我国通货膨胀的主要经济影响因素分析与统计检验

发布时间：2018-05-28 06:35

本文选题：通货膨胀 + 分布滞后　；参考：《统计与决策》2016年06期

【摘要】：文章首先分别就我国通货膨胀对每个经济影响因素(经济增长率、货币供应增长率、外汇储备增长率和全社会固定资产投资增长率和上一期的居民消费价格指数这五个因素)和通货膨胀率建立分布滞后模型,确定每个影响因素的最佳滞后期;接着将每个影响因素的最佳滞后期引入,建立以通货膨胀率(用居民消费价格指数衡量)为被解释变量,各个最佳滞后期的影响因素为解释变量的分布滞后模型;然后对这个分布滞后模型进行经济意义(包括是否符合经济规律)、统计意义(包括参数值和模型是否显著)以及计量经济意义上(包括多重共线性、异方差和自相关等)的检验,对初步的回归模型进行修正,获得最终的分布滞后模型;最后根据此模型进行结果分析,并根据回归结果得出结论。
[Abstract]:First of all, on the impact of China's inflation on each economic factor (economic growth rate, money supply growth rate), The growth rate of foreign exchange reserve and the growth rate of investment in fixed assets of the whole society and the consumer price index of residents in the last period are five factors) and inflation rate is established to establish the distribution lag model to determine the best lag time of each influencing factor. Then, the best lag time of each factor is introduced, and the distribution lag model of the best lag factor is established, which is based on the inflation rate (measured by the consumer price index). Then the economic meaning of the distributed lag model (including whether it conforms to the economic law, the statistical meaning (including the parameter value and whether the model is significant) and the econometric meaning (including multiple collinearity) are analyzed. Based on the test of heteroscedasticity and autocorrelation, the preliminary regression model is modified to obtain the final distributed lag model, and the result is analyzed according to the model, and the conclusion is drawn according to the regression result.
【作者单位】：西安外国语大学商学院;
【基金】：国家自然科学基金资助项目(71373162) 陕西省软科学项目(2014KRM36-02) 陕西省教育厅项目(2013JK0215) 西安外国语大学校级课题重点项目(12XWA03)
【分类号】：F822.5;F224

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