| | | | | 中国通货膨胀成因的实证分析 | | | 黄静 | | | 通过对可能影响我国通货膨胀的因素,包括经济增长、货币供应量、居民消费水平和工资的格兰杰因果分析和自回归分布滞后模型的拟合,可知我国通货膨胀和货币供应量、居民预期有密切关系,而和其他因素没有显著关系。
【作者单位】：华东师范大学商学院 上海200062
【关键词】：通货膨胀;格兰杰因果分析;自回归分布滞后模型;适应性预期
【分类号】：F822.5
【DOI】：cnki:ISSN:1008-6439.0.2005-05-002
【正文快照】：
关于通货膨胀的形成原因,西方经济学界一直没有达成共识,主要分成了三大阵营:货币学派认为通货膨胀在本质上是一种货币现象,同时市场具有内在的稳定性,不需要政府运用宏观经济政策人为地调节通胀率;凯恩斯学派则认为现实经济是高度不稳定的,劳动力市场是通货膨胀的源泉,并推导出了著名的菲利普斯曲线;结构学派不从狭义上研究通货膨胀问题,它试图从各部门经济生产率不一致来解释西方国家中价格上涨的长期趋势,认为由此造成了通货膨胀。三种理论学派都曾在一定程度上解释了通货膨胀的原因,但又都存在某些漏洞,不能很好地全面解释通货膨胀的形… | | |  推荐 CAJ下载  PDF下载 | | | CAJViewer7.0阅读器支持所有CNKI文件格式，AdobeReader仅支持PDF格式 | | | | Positive analysis of the cause of China's inflation | | | HUANG Jing (Business School;East China Normal University;Shanghai 200062;China) | | | There are several factors which can effect the inflation such as economic growth,the amount of money supply,the consume level and wage.In order to explore the cause of China's inflation,the author uses Granger Causality Test to analyze the relationship between inflation rate and the above factors.Then through establishing Autoregressive Distributed Lag Model,it is found that China's inflation rate is significantly associated with money supply and expectation of citizens.However,there is no strong correlation between inflation rate and the other factors.
【Keyword】：inflation;Granger Causality Test;Autoregressive Distributed Lag model;adaptive expectation |
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