本文選題：通貨膨脹 + CPI�。� 參考：《長江大學(xué)》2012年碩士論文

【摘要】：對于時間序列變量之間協(xié)整關(guān)系的研究是20世紀80年代末到90年代以來計量經(jīng)濟學(xué)方法的一個重大突破。這個方法的基本思想是如果2個或2個以上的時間序列變量是非平穩(wěn)的,但它們的某種線性組合表現(xiàn)出平穩(wěn)性,則這些變量之間存在長期均衡關(guān)系即協(xié)整關(guān)系。在經(jīng)濟學(xué)上應(yīng)用非常廣泛,本文就利用它分析消費函數(shù)。 消費函數(shù)是宏觀經(jīng)濟學(xué)中一個非常重要的函數(shù),西方的宏觀經(jīng)濟模型通常把消費作為其核心方程之一,中國學(xué)術(shù)界從80年代開始消費函數(shù)的理論和實證研究,已將消費函數(shù)納入中國宏觀經(jīng)濟模型中。 從凱恩斯開始,許多經(jīng)濟學(xué)家對消費函數(shù)進行了一系列的研究與改進,隨著經(jīng)濟的發(fā)展,人們對消費函數(shù)的影響有了更多的思考,譬如：杜森貝里認為,消費者的消費支出不僅受其自身收入的影響,而且也受周圍人的消費行為及收入與消費相互關(guān)系的影響；莫迪利安尼則認為：消費者現(xiàn)期消費不僅與現(xiàn)期收入有關(guān),而且與消費者以后各期收入的期望值、開始時的資產(chǎn)和個人年齡大小有關(guān)等等。 在研究消費函數(shù)時,不管哪種理論都會把收入因素進行調(diào)整,去掉居民消費價格指數(shù)即CPI的影響,這樣做的目的是讓不同時期的收入值具有可比性,簡單理解就是：今年的100元和10年前的100元是不能劃等號的,經(jīng)過調(diào)整后,他們才能比較,這是毫無疑問的。 只是我們在做這項工作的同時忽略了一個問題,CPI真的對消費函數(shù)沒有一點影響嗎?不是的。那我們看一下它的作用,當它的值較低時,對社會生活沒有太大影響,當它的值較高時,它就會引起財產(chǎn)再分配,尤其在經(jīng)濟多元化的今天,CPI的高低與國民經(jīng)濟的發(fā)展、人民幣匯率、國債、期貨和股票市場價格走勢、財政收支、職工工資水平的確定有直接聯(lián)系,CPI上漲或下降直接導(dǎo)致市場對后期宏觀調(diào)控預(yù)期的變動,還可對工資、租金、利息或稅收之類的貨幣流量進行調(diào)整,也可用于對某些貨幣資產(chǎn)及負債的資本價格進行調(diào)整。既然CPI影響如此之多,那么它與消費函數(shù)之間怎么可能沒有關(guān)系呢? 鑒于此,本文作者就CPI與消費函數(shù)的關(guān)系展開了分析,通過引用1978至2009年間中國名義支出法國內(nèi)生產(chǎn)總值GDP,名義居民總消費CONS以及稅收總額TAX,表示價格變化的居民消費價格指數(shù)CPI這些數(shù)據(jù),結(jié)合計量經(jīng)濟學(xué)模型,利用統(tǒng)計軟件,將消費函數(shù)與CPI走勢進行了對比分析,結(jié)果發(fā)現(xiàn)：過高或過低的通貨膨脹都會對降低消費與收入之間的系數(shù)。 本文第一部分簡單介紹了幾個用到的概念,包括通貨膨脹、消費者價格指數(shù)、消費函數(shù)以及國內(nèi)外研究狀況,第二部分介紹了通貨膨脹的影響等,第三部分介紹了計量經(jīng)濟學(xué)的知識包括計量經(jīng)濟學(xué)概念、模型及模型的建立步驟,第四部分介紹了時間序列,平穩(wěn),協(xié)整與誤差修正模型,第五部分實證消費函數(shù)的研究及其兩者的關(guān)系,并得出結(jié)論。
[Abstract]:The study of cointegration relationship between time series variables is a great breakthrough in econometrics from the end of 1980s to 1990s.The basic idea of this method is that if two or more time series variables are non-stationary, but their linear combinations show stationarity, then there is a long-term equilibrium relationship between these variables, that is, cointegration relationship.Widely used in economics, this paper uses it to analyze the consumption function.Consumption function is a very important function in macroeconomics. Western macroeconomic models usually regard consumption as one of its core equations.The consumption function has been incorporated into China's macroeconomic model.Since Keynes began, many economists have carried out a series of research and improvement on consumption function. With the development of economy, people have more thought about the influence of consumption function.Consumer spending is influenced not only by their own income, but also by the behavior of the people around them and the relationship between income and consumption. Modigliani believes that consumers' current consumption is not only related to current income.And it is related to the expectation of the consumer's future income, the assets at the beginning and the age of the individual, and so on.In studying the consumption function, no matter which theory adjusts the income factor and removes the influence of the consumer price index (CPI), the purpose of this is to make the income value of different periods comparable.The simple understanding is: 100 yuan this year and 100 yuan 10 years ago can not be equated, after adjustment, they can compare, there is no doubt.But we are doing this work while ignoring a question that CPI really does not have any impact on the consumption function?No.Well, let's take a look at its role. When its value is low, it has no great impact on social life. When its value is higher, it will lead to redistribution of property, especially in the face of economic diversification today and the level of CPI and the development of the national economy.The RMB exchange rate, treasury bonds, futures and stock market price trends, the determination of fiscal revenues and expenditures, and the determination of workers' wage levels are directly linked to the rise or fall of CPI, which directly results in changes in market expectations for later macroeconomic regulation and control, as well as wage and rent changes.Money flows, such as interest or taxes, can also be adjusted for capital prices for certain monetary assets and liabilities.Since CPI has so many effects, how can it have nothing to do with the consumption function?In view of this, the author analyzes the relationship between CPI and consumption function.By quoting the gross domestic product (GDP), total consumption CONS of nominal residents and total tax revenue between 1978 and 2009, the index CPI of consumer price, which indicates the change of price, is used in the econometrics model, and the statistical software is used.By comparing the consumption function with the trend of CPI, it is found that high inflation or too low inflation will reduce the coefficient between consumption and income.The first part of this paper briefly introduces several concepts, including inflation, consumer price index, consumption function and domestic and foreign research situation, the second part introduces the impact of inflation, etc.The third part introduces the knowledge of econometrics, including the concept of econometrics, the model and the steps to establish the model. The fourth part introduces the time series, stationary, cointegration and error correction model.The fifth part studies the consumption function and their relationship, and draws a conclusion.
【學(xué)位授予單位】：長江大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F224;F822.5;F126

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