本文關(guān)鍵詞：中國通貨膨脹和經(jīng)濟增長關(guān)系的實證研究　出處：《東北師范大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

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【摘要】：保持物價穩(wěn)定和促進經(jīng)濟增長一直都是各國經(jīng)濟宏觀經(jīng)濟的兩個主要目標(biāo)。研究通貨膨脹和經(jīng)濟增長之間的關(guān)系也是宏觀經(jīng)濟學(xué)中的一個基礎(chǔ)問題，但是多年來對于這個問題的研究并沒有定論。有人為通貨膨脹能促進經(jīng)濟增長的，也有認(rèn)為通貨膨脹阻礙了經(jīng)濟的增長，還有人為通貨膨脹對于經(jīng)濟增長是中性，甚至還有發(fā)現(xiàn)通貨膨脹對經(jīng)濟增長具有門限效應(yīng)的。 本文將從前人研究的成果之上，結(jié)合中國實際試圖用實證分析去研究中國通貨膨脹和經(jīng)濟增長之間的關(guān)系。首先將會介紹一下在文章中將要用到的門限回歸模型——Hansen門檻回歸模型。然后從柯布—道格拉斯生產(chǎn)函數(shù)出發(fā)結(jié)合門限構(gòu)造經(jīng)濟增長模型，試著去發(fā)現(xiàn)中國通貨膨脹的門限效應(yīng)。然后將從協(xié)整的角度出發(fā)，運用Engle-Granger（1987）的兩步協(xié)整和誤差校正模型（Error CorrectionModel）討論中國通貨膨脹和經(jīng)濟增長在短期和長期上的關(guān)系。最后運用Kahn和Senhadji在2001年提出的估計通貨膨脹門限效應(yīng)的模型對中國的相關(guān)數(shù)據(jù)進行分析，對門限進行再估計。最后得出結(jié)論：中國的通貨膨脹和經(jīng)濟增長在長期內(nèi)具有正相關(guān)，而在短期內(nèi)具有負(fù)相關(guān)性，同時中國的通貨膨脹還存在著門限效應(yīng)。之所以得出這個結(jié)論的原因可能在于采用數(shù)據(jù)的通貨膨脹率普遍并不高，大部分應(yīng)都在門限值之下。最后提出建議，，需保持適度的通貨膨脹率，同時控制通貨膨脹防止其過高而對經(jīng)濟造成傷害。
[Abstract]:Maintaining price stability and promoting economic growth have always been the two main objectives of the macroeconomic of all countries. The study of the relationship between inflation and economic growth is also a fundamental issue in macroeconomics. But years of research on this issue have not been conclusive. Some people believe that inflation can promote economic growth, and others think that inflation is a hindrance to economic growth. There are also artificial inflation for economic growth is neutral, and even found that inflation has a threshold effect on economic growth. This paper will be based on the results of previous studies. This paper attempts to use empirical analysis to study the relationship between inflation and economic growth in China. First of all, the threshold regression model to be used in this paper, Hansen threshold regression model, will be introduced. Then the economic growth model is constructed from the Cobb-Douglas production function combined with the threshold. Try to discover the threshold effect of Chinese inflation. Then you will start from the perspective of cointegration. Using Engle-Granger 1987) two-step cointegration and error correction model (Error Correction Model). The relationship between inflation and economic growth in the short and long term in China is discussed. Finally, by using the model of estimating inflation threshold effect proposed by Kahn and Senhadji in 2001, the correlation numbers for China are discussed. According to the analysis. Finally, it concludes that inflation and economic growth in China have positive correlation in the long run, but negative correlation in the short term. At the same time, there is also a threshold effect on inflation in China. The reason for this conclusion may be that the inflation rate using the data is generally not high, most of which should be below the threshold. Finally, some suggestions are made. A moderate inflation rate should be maintained while keeping inflation in check to prevent it from damaging the economy.
【學(xué)位授予單位】：東北師范大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F822.5;F224;F124.1

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