影響通貨膨脹的因素分析

影通脹因析

。。對(duì)影響通貨脹的因素分摘要：著國(guó)內(nèi)商品格上漲CPI數(shù)的攀升，通已經(jīng)影到人們的生。通過(guò)對(duì)PI指歷年的平和現(xiàn)狀的究，建影響通貨膨的經(jīng)濟(jì)型，研究各解釋量對(duì)通貨膨的影響度，從而為國(guó)避免重的通貨膨以確保濟(jì)的持穩(wěn)定發(fā)展提理論依。關(guān)鍵詞通貨膨脹多因素分模型計(jì)量經(jīng)濟(jì)檢驗(yàn)修正一問(wèn)的出通膨指通貨數(shù)過(guò)濟(jì)運(yùn)所貨數(shù)引的貶和水全、持上漲經(jīng)現(xiàn)象量貨的用有費(fèi)格數(shù)(生產(chǎn)價(jià)格數(shù)PPI)和GDP折數(shù)其中常的消者指。，文響PI素來(lái)釋通膨因。影通脹因很，但于許因素間重同時(shí)為了影通脹主因因，考各的素考慮下變：1.

固資資額GDZCTZZE我前求長(zhǎng)要府導(dǎo)資動(dòng)，要于設(shè)建我固定產(chǎn)主又表為加業(yè)增過(guò)，就投結(jié)向工和產(chǎn)建斜造源原料的應(yīng)交通輸度緊，物

價(jià)漲力2.貨供（HBGYL貨供過(guò)多會(huì)貨貶價(jià)水漲3.國(guó)生值。長(zhǎng)增對(duì)幣求，會(huì)對(duì)幣給，以給脹一隱4.外儲(chǔ)（WHCB。債過(guò)、貿(mào)差及際價(jià)與市價(jià)當(dāng)殊引通脹二、模型的擇和變量的定我將CPI作因變量，即解釋變；將固定資投資總、貨幣供應(yīng)、國(guó)內(nèi)生總值、外匯備作為釋變量，對(duì)型進(jìn)行歸分析。（一）集的數(shù)據(jù)如：CPIGDZCTZZE億）

HBGYL（）

GDP（億WHCB（美）103.1103.4106.4114.7124.1117.1108.3102.899.298.6100.4100.799.2101.2103.9101.8101.5104.8105.9105.2

45175594.58080.113072.317042.9420019.2622974.032531828406.1729854.7132917.7337213.4943499.9155566.6170477.488773.6109998.2137323.9172828.4224846

15293.419349.925402.234879.846923.560750.576094.990995.3104498.5119897.9134610.3158310.9185007221222.8254107298755.7345603.6403442.2475166.6606225

18718.321826.226937.33526048108.559810.570142.578060.883024.388479.298000.5108068.2119095.7135174159586.7184088.6213131.7259258.9302853.4335353

111217.12194211.99516.2735.971050.491398.914501546.751655.742121.652864.074032.516099.328188.7210663.4415282.4919460.323992

（二）立數(shù)學(xué)模型模型的驗(yàn)建線模型CPI=β1*GDZCTZZE+ββ3*GDP+β對(duì)模型著性的假設(shè)：H0：ββ2=3=βH1：β1，2，β3，β4全為零1.模型顯著性檢驗(yàn)：用進(jìn)行回歸作，果如下DependentVariable:CPIMethod:LeastSquaresDate:12/10/10Time:17:10Sample:2009Includedobservations:VariableCGDZCTZZEHBGYLGDPWHCB

Coefficient102.97150.001061-0.0003180.000164-0.004019

Std.Error4.9501890.0004620.0001170.0001420.002706

t-Statistic20.801522.295079-2.7167181.152800-1.485075

Prob.0.00000.03660.01590.26700.1582R-squaredAdjustedR-squaredS.E.ofregressionSumresidLoglikelihoodDurbin-Watson

0.476580Meandependentvar0.337001S.D.dependentvar5.335538Akaikeinfocriterion427.0195Schwarzcriterion-58.98975F-statistic0.693276Prob(F-statistic)

105.11506.5527236.3989756.6479083.4144160.035621EstimationCommand:=====================LSCPICGDZCTZZEHBGYLGDPWHCBEstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZEC(3)*HBGYL+C(4)*GDP+C(5)*WHCBSubstitutedCoefficients:=====================CPI=102.9714588+0.001061271087*GDZCTZZE-0.000317535485*HBGYL0.0001639031138*GDP-0.004019161098*WHCB將上述輸出的回分析表中的P-Value值與給的顯性水平進(jìn)行比。C、固定資產(chǎn)投資額、貨幣供量的值<0.05,說(shuō)這三個(gè)

解釋變對(duì)CPI的影響顯著的而另外兩個(gè)顯著。因此，對(duì)估計(jì)量進(jìn)修正，果如下：DependentVariable:CPIMethod:LeastSquaresDate:12/10/10Time:Sample:2009Includedobservations:VariableCGDZCTZZEHBGYLGDPWHCBWHCB^2

Coefficient103.61800.001718-0.0003962.64E-05-0.004068-9.63E-08

Std.Error4.6723630.0005790.0001190.0001560.0025465.61E-08

t-Statistic22.176782.965503-3.3244060.169254-1.597716-1.716678

Prob.0.00000.01020.00500.86800.13240.1081R-squaredAdjustedR-squaredS.E.ofregressionSumresidLoglikelihoodDurbin-Watson

0.567600Meandependentvar0.413171S.D.dependentvar5.019699Akaikeinfocriterion352.7633Schwarzcriterion-57.07942F-statistic0.957758Prob(F-statistic)

105.11506.5527236.3079426.6066623.6754800.024718EstimationCommand:=====================LSCPICGDZCTZZEHBGYLGDPWHCBWHCB^2EstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZEC(3)*HBGYL+C(4)*GDP+C(5)*WHCB+C(6)*WHCB^2SubstitutedCoefficients:=====================CPI=103.6179755+0.001718217201*GDZCTZZE-0.0003955515982*HBGYL2.638904124e-005*GDP-0.004068304053*WHCB-9.630845615e-008*WHCB^2結(jié)果顯對(duì)被解釋的響還是顯著，繼續(xù)正：DependentVariable:CPIMethod:LeastSquaresDate:12/10/10Time:17:22Sample(adjusted):19912009Includedobservations:afteradjustmentsVariableCoefficienStd.Errort-StatisticProb.

tCGDZCTZZEHBGYLGDPWHCBD(WHCB)

101.56910.002047-0.0003962.94E-05-0.0116470.012217

4.6378700.0004769.76E-050.0001180.0031950.003279

21.899954.301386-4.0608600.249086-3.6455453.725873

0.00000.00090.00130.80720.00300.0025R-squaredAdjustedR-squaredS.E.ofregressionSumresidLoglikelihoodDurbin-Watson

0.751092Meandependentvar0.655359S.D.dependentvar3.941898Akaikeinfocriterion202.0013Schwarzcriterion-49.41626F-statistic1.454710Prob(F-statistic)

105.22116.7146265.8332916.1315357.8456470.001336EstimationCommand:=====================LSCPICGDZCTZZEHBGYLGDPWHCBD(WHCB)EstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZEC(3)*HBGYL+C(4)*GDP+C(5)*WHCB+C(6)*D(WHCB)SubstitutedCoefficients:=====================CPI=101.5691066+0.002047293013*GDZCTZZE-0.0003963094008*HBGYL2.935355508e-005*GDP-0.01164733127*WHCB+0.01221742232*D(WHCB)該結(jié)果示：外匯儲(chǔ)與外匯備的增量對(duì)CPI的影響是顯著的，而GDP對(duì)CPI影響是不顯的，因考慮刪除變，結(jié)果如下DependentVariable:CPIMethod:LeastSquaresDate:12/10/10Time:17:28Sample(adjusted):19912009Includedobservations:afteradjustmentsCoefficienVariableCGDZCTZZEHBGYLWHCBD(WHCB)

t102.37490.002025-0.000379-0.0115330.012401

Std.Error3.2100490.0004526.45E-050.0030540.003086

t-Statistic31.892014.482464-5.870285-3.7762714.017947

Prob.0.00000.00050.00000.00200.0013

R-squared0.749905Meandependentvar

105.2211AdjustedR-squaredS.E.ofregressionSumresidLoglikelihoodDurbin-Watson

0.678449S.D.dependentvar3.807562Akaikeinfocriterion202.9653Schwarzcriterion-49.46150F-statistic1.547921Prob(F-statistic)

6.7146265.7327895.98132610.494660.000382EstimationCommand:=====================LSCPICGDZCTZZEHBGYLWHCBD(WHCB)EstimationEquation:=====================CPI=C(1)+C(2)*GDZCTZZEC(3)*HBGYL+C(4)*WHCB+C(5)*D(WHCB)SubstitutedCoeff