GDP平减指数的统计估计与分析

发布时间：2018-04-21 08:53

本文选题：GDP平减指数 + 耦合机制　；参考：《河北经贸大学》2016年硕士论文

【摘要】：GDP平减指数是一个综合的指数,能够准确反映一个国家物价水平的变动程度。GDP平减指数的核算范围决定了它作为衡量物价变动的最佳指标。本文就GDP平减指数与居民消费价格指数CPI,固定资产投资指数I和工业生产者出厂价格指数PPI之间的关系,GDP平减指数与经济增长和失业率的关系,经济增长与失业率同居民消费价格指数CPI,固定资产投资指数I和工业生产者出厂价格指数PPI之间的关系展开分析讨论。同时,通过建立VAR模型,脉冲响应函数和方差分析更深入的了解这些指标之间的联系。由此得出居民消费价格指数CPI和固定资产投资指数I对GDP平减指数存在当期影响,工业生产者出厂价格指数PPI对GDP平减指数存在滞后一期的影响,物价变动与失业率存在交替关系,对一个国家的经济增长,适当的提升物价水平是有利于国家的经济的增长。通过更深入的分析得出居民价格消费指数,经济增长和GDP平减指数本身在给GDP平减指数一个单位的冲击中贡献占到了91.65%,其他指数的贡献相对较小。
[Abstract]:GDP deflator index is a comprehensive index, which can accurately reflect the change of price level of a country. The accounting range of GDP deflator index determines that it is the best index to measure price change. In this paper, the relationship between GDP deflator index and consumer price index, fixed asset investment index I and producer price index (PPI) is discussed. The relationship between economic growth and unemployment rate, consumer price index (CPI), fixed asset investment index (I) and producer price index (PPI) is discussed. At the same time, through the establishment of VAR model, impulse response function and variance analysis to understand the relationship between these indicators. It is concluded that the consumer price index (CPI) and fixed asset investment index (I) have an effect on the GDP deflator index in the current period, and the industrial producer price index (PPI) has a lag effect on the GDP deflator index. There is an alternate relationship between price change and unemployment rate. For a country's economic growth, raising the price level properly is beneficial to the national economic growth. Through more in-depth analysis, it is concluded that the consumer price index, the economic growth and the GDP deflator itself contribute 91.65a unit to the impact of the GDP deflator index, while the contribution of the other indices is relatively small.
【学位授予单位】：河北经贸大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F124

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