| 基于VECM的治理通胀与经济发展协调性研究 |
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| 引用本文： | 宋志秀,葛翔宇. 基于VECM的治理通胀与经济发展协调性研究[J]. 经济经纬, 2012, 0(4): 146-150 |
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| 作者姓名： | 宋志秀 葛翔宇 |
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| 作者单位： | 1. 中南财经政法大学统计与数学学院湖北武汉430079;中南财经政法大学武汉学院湖北武汉430079
2. 中南财经政法大学统计与数学学院湖北武汉430079 |
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| 基金项目： | 国家社会科学基金，湖北省教育厅人文社会科学研究项目，中南财经政法大学博士创新基金 |
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| 摘 要： | 笔者基于VECM模型对利率、汇率、货币供给、经济增长与通货膨胀之间的关系进行研究,发现它们之间存在协整关系,利率、汇率、货币供给增长率与通货膨胀具有双向影响关系,而经济增长率单向影响通货膨胀,利率不是经济增长率的格兰杰因,汇率、货币供应量增长率与经济增长率之间都不存在格兰杰因果关系,五个变量互相之间的作用都有较长滞后效应。通过深化改革、完善市场机制、转变经济增长方式可以保增长防通胀。
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| 关 键 词： | VEC模型 货币供给 经济增长 通货膨胀 |
A Coordination Research between Inflation Control and Economic Growth Assurance |
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| SONG Zhi-xiu , GE Xiang-yu. A Coordination Research between Inflation Control and Economic Growth Assurance[J]. Economic Survey, 2012, 0(4): 146-150 |
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| Authors: | SONG Zhi-xiu GE Xiang-yu |
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| Affiliation: | 1.School of Statistics,Zhongnan University of Economics and Law College,Wuhan 430079,China;2.Wuhan College Zhongnan University of Economics and Law College,Wuhan 430079,China) |
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| Abstract: | On basis of the VECM,this paper researches the cointegration relationship among interest rate,exchange rate,money supply,economic growth and inflation.They are interrelated.Interest rate,exchange rate and money supply growth affect inflation rate and economic growth affect the inflation rate.Interest rate is not Granger cause for economic growth and Granger causal relationship does not exist between exchange rate,money supply growth and economic growth..The impact of the five variables on each other has a long lag effect.The target of maintaining growth and controlling inflation should can be achieved by deepening reform,improving the market mechanism and transforming the economic growth. |
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| Keywords: | VECM Money Supply Economic Growth Inflation |
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