影響通貨膨脹的因素分析

對(duì)影響通貨膨脹的因素分析摘要：隨著國(guó)內(nèi)商品價(jià)格上漲，CPI數(shù)據(jù)的攀升，通脹已經(jīng)影響到人們的生活。通過(guò)對(duì)CPI指數(shù)歷年的水平和現(xiàn)狀的研究，建立影響通貨膨脹的經(jīng)濟(jì)模型，研究各解釋變量對(duì)通貨膨脹的影響程度，從而為我國(guó)避免嚴(yán)重的通貨膨脹以確保經(jīng)濟(jì)的持續(xù)穩(wěn)定發(fā)展提供理論依據(jù)。

關(guān)鍵詞：通貨膨脹多因素分析模型計(jì)量經(jīng)濟(jì)檢驗(yàn)修正問(wèn)題的提出通貨膨脹是指流通中的貨幣數(shù)量超過(guò)經(jīng)濟(jì)運(yùn)行所需的貨幣數(shù)量而引起的貨幣貶值和價(jià)格水平全面、持續(xù)上漲的經(jīng)濟(jì)現(xiàn)象。衡量通貨膨脹的常用指標(biāo)有消費(fèi)者價(jià)格指數(shù)(CPI)、生產(chǎn)者價(jià)格指數(shù)(PPI)和GDP折算數(shù),其中最為常用的是消費(fèi)者價(jià)格指數(shù)。所以，本文就影響CPI的因素來(lái)解釋影響通貨膨脹的因素。影響通貨膨脹的因素有很多，但由于許多因素之間相互重疊，同時(shí)為了反映影響通貨膨脹的主要因素，因此，綜合考慮各方面的因素，我考慮以下一些變量：1.固定資產(chǎn)投資總額（GDZCTZZE）。我國(guó)當(dāng)前需求的增長(zhǎng)主要由政府主導(dǎo)的投資拉動(dòng)的，主要用于基礎(chǔ)設(shè)施建設(shè)。我國(guó)固定資產(chǎn)膨脹主要又表現(xiàn)為一般加工業(yè)投資增長(zhǎng)過(guò)快，這就造成投資結(jié)構(gòu)向加工工業(yè)和非生產(chǎn)性建設(shè)傾斜，造成能源、原材料的供應(yīng)和交通運(yùn)輸極度緊張，增加物價(jià)上漲的壓力。2.貨幣供應(yīng)量（HBGYL）。貨幣供應(yīng)量過(guò)多，會(huì)引起貨幣貶值，價(jià)格水平上漲。3.國(guó)內(nèi)生產(chǎn)總值（GDP）。GDP增長(zhǎng)對(duì)增加對(duì)貨幣的需求，也會(huì)增加對(duì)貨幣的供給，所以會(huì)給通脹埋下一些隱患。4.外匯儲(chǔ)備（WHCB）。外債負(fù)擔(dān)過(guò)重、外貿(mào)逆差過(guò)大及國(guó)際市場(chǎng)價(jià)格與國(guó)內(nèi)市場(chǎng)價(jià)格相當(dāng)懸殊可能引起通貨膨脹。二、模型的選擇和變量的設(shè)定我將CPI作為因變量，即被解釋變量；將固定資產(chǎn)投資總額、貨幣供應(yīng)量、國(guó)內(nèi)生產(chǎn)總值、外匯儲(chǔ)備作為解釋變量，對(duì)模型進(jìn)行回歸分析。（一）收集的數(shù)據(jù)如下：CPIGDZCTZZE（億元）HBGYL（億）GDP（億）WHCB（億美元）103.1451715293.418718.3111103.45594.519349.921826.2217.12106.48080.125402.226937.3194114.713072.334879.835260211.99124.117042.9446923.548108.5516.2117.120019.2660750.559810.5735.97108.322974.0376094.970142.51050.49102.82531890995.378060.81398.999.228406.17104498.583024.3145098.629854.71119897.988479.21546.75100.432917.73134610.398000.51655.74100.737213.49158310.9108068.22121.6599.243499.91185007119095.72864.07101.255566.61221222.81351744032.51103.970477.4254107159586.76099.32101.888773.6298755.7184088.68188.72101.5109998.2345603.6213131.710663.44104.8137323.9403442.2259258.915282.49105.9172828.4475166.6302853.419460.3105.222484660622533535323992（二）建立數(shù)學(xué)模型及模型的檢驗(yàn)建立線性模型：CPI=β0+β1*GDZCTZZE+β2*HBGYL+β3*GDP+β4*WHCB對(duì)模型顯著性的假設(shè)為：H0：β1=β2=β3=β4=0H1：β1，β2，β3，β4不全為零模型顯著性檢驗(yàn)：用EVIEWS進(jìn)行回歸操作，結(jié)果如下：DependentVariable:CPIMethod:LeastSquaresDate:12/10/10Time:17:10Sample:19902009Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.

C102.97154.95018920.801520.0000GDZCTZZE0.0010610.0004622.2950790.0366HBGYL-0.0003180.000117-2.7167180.0159GDP0.0001640.0001421.1528000.2670WHCB-0.0040190.002706-1.4850750.1582R-squared0.476580

Meandependentvar105.1150AdjustedR-squared0.337001

S.D.dependentvar6.552723S.E.ofregression5.335538

Akaikeinfocriterion6.398975Sumsquaredresid427.0195

Schwarzcriterion6.647908Loglikelihood-58.98975

F-statistic3.414416Durbin-Watsonstat0.693276

Prob(F-statistic)0.035621EstimationCommand:=====================LSCPICGDZCTZZEHBGYLGDPWHCBEstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZE+C(3)*HBGYL+C(4)*GDP+C(5)*WHCBSubstitutedCoefficients:HBGYL-0.0003796.45E-05-5.8702850.0000WHCB-0.0115330.003054-3.7762710.0020D(WHCB)0.0124010.0030864.0179470.0013R-squared0.749905

Meandependentvar105.2211AdjustedR-squared0.678449

S.D.dependentvar6.714626S.E.ofregression3.807562

Akaikeinfocriterion5.732789Sumsquaredresid202.9653

Schwarzcriterion5.981326Loglikelihood-49.46150

F-statistic10.49466Durbin-Watsonstat1.547921

Prob(F-statistic)0.000382EstimationCommand:=====================LSCPICGDZCTZZEHBGYLWHCBD(WHCB)EstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZE+C(3)*HBGYL+C(4)*WHCB+C(5)*D(WHCB)SubstitutedCoefficients:=====================CPI=102.3749108+0.002025431046*GDZCTZZE-0.0003785794737*HBGYL-0.01153305611*WHCB+0.01240090219*D(WHCB)上述