本文選題：利率沖擊　切入點(diǎn)：通貨膨脹　出處：《西北大學(xué)》2017年碩士論文

【摘要】：我國(guó)經(jīng)濟(jì)發(fā)展正經(jīng)歷著經(jīng)濟(jì)增長(zhǎng)速度換擋期、結(jié)構(gòu)調(diào)整陣痛期、前期刺激政策消化期的“三期疊加階段”,需要關(guān)注各種因素的波動(dòng)對(duì)產(chǎn)出所帶來(lái)的影響。伴隨著利率市場(chǎng)化的進(jìn)程,利率對(duì)經(jīng)濟(jì)產(chǎn)出的影響,值得我們重點(diǎn)關(guān)注。除此之外,同時(shí)也需要關(guān)注影響人民生活質(zhì)量的通貨膨脹是如何變動(dòng)的。本文首先介紹研究背景、研究意義、研究?jī)?nèi)容,進(jìn)而總結(jié)歸納利率沖擊、通貨膨脹以及經(jīng)濟(jì)產(chǎn)出的國(guó)內(nèi)外相關(guān)文獻(xiàn)。在此基礎(chǔ)上,對(duì)我國(guó)經(jīng)濟(jì)產(chǎn)出、通貨膨脹和利率變動(dòng)進(jìn)行簡(jiǎn)要的回顧,并運(yùn)用相關(guān)理論分析利率沖擊、通貨膨脹和經(jīng)濟(jì)產(chǎn)出三者的內(nèi)在邏輯關(guān)系,得出相應(yīng)假設(shè)。為此,本文嘗試將陜西省2006年到2015年的季度數(shù)據(jù),運(yùn)用包含隨機(jī)波動(dòng)率的時(shí)變參數(shù)向量自回歸(SV-TVP-VAR)模型,對(duì)利率沖擊和通貨膨脹影響經(jīng)濟(jì)產(chǎn)出的機(jī)制進(jìn)行計(jì)量分析。最后得出結(jié)論并提出相應(yīng)的政策建議。結(jié)果顯示:經(jīng)濟(jì)產(chǎn)出對(duì)于利率沖擊的響應(yīng)在長(zhǎng)期和短期波動(dòng)趨勢(shì)一致,存在實(shí)際利率下降將增加經(jīng)濟(jì)產(chǎn)出,實(shí)際利率上升將使經(jīng)濟(jì)產(chǎn)出減少;通貨膨脹對(duì)經(jīng)濟(jì)產(chǎn)出的影響,在短期變化幅度較小,長(zhǎng)期變化幅度較大,即對(duì)于陜西省來(lái)說(shuō),存在托賓效應(yīng)。
[Abstract]:China's economic development is going through a period of shift of economic growth rate and painful period of structural adjustment. The "three superposition stages" of the previous stimulus policy digestion period need to pay attention to the impact of fluctuation of various factors on output. With the process of interest rate liberalization, the impact of interest rate on economic output deserves our attention. At the same time, we also need to pay attention to how the inflation that affects people's quality of life changes. This paper first introduces the research background, research significance, research content, and then summarizes the impact of interest rate. On the basis of this, this paper briefly reviews the changes of economic output, inflation and interest rate in China, and analyzes the impact of interest rate on the basis of relevant theories. This paper tries to use the quarterly data of Shaanxi Province from 2006 to 2015 to use the time-varying parameter vector autoregressive SV-TVP-VARmodel, which includes random volatility. This paper makes an econometric analysis on the mechanism of interest rate shock and inflation affecting economic output. Finally, it draws a conclusion and puts forward corresponding policy recommendations. The results show that the response of economic output to interest rate shock is consistent in the long and short term. If there is a decline in real interest rates, economic output will increase, and the real interest rate will increase and economic output will decrease. The impact of inflation on economic output will change slightly in the short term and in the long run, that is, for Shaanxi Province, There is a Tobin effect.
【學(xué)位授予單位】：西北大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類(lèi)號(hào)】：F822.5;F832.5;F124

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本文編號(hào)：1653517