短期巨量信贷对物价走势冲击模型研究.pdf

全国大学生统计建模大赛 题目：天量信贷对物价走势冲击模型研究 作者： 张靖 刘慧慧 王璇珍 单位： 山西财经大学统计学院 日期： 二 00 九年九月 天量信贷对物价走势冲击模型研究 目 录 Abstract 2 内容摘要 3 1.问题的提出 3 2. 建模思路 5 3.模型设计、检验与估计 7 3.1 协整方程的建立 7 3.1.1 平稳性检验 7 3.1.2 协整方程的建立 9 3.1.3 残差的平稳性检验 10 3.2 模型的合理性检验 10 3.2.1 经济意义检验 10 3.2.2 统计检验 11 3.2.3 计量经济学检验 11 4. 三、四季度物价的预测 12 4.1 模拟检验及预测检验 12 4.2 利用贷款实际值对 3、4 季度物价的预测 13 4.3 利用正常贷款额对 3、4 季度物价的预测 14 4.4 信贷的波动对物价的冲击 14 5.建模结果分析 15 5.1 预测结果分析 15 6.结论及建议 17 主要参考文献： 18 附表： 19 1 Abstract The giant credit of the first half of the year has triggered intense discussion about Should we worry about inflation in all groups of the society, and the views are various. So based on this hot issue, the paper will try to give a predict of the price trend of the second half of 2009 by applying the statistical knowledge and building the statistical model which will use mature econometrical approach such as the unit root test, cointegration analysis and impulse response. And based on the predict of price trend under the normal growth rate of credit, the paper is going to see how deeply the abnormal credit of the first half of the year influence the price of the second half of the year. The article concludes: firstly, the price of the second half of 2009 will be impacted by the giant credit of the first two quarters of 2009, especially in the 4th quarter, the mild inflation will turn on; secondly, the non-equilibrium part of the loan is the important factor of Price volati