| 基于VAR模型的通货膨胀与经济增长关系研究 |
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| 引用本文： | 王双正.基于VAR模型的通货膨胀与经济增长关系研究[J].经济理论与经济管理,2009,0(1):21-27. |
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| 作者姓名： | 王双正 |
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| 作者单位： | 国家发展和改革委员会价格监测中心, 北京 100837 |
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| 摘 要： | 通货膨胀是衡量宏观经济运行是否稳定和健康的重要指标。通货膨胀与经济增长之间的关系,是当前理论界密切关注的重大经济问题。计量经济分析结果表明,通货膨胀与经济增长具有双向的格兰杰因果关系,通货膨胀受自身波动的影响较大,上游产品价格明显上涨会对未来通货膨胀形成较大的压力,货币供应量较快增长会对通货膨胀产生一定的影响。
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| 关 键 词： | VAR模型 通货膨胀 经济增长 |
| 收稿时间： | 2008-09-27 |
A STUDY ON THE RELATIONSHIP BETWEEN INFLATION AND ECONOMIC GROWTH WITH A VAR MODEL |
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| WANG Shuang-zheng.A STUDY ON THE RELATIONSHIP BETWEEN INFLATION AND ECONOMIC GROWTH WITH A VAR MODEL[J].Economic Theory and Business Management,2009,0(1):21-27. |
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| Authors: | WANG Shuang-zheng |
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| Institution: | The Price Monitoring Center of National Development and Reform Commission, Beijing 100837, China |
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| Abstract: | Inflation is an important indicator of measuring macroeconomic stability and health.The relationship between inflation and economic growth is one of the major economic issues that draw academic attention.Results from this econometric analysis indicate that there was two-way Granger Causality between China's inflation and economic growth;China's inflation was largely driven by its own fluctuations;the evident increase of upstream products' prices is to bring pressure on China's future inflation;and the rapid... |
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| Keywords: | VAR model inflation economic growth |
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