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  本文關(guān)鍵詞：通貨膨脹不確定性對宏觀經(jīng)濟的影響研究　出處：《天津財經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 通貨膨脹 通貨膨脹不確定性 通貨膨脹目標制

【摘要】：通貨膨脹是一個復(fù)雜的宏觀經(jīng)濟學(xué)問題,近幾年來更是成為備受公眾關(guān)注的社會現(xiàn)象。通貨膨脹是我國制定宏觀經(jīng)濟政策的必要參考指標,同時也是驗證政策效果的重要參考依據(jù)。它的波動情況、形成機制以及和其它宏觀變量的相互影響關(guān)系決定著我國經(jīng)濟能否保持原有趨勢持續(xù)穩(wěn)定地增長。近幾年來,我國的通貨膨脹水平持續(xù)居高不下,通貨膨脹風(fēng)險成為制約中國宏觀經(jīng)濟運行的重要因素,國內(nèi)經(jīng)濟學(xué)家也在積極探索一種適合中國國情的治理通貨膨脹的策略。 本文參考了大量國內(nèi)外的相關(guān)文獻,將基于理性預(yù)期理論的通貨膨脹不確定性的研究作為本次研究的核心內(nèi)容。研究包括四部分。第一部分,以我國改革開放以來的通貨膨脹時序圖為背景,結(jié)合國內(nèi)外相關(guān)理論成果,介紹通貨膨脹不確定性的定義、產(chǎn)生的原因及研究意義,以及有關(guān)通貨膨脹不確定性對宏觀經(jīng)濟影響的理論成果。第二部分對通貨膨脹不確定性的測度方法進行了對比總結(jié),并選擇GARCH模型作為本文的估計方法。第三部分是本文研究的核心,首先運用VAR-GARCH模型估計通貨膨脹水平、產(chǎn)出增長水平和通貨膨脹不確定性、產(chǎn)出增長不確定性的表達式方程,研究變量間的正負相關(guān)關(guān)系,其次利用格蘭杰因果關(guān)系檢驗驗證變量間相關(guān)關(guān)系的作用方向。第四部分是本文的結(jié)論和政策建議,重點在于要將各種通脹管理措施進行有效結(jié)合,不能顧此失彼；從減少通貨膨脹不確定性的角度加強對通貨膨脹預(yù)期的管理,有效引導(dǎo)公眾的通貨膨脹預(yù)期等。
[Abstract]:Inflation is a complex macroeconomics problem, which has become a social phenomenon that has attracted much public attention in recent years. Inflation is a necessary reference index for the formulation of macroeconomic policies in China. At the same time, it is also an important reference to verify the effectiveness of the policy. The formation mechanism and the interaction with other macro variables determine whether our economy can maintain the original trend of sustained and stable growth. In recent years, the level of inflation in China continues to remain high. Inflation risk has become an important factor restricting China's macroeconomic operation, and domestic economists are actively exploring a strategy to control inflation that is suitable for China's national conditions. This paper refers to a large number of relevant literature at home and abroad, taking the research of inflation uncertainty based on rational expectation theory as the core of this study. The research includes four parts. This paper introduces the definition, causes and significance of inflation uncertainty with the background of inflation timing chart since the reform and opening up in China and related theoretical achievements at home and abroad. And the theoretical results of the impact of inflation uncertainty on the macroeconomic. The second part of the measurement methods of inflation uncertainty are compared and summarized. The third part is the core of this paper. Firstly, the VAR-GARCH model is used to estimate the inflation level. The expression equation of the uncertainty of output growth level and inflation, the uncertainty of output growth, and the positive and negative correlation between variables are studied. Secondly, the Granger causality test is used to verify the direction of the correlation between variables. Part 4th is the conclusion and policy recommendations of this paper, focusing on the effective combination of various inflation management measures. One cannot ignore one another; From the angle of reducing inflation uncertainty, we should strengthen the management of inflation expectation and guide the public's inflation expectation effectively.
【學(xué)位授予單位】：天津財經(jīng)大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F822.5;F124;F224

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本文編號：1436195