【摘要】：通貨膨脹是復(fù)雜的經(jīng)濟(jì)現(xiàn)象,它會(huì)扭曲現(xiàn)有經(jīng)濟(jì)秩序,可以改變現(xiàn)有價(jià)格體系,從而對(duì)實(shí)際產(chǎn)出、消費(fèi)、財(cái)富分配等多方面產(chǎn)生深遠(yuǎn)影響。因此,從不同維度深入研究通貨膨脹問(wèn)題,剖析通貨膨脹的形成機(jī)理和作用機(jī)制,并尋找管理通貨膨脹的對(duì)策,具有重要的理論意義和實(shí)用價(jià)值。 本文首先總結(jié)前人關(guān)于通貨膨脹相關(guān)理論,并回顧了建國(guó)后我國(guó)發(fā)生的通貨膨脹情況。在此基礎(chǔ)上,提出會(huì)對(duì)我國(guó)通貨膨脹產(chǎn)生影響的因子,然后通過(guò)計(jì)量經(jīng)濟(jì)學(xué)的方法對(duì)這些因子與通貨膨脹率之間的關(guān)系進(jìn)行實(shí)證研究,并通過(guò)計(jì)量統(tǒng)計(jì)結(jié)果來(lái)不斷驗(yàn)證,最終找出與通貨膨脹關(guān)系最為密切的影響因子,并寫出他們之間的回歸方程式。其中,對(duì)回歸模型數(shù)據(jù)進(jìn)行了單位根檢驗(yàn)、協(xié)整檢驗(yàn)、格蘭杰因果檢驗(yàn),對(duì)回歸模型做自相關(guān)性檢驗(yàn)和異方差檢驗(yàn),并利用廣義差分法和加權(quán)最小二乘法對(duì)回歸模型進(jìn)行修正,最終形成顯著性更強(qiáng)擬合優(yōu)度更高的回歸模型。 本文計(jì)量模型分長(zhǎng)期和短期2個(gè),并得到相應(yīng)的結(jié)果。從長(zhǎng)期來(lái)看,通貨膨脹的主要原因是貨幣超發(fā),而影響短期通貨膨脹的因素更復(fù)雜。通過(guò)本文回歸模型分析,影響我國(guó)通貨膨脹長(zhǎng)期因素最主要的是M2,并且當(dāng)期M2對(duì)下一期通貨膨脹產(chǎn)生影響。從短期看,影響通貨膨脹因素更加復(fù)雜,實(shí)證模型結(jié)果無(wú)法體現(xiàn)更多影響因子,但是驗(yàn)證了短期M1和國(guó)際大宗商品價(jià)格對(duì)通貨膨脹影響較大,而且當(dāng)期的M1對(duì)下一期通貨膨脹產(chǎn)生影響。 最后,計(jì)量分析結(jié)果結(jié)合通貨膨脹相關(guān)的理論知識(shí)以及歷史經(jīng)驗(yàn),為我國(guó)通貨膨脹的管理提供建議。
[Abstract]:Inflation is a complex economic phenomenon, which distorts the existing economic order and can change the existing price system, which has a profound impact on real output, consumption, wealth distribution and so on. Therefore, it is of great theoretical significance and practical value to deeply study inflation from different dimensions, analyze the formation mechanism and function mechanism of inflation, and find out the countermeasures to manage inflation. This paper first summarizes the previous theories about inflation, and reviews the inflation situation in China after the founding of the people's Republic of China. On this basis, the factors that will have an impact on inflation in China are put forward, and then the relationship between these factors and inflation rate is empirically studied by econometric method, and the results of econometric statistics are used to verify the relationship between these factors and inflation rate. Finally, the factors most closely related to inflation are identified and the regression equation between them is written. Among them, the regression model data are tested by unit root test, cointegration test, Granger causality test, autocorrelation test and heteroscedasticity test, and the regression model is modified by generalized difference method and weighted least square method. Finally, a regression model with stronger goodness of fit was formed. In this paper, the econometric model is divided into two long-term and short-term models, and the corresponding results are obtained. In the long run, inflation is mainly due to excessive currency, while the factors affecting short-term inflation are more complex. Through the analysis of regression model in this paper, M2 is the most important factor affecting inflation in China for a long time, and M2 has an impact on inflation in the next period. In the short term, the factors affecting inflation are more complex, and the results of the empirical model can not reflect more factors, but it is verified that short-term M1 and international commodity prices have a greater impact on inflation. And the current M1 has an impact on the next period of inflation. Finally, the results of econometric analysis combine the theoretical knowledge and historical experience of inflation, and provide suggestions for the management of inflation in China.
【學(xué)位授予單位】：華中師范大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F822.5

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本文編號(hào)：2483930