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| 摘要: |
| 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. |
| 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 |
| DOI： |
| 分类号:F822.5 |
| 基金项目: |
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| Positive analysis of the cause of China''''s inflation |
|
HUANG Jing
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| Abstract: |
| 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. |
| Key words: inflation Granger Causality Test Autoregressive Distributed Lag model adaptive expectation |
