本文選題：CPI + M2��； 參考：《首都經(jīng)濟貿(mào)易大學(xué)》2015年碩士論文

【摘要】：本文立足北京地區(qū),對當(dāng)?shù)氐腃PI波動的驅(qū)動因素做了系統(tǒng)性的分析。本文在描述統(tǒng)計和數(shù)據(jù)可視化的基礎(chǔ)上,通過仔細(xì)的觀察、大膽的假設(shè)和小心的求證,得到了一些有實證意義的結(jié)論。首先,本文從北京地區(qū)CPI的歷史沿襲和近年來的動態(tài),歸納并嘗試解釋了北京地區(qū)不同時期的CPI波動特點,也點出了近年來北京地區(qū)CPI的季節(jié)性波動形態(tài)。接著,從央行的角度,歸納出央行穩(wěn)定幣值的途徑,并利用回歸分析的方法得到北京地區(qū)定基CPI與全國廣義貨幣供給量M2之間有著二次函數(shù)關(guān)系,伴隨著貨幣供給量的增長而增長。然后,從生產(chǎn)者的角度,通過比較PPI和生活資料PPI與北京地區(qū)CPI的關(guān)系,確定用生活資料PPI作為對CPI波動方向的預(yù)示,并且借助AIC準(zhǔn)則運用逐步回歸的方法確定了影響CPI的是生活資料PPI的當(dāng)期與滯后2期的組合,還得到這個回歸方程只能用來釋放方向信號,不能完全決定CPI的大小。最后,從消費者的角度,重點分析了北京地區(qū)人均可支配收入對CPI的影響,發(fā)現(xiàn)人均可支配收入與CPI也呈現(xiàn)出二次函數(shù)的關(guān)系。借助于央行的調(diào)查報告中的物價預(yù)期指數(shù)和相應(yīng)季度的物價變動的比較,發(fā)現(xiàn)物價預(yù)期指數(shù)對CPI波動有一定的預(yù)報作用。通過本文的探討,可以對北京地區(qū)CPI的波動有比較系統(tǒng)的理解。
[Abstract]:Based on the Beijing area, this paper makes a systematic analysis of the driving factors of local CPI fluctuations.On the basis of describing statistics and data visualization, through careful observation, bold hypothesis and careful verification, some empirical conclusions are obtained.First of all, this paper summarizes and tries to explain the characteristics of CPI fluctuation in different periods in Beijing area from the history of CPI in Beijing area and the dynamics in recent years, and also points out the seasonal fluctuation pattern of CPI in Beijing area in recent years.Then, from the point of view of the central bank, the paper sums up the ways for the central bank to stabilize the currency value, and obtains the quadratic function relationship between the fixed base CPI in Beijing area and the national broad money supply M2 by using the method of regression analysis.The increase was accompanied by an increase in money supply.Then, from the producer's point of view, by comparing the relationship between PPI and PPI and CPI in Beijing, it is determined to use PPI as a predictor of the fluctuation direction of CPI.By using the method of stepwise regression, AIC criterion is used to determine the combination of the current period and the lag period of PPI, which is the means of life, and the regression equation can only be used to release the direction signal, which can not completely determine the size of CPI.Finally, from the perspective of consumers, this paper analyzes the influence of per capita disposable income on CPI in Beijing area, and finds that the relationship between per capita disposable income and CPI is also quadratic function.By comparing the price expectation index in the survey report of the central bank with the price change in the corresponding quarter, it is found that the price expectation index can predict the fluctuation of CPI to a certain extent.Through the discussion of this paper, we can understand the fluctuation of CPI in Beijing.
【學(xué)位授予單位】：首都經(jīng)濟貿(mào)易大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F726;F427

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相關(guān)期刊論文 前2條

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本文編號：1738701