本文選題：通貨膨脹　切入點(diǎn)：流動(dòng)性過剩　出處：《南開大學(xué)》2012年博士論文　論文類型：學(xué)位論文

【摘要】：21世紀(jì)以來，我國(guó)先后發(fā)生了三輪通貨膨脹，引起了社會(huì)各界的廣泛關(guān)注，學(xué)術(shù)界對(duì)通貨膨脹問題也進(jìn)行了大量的研究，對(duì)于通貨膨脹的認(rèn)識(shí)也不斷多元化，在傳統(tǒng)貨幣主義和菲利普斯曲線分析的基礎(chǔ)上衍生出了國(guó)際大宗價(jià)格輸入、通脹預(yù)期和勞動(dòng)成本上升等多種通貨膨脹成因的分析。對(duì)通貨膨脹成因的界定、通脹成因是否發(fā)生了變遷等問題是相關(guān)研究的核心關(guān)注點(diǎn)。2000年以來，中國(guó)經(jīng)濟(jì)最大的變化就是對(duì)外開放程度大幅提升，這不但帶來了經(jīng)濟(jì)的持續(xù)快速增長(zhǎng)，也帶來了輸入性通貨膨脹問題，而且加快了城鄉(xiāng)轉(zhuǎn)移和劉易斯拐點(diǎn)的出現(xiàn)。而正是劉易斯拐點(diǎn)的出現(xiàn)使巴拉薩-薩繆爾森效應(yīng)在中國(guó)開始發(fā)揮效力，在名義匯率并未充分浮動(dòng)的背景下，實(shí)際匯率的升值壓力轉(zhuǎn)化為通貨膨脹壓力，并使通貨膨脹的結(jié)構(gòu)性特征加劇，農(nóng)產(chǎn)品價(jià)格的漲幅明顯超越服務(wù)類和工業(yè)品價(jià)格，是推動(dòng)整體通脹上升的主要?jiǎng)恿�。本論文以最近十年中�?guó)通貨膨脹的成因及其變遷為研究對(duì)象，在對(duì)過往通貨膨脹研究和通貨膨脹理論的發(fā)展路徑進(jìn)行梳理的基礎(chǔ)上，從中國(guó)經(jīng)濟(jì)對(duì)外開放度提升、帶來劉易斯拐點(diǎn)出現(xiàn)并推動(dòng)通脹上升的角度，進(jìn)行了系統(tǒng)而全面的研究。 為了突出通貨膨脹成因的變遷和對(duì)以往研究的承上啟下，本論文首先對(duì)過往通貨膨脹成因的研究進(jìn)行全面的歸納和總結(jié)，并對(duì)相關(guān)結(jié)論、研究方法、理論模型和實(shí)證數(shù)據(jù)等問題進(jìn)行了詳盡和縝密的梳理與比較。 其次本論文將各種通貨膨脹成因置于同一模型中進(jìn)行綜合性檢驗(yàn)，以找出具有顯著解釋能力的變量。本文首先系統(tǒng)的計(jì)算了貨幣成因變量，在重新核算廣義貨幣供給之后，又通過分析流動(dòng)性需求計(jì)算流動(dòng)性過剩系數(shù)。此后又選取了總需求、輸入性通脹、勞動(dòng)力成本和通脹預(yù)期等成因理論的代表性變量，并將它們置于擴(kuò)展菲利普斯曲線模型中，采用分布滯后模型的方式進(jìn)行回歸分析。隨后我們采用SVAR模型來分析變量間相互的動(dòng)態(tài)聯(lián)系，以驗(yàn)證菲利普斯模型的回歸結(jié)果，并借助結(jié)構(gòu)性脈沖響應(yīng)和方差分解等分析方法，來揭示各種成因?qū)νㄘ浥蛎浀挠绊懗潭�。綜合兩種實(shí)證檢驗(yàn)的結(jié)果，2000年以來隨著我國(guó)對(duì)外開放度的提升，通貨膨脹的成因發(fā)生了變遷，以往的經(jīng)濟(jì)過熱和貨幣超發(fā)對(duì)通脹的影響逐漸減弱，而國(guó)際工業(yè)品價(jià)格輸入和農(nóng)民工工資上漲成為對(duì)通脹有顯著影響的成因，并且對(duì)通脹變化的解釋比例更高。 再次，本論文對(duì)農(nóng)民工工資上漲推升通貨膨脹這一成因進(jìn)行了更加深入的研究。通過觀察東亞國(guó)家的歷史經(jīng)驗(yàn)，作者認(rèn)為對(duì)外開放程度的提升，帶來城鄉(xiāng)轉(zhuǎn)移加速導(dǎo)致劉易斯拐點(diǎn)出現(xiàn)，并使巴拉薩-薩繆爾森效用逐漸生效是農(nóng)民工工資推升通脹的理論基礎(chǔ)和傳導(dǎo)渠道。作者在日本學(xué)者M(jìn)inami提出的5個(gè)判定準(zhǔn)則的基礎(chǔ)上，進(jìn)行了修正和擴(kuò)展，提出了本文判定中國(guó)經(jīng)濟(jì)何時(shí)跨越劉易斯第一拐點(diǎn)的5個(gè)準(zhǔn)則。根據(jù)實(shí)證結(jié)果本論文認(rèn)為中國(guó)經(jīng)濟(jì)在2004年左右越過了劉易斯第一拐點(diǎn)，但沒有充分的證據(jù)說明中國(guó)經(jīng)濟(jì)接近或達(dá)到了劉易斯第二拐點(diǎn)。 最后，本論文以巴拉薩-薩繆爾森效應(yīng)為理論基礎(chǔ)，將二元經(jīng)濟(jì)理論引入Rogoff模型，將農(nóng)業(yè)部門單獨(dú)考慮，并去除了各部門工資相等的假定，創(chuàng)新性的以劉易斯第一拐點(diǎn)為界分別推導(dǎo)了勞動(dòng)力過剩階段和勞動(dòng)力短缺階段的巴拉薩-薩繆爾森模型。在名義匯率并未充分浮動(dòng)的背景下我們忽略國(guó)外部門，即實(shí)際匯率的升值壓力主要體現(xiàn)為本國(guó)的通脹壓力。之后對(duì)兩階段模型分別進(jìn)行驗(yàn)證，結(jié)果表明在1991-2003年的勞動(dòng)力過剩階段，巴拉薩-薩繆爾森效應(yīng)在我國(guó)并未完全體現(xiàn)，工業(yè)部門相對(duì)農(nóng)業(yè)部門勞動(dòng)生產(chǎn)率的提升對(duì)通貨膨脹有一定的推動(dòng)作用，但可貿(mào)易的工業(yè)部門相對(duì)不可貿(mào)易的服務(wù)業(yè)部門勞動(dòng)生產(chǎn)率的提升對(duì)通脹沒有影響。而在2005-2010年的勞動(dòng)力短缺階段，巴拉薩-薩繆爾森效應(yīng)開始發(fā)揮作用，農(nóng)業(yè)勞動(dòng)生產(chǎn)率、工業(yè)部門相對(duì)農(nóng)業(yè)部門勞動(dòng)生產(chǎn)率的提升都對(duì)通脹具有顯著的推動(dòng)作用。最后我們簡(jiǎn)單闡述了上述現(xiàn)象的傳導(dǎo)機(jī)制，即一國(guó)走過劉易斯第一拐點(diǎn)之后，最重要的特征就是農(nóng)業(yè)部門的工資水平開始由農(nóng)業(yè)勞動(dòng)生產(chǎn)率決定，，這與工業(yè)部門的工資決定機(jī)制趨于一致，這一轉(zhuǎn)變帶來了部門工資開始趨同，并帶來勞動(dòng)生產(chǎn)率較低的農(nóng)業(yè)部門（不可貿(mào)易部門）產(chǎn)品價(jià)格相對(duì)于勞動(dòng)生產(chǎn)率較高的工業(yè)部門（可貿(mào)易部門）產(chǎn)品價(jià)格提升，最終推動(dòng)整體通貨膨脹水平的上升。
[Abstract]:Since twenty-first Century, China has three rounds of inflation, has aroused widespread concern in the community, the academic circles have done a lot of research on the problem of inflation, the inflation also continue to diversify, based on the analysis of the traditional monetarist and Phillips curve are derived on the international commodity price input, analysis of inflation expectations and labor costs the rise and other causes of inflation. The definition of the causes of inflation, the inflation causes the change of the related research focus of.2000 years, Chinese change is the biggest economic openness increases, which not only brought a sustained and rapid economic growth, has also brought inflation problems, and to speed up the emergence of urban and rural transfer and Lewis turning point. And it is the inflection point Lewis Lhasa - Samuelson Pakistan The effect of taking full effect in Chinese, in the nominal exchange rate is not fully floating under the background of the real exchange rate appreciation pressure into inflation pressure, increasing structural characteristics and make the inflation, the prices of agricultural products rose significantly beyond the service and prices of industrial products, is the main driving force for overall inflation. In this paper, the origin and evolution China inflation for the last ten years as the research object, and analyzes on the development path of the past research on inflation and inflation theory, from China economic openness, bring Lewis inflection point and push inflation angle, conducts a systematic and comprehensive research.
In order to highlight the changes in the causes of inflation and continuity of previous research, this paper studies on the causes of inflation in the past to conduct a comprehensive summary of the relevant conclusions, research methods, theory models and empirical data for a detailed and careful analysis and comparison.
Secondly, this thesis will conduct a variety of causes of inflation in the same model of comprehensive inspection, in order to find out the most explanatory variables. This paper calculated the monetary variable after accounting of broad money supply, and through the analysis of demand for liquidity excess liquidity. Then the calculation of the coefficient of total demand, input the representative theory of inflation, labor costs and inflation expectations of the variables, and placed them under the extended Phillips curve model, using the distributed lag model by way of regression analysis. Then we use SVAR model to analyze the dynamic relationship between variables, the regression results show the Phillips model, and the structural impulse response and variance decomposition analysis method, to reveal the influence of various causes of inflation. The comprehensive results of two kinds of empirical test, 2000 Since China's opening up to enhance the degree of change, the causes of inflation, the economic overheating and super currency impact on inflation gradually weakened, while the international commodity prices and rising wages of migrant workers become the origin of the input has a significant impact on inflation, and inflation changes explain the higher proportion.
Again, this paper makes further research on the migrant workers wage inflation. This causes by observing the historical experience of East Asian countries, the author believes that the opening degree of upgrading, urban and rural bring to accelerate the transfer of leading Lewis inflection point, and the Barra SA - Samuelson utility effect gradually is the theoretical foundation and transmission channels to push the wages of migrant workers the rise of inflation. 5 the criteria proposed by Japanese scholars author Minami, revised and extended, this paper determines 5 criteria China when the economy across the Lewis first inflection point. According to the empirical results, this paper believes that the economic China Lewis first crossed the inflection point in 2004, but there is no evidence that China economy close to or reached the Lewis second inflection point.
Finally, the Israeli Palestinian Lhasa - Samuelson effect as the theoretical basis, will be two yuan in economic theory into the Rogoff model, the agricultural sector will be considered separately, and remove the assumption that the sector wages equal, innovative to Lewis the first inflection point is bounded derived labor excess phase and labor shortage stage Pakistan Lhasa Samuelson model in the nominal exchange rate is not fully floating under the background that we ignore the foreign sector, the real exchange rate appreciation pressure is mainly reflected in domestic inflation pressure. After the two stage model were verified, results show that in excess of 1991-2003 years of labor stage, Pakistan Lhasa - Samuelson effect is not fully reflected in China's industrial sector, relative improvement the Department of agriculture labor productivity has a positive impact on inflation, but the trade industrial sector can not trade in service industry Department of labor productivity improvement has no effect on inflation. In the 2005-2010 years of labor shortages, Lhasa Pakistan - Samuelson effect began to play a role in agricultural labor productivity, industrial sector relative to the agricultural sector labor productivity has significant effect on pushing inflation. Finally we briefly discusses the transmission mechanism of the above phenomenon, namely in the past Lewis first after the inflection point, the most important feature is the agricultural sector wages started decided by agricultural labor productivity, and the industrial sector wage decision mechanism consistent, this change brings sector wages are beginning to converge, and bring the low labor productivity of the agricultural sector (non tradable sectors) relative to the price of labor higher productivity of the industrial sector (trade sector) product price increase, and ultimately promote the increase in the overall level of inflation.

【學(xué)位授予單位】：南開大學(xué)
【學(xué)位級(jí)別】：博士
【學(xué)位授予年份】：2012
【分類號(hào)】：F822.5;F224

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