中国通货膨胀和经济增长关系的实证研究

发布时间：2018-01-06 08:32

本文关键词：中国通货膨胀和经济增长关系的实证研究　出处：《东北师范大学》2013年硕士论文　论文类型：学位论文

【摘要】：保持物价稳定和促进经济增长一直都是各国经济宏观经济的两个主要目标。研究通货膨胀和经济增长之间的关系也是宏观经济学中的一个基础问题，但是多年来对于这个问题的研究并没有定论。有人为通货膨胀能促进经济增长的，也有认为通货膨胀阻碍了经济的增长，还有人为通货膨胀对于经济增长是中性，甚至还有发现通货膨胀对经济增长具有门限效应的。本文将从前人研究的成果之上，结合中国实际试图用实证分析去研究中国通货膨胀和经济增长之间的关系。首先将会介绍一下在文章中将要用到的门限回归模型——Hansen门槛回归模型。然后从柯布—道格拉斯生产函数出发结合门限构造经济增长模型，试着去发现中国通货膨胀的门限效应。然后将从协整的角度出发，运用Engle-Granger（1987）的两步协整和误差校正模型（Error CorrectionModel）讨论中国通货膨胀和经济增长在短期和长期上的关系。最后运用Kahn和Senhadji在2001年提出的估计通货膨胀门限效应的模型对中国的相关数据进行分析，对门限进行再估计。最后得出结论：中国的通货膨胀和经济增长在长期内具有正相关，而在短期内具有负相关性，同时中国的通货膨胀还存在着门限效应。之所以得出这个结论的原因可能在于采用数据的通货膨胀率普遍并不高，大部分应都在门限值之下。最后提出建议，，需保持适度的通货膨胀率，同时控制通货膨胀防止其过高而对经济造成伤害。
[Abstract]:Maintaining price stability and promoting economic growth have always been the two main objectives of the macroeconomic of all countries. The study of the relationship between inflation and economic growth is also a fundamental issue in macroeconomics. But years of research on this issue have not been conclusive. Some people believe that inflation can promote economic growth, and others think that inflation is a hindrance to economic growth. There are also artificial inflation for economic growth is neutral, and even found that inflation has a threshold effect on economic growth. This paper will be based on the results of previous studies. This paper attempts to use empirical analysis to study the relationship between inflation and economic growth in China. First of all, the threshold regression model to be used in this paper, Hansen threshold regression model, will be introduced. Then the economic growth model is constructed from the Cobb-Douglas production function combined with the threshold. Try to discover the threshold effect of Chinese inflation. Then you will start from the perspective of cointegration. Using Engle-Granger 1987) two-step cointegration and error correction model (Error Correction Model). The relationship between inflation and economic growth in the short and long term in China is discussed. Finally, by using the model of estimating inflation threshold effect proposed by Kahn and Senhadji in 2001, the correlation numbers for China are discussed. According to the analysis. Finally, it concludes that inflation and economic growth in China have positive correlation in the long run, but negative correlation in the short term. At the same time, there is also a threshold effect on inflation in China. The reason for this conclusion may be that the inflation rate using the data is generally not high, most of which should be below the threshold. Finally, some suggestions are made. A moderate inflation rate should be maintained while keeping inflation in check to prevent it from damaging the economy.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F822.5;F224;F124.1

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