因素对物价波动的影响是特别显著的.食品类价格指数影响因素对CPI影响程度相对较大,其他各类影响因素影响程度相对较小.社会消费品零售总额指数根据其变化曲线来看,较为平稳,对CPI影响较为稳定.进出口总额指数和居住类价格指数都是先降后升,最后趋于稳定.外汇储备指数对其影响略微下降.食品类价格指数和货币供给量指数对CPI影响都是基本稳定的.最后,针对分析结果提出一系列稳定物价的合理化建议.第一,加快收入分配制度的改革,建立健全的社会保障体系.第二,加强对食品价格和房价的监控.第三,为了防止物价上涨过于快速,必须增加市场商品的供应,有效地抑制不合理的需求.第四,控制好投资和进出口规模.
[Abstract]:In recent years, there have been a number of times in China where the price of essential necessities has gone out of control. "garlic you are ruthless", "Jiang you Jun" and other popular Internet expressions reflecting the rapid rise in prices have emerged as the times require, and price increases have seriously affected people's production and life. It can be seen that price stability is directly related to people's quality of life and also to the development of our economy. First of all, this paper selects relevant data from 2001 to 2013 to analyze the price fluctuation in China. First, through comparison and analysis, The consumer price index (CPI) is selected as the index to measure the price fluctuation. In the third chapter, the author makes a descriptive statistical analysis of the total index of CPI and the eight major components of the index, and combines the systematic clustering with the K-means clustering analysis. 32 provinces, municipalities and autonomous regions in China are divided into five categories. Then, 10 impact indicators from January 2008 to December 2014 are selected to study the impact of 10 indicators on CPI. The first step is to establish a multivariate statistical analysis. The second step is to establish a vector autoregressive model to dynamically analyze the influence of each index on price fluctuation. The conclusions are as follows: the factors of enterprise commodity price index and industrial product ex-factory price index contribute the most to CPI, even when they lag behind 10 periods, they still occupy the maximum value in each index. The maximum value is 27.16920 and 49.35786 respectively, so the influence of these two factors on price fluctuation is particularly significant. The influence of food price index on CPI is relatively large. According to its changing curve, the total retail sales index of social consumer goods is relatively stable, and the influence on CPI is relatively stable. Both the total import and export index and the housing price index both fall first and then rise. Finally, it tends to be stable. The foreign exchange reserve index has a slight decrease in its impact. The food price index and the money supply index are both basically stable to CPI. Finally, a series of rational suggestions for price stability are put forward in the light of the results of the analysis. First, Speed up the reform of the income distribution system and establish a sound social security system. Second, strengthen the monitoring of food prices and house prices. Third, in order to prevent prices from rising too fast, we must increase the supply of commodities on the market. Effectively restrain unreasonable demand. Fourth, control the scale of investment and import and export.
【学位授予单位】：曲阜师范大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F726

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