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物价和货币供给之间的关系是货币经济学的核心问题,也是宏观经济学热点问题。基于在对物价与货币供给的时间序列做出季节调整后,在用HP滤波方法去掉各个时间序列的趋势项后,研究波动项之间联系,在此基础上做VAR模型,分析物价和货币供给关系联系,从而分析我国近几年来物价与货币供给量的关系。
The relationship between price and money supply is the core issue of monetary economics, but also a hot issue in macroeconomics. After making seasonal adjustments to the time series of price and money supply, after removing the trend items of each time series by using HP filter method, we study the relationship between the volatility items and make the VAR model on this basis to analyze the price and money supply Relations, so as to analyze the relationship between price and money supply in our country in recent years.