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本文以货币数量论和需求供给模型为理论依据,借助计量经济学模型,借鉴前人研究成果,选取北京市的居民消费价格指数(CPI),工业品出厂价格指数(PPI),原材料、燃料、动力购进价格指数(MPI)和货币供应量(M2)的月度数据,通过协整检验验证了货币供应量与CPI之间存在长期稳定的关系,但短期内影响较弱;应用向量自回归模型(VAR)建模分析,得出CPI对自身的影响程度远大于其他变量,M2对CPI的影响存在2个月的时滞;通过脉冲响应函数和方差分解得出MPI对北京市CPI变动有较大影响。根据模型计算出2013年全年12个月的CPI预测值,预测2013年全年CPI增速为4.48%,今年重质量、增效益、控物价的形势不容乐观。
Based on the theory of quantity of money and supply of demand model, this essay uses the econometric model and the previous research results to select the CPI, PPI, raw materials, fuel, The co-integration test verifies the long-term and stable relationship between the money supply and the CPI, but the short-term impact is weaker; the application of the vector autoregressive model (VAR), it is concluded that the impact of CPI on itself is much greater than that of other variables. There is a two-month delay in the impact of M2 on CPI. By means of impulse response function and variance decomposition, it is found that MPI has more influence on CPI change in Beijing Great influence. According to the model, the CPI forecast for the whole year of 2013 is calculated. It is estimated that the annual growth rate of CPI will be 4.48% in 2013. This year, the situation of quality, profitability and price control is not optimistic.