本文選題：通貨膨脹 + 人民幣匯率　； 參考：《天津財(cái)經(jīng)大學(xué)》2012年碩士論文

【摘要】：物價(jià)與匯率是開(kāi)放經(jīng)濟(jì)條件下資源優(yōu)化配置的重要指標(biāo),宏觀經(jīng)濟(jì)內(nèi)外均衡的實(shí)現(xiàn),需要有一個(gè)穩(wěn)定的物價(jià)體系和匯率政策。而且物價(jià)與匯率作為一國(guó)貨幣對(duì)內(nèi)價(jià)值與對(duì)外價(jià)值的量化指標(biāo),理論上兩者的走向是一致的,然而近幾年人民幣升值和通貨膨脹共存的“雙高”現(xiàn)象向理論提出了挑戰(zhàn),在中國(guó)特定的經(jīng)濟(jì)增長(zhǎng)結(jié)構(gòu)下,研究通貨膨脹的匯率驅(qū)動(dòng)效應(yīng)顯的非常有必要。 首先,通過(guò)對(duì)世界經(jīng)濟(jì)增長(zhǎng)共生模式內(nèi)涵的闡述,確立了本文的研究視角,將局限于國(guó)內(nèi)總供給和總需求的分析,拓展到了全球范圍上的廣義二維視角。并通過(guò)對(duì)共生模式下中國(guó)經(jīng)濟(jì)增長(zhǎng)所表現(xiàn)出的外部依賴(lài)性特征分析,將外部需求、外部供給和國(guó)際資源品價(jià)格等因素納入了通貨膨脹驅(qū)動(dòng)因素的分析框架中。 其次,本文通過(guò)將典型家庭的總體消費(fèi)品分為非貿(mào)易品、通過(guò)進(jìn)口中間產(chǎn)品在本國(guó)生產(chǎn)的消費(fèi)品和純粹進(jìn)口的消費(fèi)品,將國(guó)內(nèi)廠商的生產(chǎn)要素分為勞動(dòng)投入和資源品投入,由此拓展了新凱恩斯菲利普斯曲線、貨幣需求函數(shù)和IS曲線,建立起了本文分析的理論框架。 最后,本文運(yùn)用SVAR模型進(jìn)行實(shí)證研究,運(yùn)用2005年7月至2011年12月的數(shù)據(jù),結(jié)果表明以出口總額衡量的外部需求沖擊是人民幣匯率變動(dòng)的主要因素,而國(guó)內(nèi)物價(jià)、貨幣供應(yīng)名義變量對(duì)其影響較小。貨幣供應(yīng)量和國(guó)際大宗商品價(jià)格對(duì)國(guó)內(nèi)物價(jià)具有明顯的正向影響。人民幣升值對(duì)通貨膨脹具有負(fù)向的影響,但方差分解結(jié)果表明升值對(duì)通脹的抑制作用有限。
[Abstract]:Price and exchange rate are important indicators for the optimal allocation of resources in open economy. To realize the internal and external equilibrium of macro economy, we need a stable price system and exchange rate policy.Moreover, as a quantitative index of a country's currency's internal and external value, price and exchange rate are in the same direction in theory. However, the phenomenon of "double high" of RMB appreciation and inflation in recent years has challenged the theory.Under the specific economic growth structure of China, it is necessary to study the exchange rate driving effect of inflation.Firstly, by expounding the connotation of the symbiotic model of world economic growth, the author establishes the research perspective of this paper, which is limited to the analysis of domestic total supply and total demand, and extends to the generalized two-dimensional perspective on the global scale.Through the analysis of the external dependence characteristics of China's economic growth under the symbiotic model, the external demand, external supply and international resource price are included in the analysis framework of the inflation driving factors.Secondly, by dividing the total consumer goods of typical households into non-tradable products, by importing consumer goods produced in our country and pure imported consumer goods, the factors of production of domestic manufacturers are divided into labor inputs and resource inputs.The new Keynesian Phillips curve, money demand function and is curve are extended, and the theoretical framework of this paper is established.Finally, this paper uses the SVAR model to carry on the empirical research, uses the data from July 2005 to December 2011, the result shows that the external demand shock measured by the total export volume is the main factor of the RMB exchange rate change, while the domestic price.The nominal variable of money supply has little effect on it.Money supply and international commodity prices have a clear positive impact on domestic prices.RMB appreciation has a negative effect on inflation, but variance decomposition results show that appreciation has a limited effect on inflation.
【學(xué)位授予單位】：天津財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類(lèi)號(hào)】：F832.6;F822.5;F224

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