原油價格、流動性與我國的通貨膨脹
發(fā)布時間:2018-07-21 14:58
【摘要】:在國際市場原油價格變動對我國通貨膨脹具有一定影響的同時流動性過剩仍是一個不可忽視的問題。為了明確影響我國通貨膨脹的因素,本文選擇廣義貨幣供應量、產(chǎn)出、國際原油價格和通貨膨脹率等變量,運用CVAR模型方法對影響我國通貨膨脹的因素加以分析。經(jīng)驗分析結(jié)果表明:我國具有穩(wěn)定貨幣需求關(guān)系和菲利普斯曲線;原油價格對我國通貨膨脹具有長期影響,但是影響我國通貨膨脹的更為重要的因素是流動性過剩和經(jīng)濟過熱。
[Abstract]:While the change of crude oil price in the international market has a certain impact on China's inflation, excess liquidity is still a problem that can not be ignored. In order to determine the factors that affect China's inflation, this paper selects variables such as broad money supply, output, international crude oil price and inflation rate, and analyzes the factors that affect China's inflation by using CVAR model. The empirical results show that China has a stable monetary demand relationship and Phillips curve, and the crude oil price has a long-term impact on China's inflation, but the more important factors affecting China's inflation are excess liquidity and overheated economy.
【作者單位】: 南開大學經(jīng)濟學院國際經(jīng)濟研究所;天津外國語大學國際商學院;
【分類號】:F224;F764.1;F822.5
[Abstract]:While the change of crude oil price in the international market has a certain impact on China's inflation, excess liquidity is still a problem that can not be ignored. In order to determine the factors that affect China's inflation, this paper selects variables such as broad money supply, output, international crude oil price and inflation rate, and analyzes the factors that affect China's inflation by using CVAR model. The empirical results show that China has a stable monetary demand relationship and Phillips curve, and the crude oil price has a long-term impact on China's inflation, but the more important factors affecting China's inflation are excess liquidity and overheated economy.
【作者單位】: 南開大學經(jīng)濟學院國際經(jīng)濟研究所;天津外國語大學國際商學院;
【分類號】:F224;F764.1;F822.5
【參考文獻】
相關(guān)期刊論文 前2條
1 汪紅駒;用誤差修正模型估計中國貨幣需求函數(shù)[J];世界經(jīng)濟;2002年05期
2 李洪凱;張佳菲;羅幼強;;石油價格波動對我國物價水平的影響[J];統(tǒng)計與決策;2006年06期
【共引文獻】
相關(guān)期刊論文 前10條
1 李躍中;;LME和SHFE期銅價格的動態(tài)計量研究[J];安徽大學學報(哲學社會科學版);2006年02期
2 李t,
本文編號:2135893
本文鏈接:http://www.sikaile.net/guanlilunwen/bankxd/2135893.html
最近更新
教材專著