计量经济学(CPI研究).docxVIP

计量经济学课程论文

——消费者价格指数（CPI）相关因素的实证研究

2011年5月

Abstract

Abstract:TheoverheatingofChineseeconomystartingfrom2007isactuallyaforewarningofinflation.While2008hadseentheglobalfinancialcrisis,chinaseemstostandonthefeetduringthisrecession,keepinguptherapidgrowth.However,afterthecrisis,especiallyaftercarryingoutthe“4000billion”investmentpolicyinJune,2009,thegovernmenthadtoacceptthetruththatchinawasfacingaseverepressureofinflation.From2010,theinflationwasbecomingmoreandmoreserious,attractingmoreandmoreattention,andthegovernmentalsobegantoconcentrateoncontrollingthedomesticinflation.However,thereisnotaunanimousopinionaboutthereasonsthatcausedinflation.Sincetheunderstandingoffactorsresultingintheinflationplaysasignificantroleinestablishingaproperpolicyaimedatsuppressinginflation,itisverynecessarytoconductanempiricalstudyonvariedfactorscontributingtoinflation.Byapplyingthemethodsofeconometrics,thisarticleanalyzedthreefactors:moneysupply,thecreditquotaandthepriceofrawmaterial.Fromtheresultofempiricalstudy,wefoundoutthatthemainfactorscausinginflationaretheunbalancingincreaseinmoneysupply.Besides,theblindexpansionofcreditquotahasledtoamplificationinthemoneymultiplier,alsoaccountingfortheinflation.What’smore,theincreaseincommodityprice,especiallyinagricultureproducts,isanimportantfactorofinflation.

Keyword:CPIMoneySupplyCreditQuotaCorporateGoods

PriceIndexEconometricModelStructuralForm

目录

Abstract 2

【引言】 4

一．问题的提出 4

二．模型设定与数据处理 5

（一）理论依据 5

（二）模型设定 6

（三）数据收集 7

三．模型的估计与调整 8

（一）CPI对货币供应量的回归 8

（二）CPI对信贷规模的回归 11

（三）CPI对农产品价格指数、矿产品价格指数、煤油电价格指数的回归 12

四．本文的结论及政策建议 14

【参考文献】 15

【引言】

基于基本的经济理论和计量经济学知识，本文将分别用CPI对货币供给量、信贷规模和企业主要原材料