本文選題：通貨膨脹 + 金融危機(jī)��； 參考：《南京財(cái)經(jīng)大學(xué)》2013年碩士論文

【摘要】：通貨膨脹是伴隨著經(jīng)濟(jì)發(fā)展的不可避免的經(jīng)濟(jì)現(xiàn)象，而且一直以來也是與普通居民關(guān)系最緊密的經(jīng)濟(jì)現(xiàn)象之一。進(jìn)入二十一世紀(jì)以來，物價(jià)的快速上漲已經(jīng)引起了國民廣泛的關(guān)注，尤其是2008年國際性的金融危機(jī)之后，經(jīng)濟(jì)不景氣的情況下，我國物價(jià)水平仍然保持較快的上漲幅度。另一方面，我國對(duì)外開放程度越來越高，也越來越容易受外部經(jīng)濟(jì)影響，類似于本次金融危機(jī)的國際性經(jīng)濟(jì)衰退并非從此杜絕。因此分析近年特定環(huán)境下的通脹成因，是對(duì)未來具有借鑒意義的。本文旨在對(duì)2008年金融危機(jī)后我國通貨膨脹的成因進(jìn)行研究，得到本輪通脹的成因，并與金融危機(jī)前通貨膨脹的成因相比較，分析變化原因，提出相關(guān)建議。 本文在回顧以往的理論和研究的基礎(chǔ)上，從貨幣因素、需求拉動(dòng)、成本推動(dòng)和輸入型通脹四個(gè)方面來研究成因的性質(zhì)。根據(jù)理論結(jié)合實(shí)際，選取一系列變量代表四個(gè)方面的成因，通過相關(guān)性分析和因子分析構(gòu)建新指標(biāo)，得到5個(gè)指標(biāo)代表影響因素。再建立向量自回歸模型，利用Granger因果檢驗(yàn)、脈沖響應(yīng)函數(shù)、方差分解等手段對(duì)指標(biāo)和通貨膨脹的關(guān)系建立模型，判斷本輪通脹性質(zhì)。得到本輪通貨膨脹是由成本推動(dòng)和需求拉動(dòng)引起的，而貨幣因素并不是成因，輸入型通脹的性質(zhì)也不顯著。再通過誤差修正模型對(duì)輸入型通脹性質(zhì)中的變量進(jìn)行進(jìn)一步分析，發(fā)現(xiàn)進(jìn)口商品價(jià)格指數(shù)對(duì)國內(nèi)大宗商品價(jià)格和消費(fèi)者價(jià)格指數(shù)都有明顯影響，說明雖然整體性質(zhì)不顯著，但還是具有一定輸入型通脹的性質(zhì)。 為了展現(xiàn)通貨膨脹成因在經(jīng)濟(jì)環(huán)境下的特征，本文又分析了金融危機(jī)前，我國通貨膨脹的性質(zhì)，并與本輪通脹的成因進(jìn)行比較。實(shí)證結(jié)果表明，金融危機(jī)前我國的通貨膨脹主要是由貨幣因素和輸入因素引起的，成本推動(dòng)和需求拉動(dòng)并不顯著。金融危機(jī)前后通脹成因的變化表明了不同經(jīng)濟(jì)環(huán)境對(duì)通貨膨脹的誘導(dǎo)源頭的不同。針對(duì)金融危機(jī)背景下的通貨膨脹成因，，本文最后從產(chǎn)業(yè)政策、需求結(jié)構(gòu)、財(cái)政和貨幣政策、外匯政策等方面提出了相關(guān)建議。
[Abstract]:Inflation is an inevitable economic phenomenon with economic development, and has always been one of the most closely related economic phenomena with ordinary residents. Since the 21 century, the rapid rise of prices has aroused widespread concern of the people, especially after the international financial crisis in 2008, the economic recession, China's price level is still maintaining a relatively rapid rise. On the other hand, China's opening to the outside world is becoming more and more high, and it is also more and more vulnerable to external economic influence. The international economic recession similar to the current financial crisis is not eliminated from this time. Therefore, the analysis of the causes of inflation under specific circumstances in recent years is useful for the future. The purpose of this paper is to study the causes of inflation in China after the financial crisis of 2008, to obtain the causes of inflation in this round, and to compare the causes of inflation with those before the financial crisis, to analyze the causes of changes, and to put forward some relevant suggestions. On the basis of reviewing the previous theories and studies, this paper studies the nature of the causes from four aspects: monetary factors, demand-driven, cost-driven and imported inflation. According to the combination of theory and practice, a series of variables are selected to represent the causes of formation in four aspects. Through correlation analysis and factor analysis, a new index is constructed, and five indicators are obtained to represent the influencing factors. Then the vector autoregressive model is established and the relationship between inflation and index is established by means of Granger causality test impulse response function and variance decomposition to judge the nature of inflation in this round. This round of inflation is caused by cost-driven and demand-driven, but the monetary factor is not the cause, and the nature of imported inflation is not significant. Then through the error correction model to further analyze the variables in the nature of imported inflation, it is found that the import commodity price index has a significant impact on both domestic commodity prices and consumer price indices, indicating that although the overall nature is not significant, But it still has the nature of imported inflation. In order to show the characteristics of the causes of inflation in the economic environment, this paper analyzes the nature of inflation in China before the financial crisis, and compares it with the causes of inflation in this round. The empirical results show that before the financial crisis, China's inflation was mainly caused by monetary factors and input factors, but the cost push and demand pull were not significant. The changes of the causes of inflation before and after the financial crisis show that the sources of inflation are different in different economic environments. In view of the causes of inflation under the background of financial crisis, this paper puts forward some suggestions from industrial policy, demand structure, fiscal and monetary policy, foreign exchange policy and so on.
【學(xué)位授予單位】：南京財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F822.5;F224

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