平均工资与通货膨胀非线性关系的实证研究——基于LSTAR模型的分析
发布时间：2019-05-16 06:05
【摘要】：针对工资物价之间的非线性动态关系及对两者关系认识的分歧,运用格兰杰因果检验和平滑转移自回归模型研究1991~2012年平均名义工资与通货膨胀之间的相互关系,实证结果表明:在样本期内通货膨胀是推动名义工资上涨的主要因素,而工资上涨推动物价上涨的机制不具有统计上的显著性;1991~1998年名义工资与通货膨胀呈现负向线性关系,1999~2012年两者关系由线性关系向非线性关系平滑转移,且名义工资增长更多受到自身惯性的影响。最后从防范工资推动型通胀出现的角度提出了大力推进技术进步,推进市场化改革,降低通货膨胀预期及其持续性,避免总量工资过快调整等政策建议。
[Abstract]:In view of the nonlinear dynamic relationship between wages and prices and the differences in the understanding of the relationship between them, the Granger causality test and smooth transfer autoregression model are used to study the relationship between average nominal wage and inflation in 1991 / 2012. The empirical results show that inflation is the main factor to promote the nominal wage rise in the sample period, but the mechanism of wage rise driving price rise is not statistically significant. From 1991 to 1998, the relationship between nominal wage and inflation showed a negative linear relationship, and from 1999 to 2012, the relationship between nominal wage and inflation shifted smoothly from linear relationship to nonlinear relationship, and the nominal wage growth was more affected by its own inertia. Finally, from the point of view of preventing the emergence of wage-driven inflation, this paper puts forward some policy suggestions, such as vigorously promoting technological progress, promoting market-oriented reform, reducing inflation expectations and their persistence, and avoiding excessive adjustment of total wages.
【作者单位】： 南京航空航天大学经济与管理学院;
【基金】：国家自然科学基金资助项目(60572170) 中央高校基本科研业务费专项资金项目——江苏省普通高校研究生创新科研计划项目(KYZZ_0108)
【分类号】：F249.24;F822.5
本文编号：2478071
[Abstract]:In view of the nonlinear dynamic relationship between wages and prices and the differences in the understanding of the relationship between them, the Granger causality test and smooth transfer autoregression model are used to study the relationship between average nominal wage and inflation in 1991 / 2012. The empirical results show that inflation is the main factor to promote the nominal wage rise in the sample period, but the mechanism of wage rise driving price rise is not statistically significant. From 1991 to 1998, the relationship between nominal wage and inflation showed a negative linear relationship, and from 1999 to 2012, the relationship between nominal wage and inflation shifted smoothly from linear relationship to nonlinear relationship, and the nominal wage growth was more affected by its own inertia. Finally, from the point of view of preventing the emergence of wage-driven inflation, this paper puts forward some policy suggestions, such as vigorously promoting technological progress, promoting market-oriented reform, reducing inflation expectations and their persistence, and avoiding excessive adjustment of total wages.
【作者单位】： 南京航空航天大学经济与管理学院;
【基金】：国家自然科学基金资助项目(60572170) 中央高校基本科研业务费专项资金项目——江苏省普通高校研究生创新科研计划项目(KYZZ_0108)
【分类号】：F249.24;F822.5
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