北京地区CPI变动的驱动因素探究

发布时间：2018-04-12 07:09

本文选题：CPI + M2　；参考：《首都经济贸易大学》2015年硕士论文

【摘要】：本文立足北京地区,对当地的CPI波动的驱动因素做了系统性的分析。本文在描述统计和数据可视化的基础上,通过仔细的观察、大胆的假设和小心的求证,得到了一些有实证意义的结论。首先,本文从北京地区CPI的历史沿袭和近年来的动态,归纳并尝试解释了北京地区不同时期的CPI波动特点,也点出了近年来北京地区CPI的季节性波动形态。接着,从央行的角度,归纳出央行稳定币值的途径,并利用回归分析的方法得到北京地区定基CPI与全国广义货币供给量M2之间有着二次函数关系,伴随着货币供给量的增长而增长。然后,从生产者的角度,通过比较PPI和生活资料PPI与北京地区CPI的关系,确定用生活资料PPI作为对CPI波动方向的预示,并且借助AIC准则运用逐步回归的方法确定了影响CPI的是生活资料PPI的当期与滞后2期的组合,还得到这个回归方程只能用来释放方向信号,不能完全决定CPI的大小。最后,从消费者的角度,重点分析了北京地区人均可支配收入对CPI的影响,发现人均可支配收入与CPI也呈现出二次函数的关系。借助于央行的调查报告中的物价预期指数和相应季度的物价变动的比较,发现物价预期指数对CPI波动有一定的预报作用。通过本文的探讨,可以对北京地区CPI的波动有比较系统的理解。
[Abstract]:Based on the Beijing area, this paper makes a systematic analysis of the driving factors of local CPI fluctuations.On the basis of describing statistics and data visualization, through careful observation, bold hypothesis and careful verification, some empirical conclusions are obtained.First of all, this paper summarizes and tries to explain the characteristics of CPI fluctuation in different periods in Beijing area from the history of CPI in Beijing area and the dynamics in recent years, and also points out the seasonal fluctuation pattern of CPI in Beijing area in recent years.Then, from the point of view of the central bank, the paper sums up the ways for the central bank to stabilize the currency value, and obtains the quadratic function relationship between the fixed base CPI in Beijing area and the national broad money supply M2 by using the method of regression analysis.The increase was accompanied by an increase in money supply.Then, from the producer's point of view, by comparing the relationship between PPI and PPI and CPI in Beijing, it is determined to use PPI as a predictor of the fluctuation direction of CPI.By using the method of stepwise regression, AIC criterion is used to determine the combination of the current period and the lag period of PPI, which is the means of life, and the regression equation can only be used to release the direction signal, which can not completely determine the size of CPI.Finally, from the perspective of consumers, this paper analyzes the influence of per capita disposable income on CPI in Beijing area, and finds that the relationship between per capita disposable income and CPI is also quadratic function.By comparing the price expectation index in the survey report of the central bank with the price change in the corresponding quarter, it is found that the price expectation index can predict the fluctuation of CPI to a certain extent.Through the discussion of this paper, we can understand the fluctuation of CPI in Beijing.
【学位授予单位】：首都经济贸易大学
【学位级别】：硕士
【学位授予年份】：2015
【分类号】：F726;F427

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