新常态下中国通货膨胀问题研究
发布时间：2019-01-10 11:40
【摘要】：文章使用我国1997Q1至2015Q2的季度数据,通过长期协整检验和非对称性效应检验,证实变量之间存在协整关系,并得出FDI、热钱和GDP增长率对我国通货膨胀率均存在非对称效应的结论。此外,还对传统的ARDL与基于非线性假设的NARDL进行了比较,并利用修正后的NARDL模型刻画出我国通胀率与FDI净流入量和经济增长速度间的非线性关系。
[Abstract]:Using the quarterly data from 1997Q1 to 2015Q2 in China, this paper proves that there is a cointegration relationship between variables through long-term cointegration test and asymmetric effect test, and obtains FDI,. The conclusion that both hot money and GDP growth rate have asymmetric effect on inflation rate in China. In addition, the traditional ARDL is compared with the NARDL based on nonlinear hypothesis, and the nonlinear relationship between the inflation rate and the net inflow of FDI and the economic growth rate in China is described by using the modified NARDL model.
【作者单位】： 华侨大学数量经济研究院;
【基金】：中央高校基本科研业务费专项基金资助项目(华侨大学哲学社会科学青年学者成长工程项目)(16SKGC-QT04)
【分类号】：F822.5
，
本文编号：2406262
[Abstract]:Using the quarterly data from 1997Q1 to 2015Q2 in China, this paper proves that there is a cointegration relationship between variables through long-term cointegration test and asymmetric effect test, and obtains FDI,. The conclusion that both hot money and GDP growth rate have asymmetric effect on inflation rate in China. In addition, the traditional ARDL is compared with the NARDL based on nonlinear hypothesis, and the nonlinear relationship between the inflation rate and the net inflow of FDI and the economic growth rate in China is described by using the modified NARDL model.
【作者单位】： 华侨大学数量经济研究院;
【基金】：中央高校基本科研业务费专项基金资助项目(华侨大学哲学社会科学青年学者成长工程项目)(16SKGC-QT04)
【分类号】：F822.5
，
本文编号：2406262
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