通货膨胀影响工业经济运行效率吗?——基于中国工业数据的VAR分析  

Does Inflation Affect Industrial Economic Operating Efficiency?——A Study Based on China's Industrial Economy by VAR Model

作　　者：吴海民[1] 薛文博[1] 

机构地区：[1]五邑大学经济管理学院,广东江门529020

出　　处：《当代经济管理》2012年第10期18-24,共7页Contemporary Economic Management

基　　金：国家社会科学基金项目<当前中国农村多维贫困的测度与反贫困政策研究>(11BJL040);教育部人文社会科学青年基金项目<通货膨胀对我国工业经济运行效率的影响机制;效应与对策研究>(11YJC790205);广东省自然科学基金博士启动项目<通货膨胀对广东工业经济运行效率的影响与对策研究>(S2011040000414)

摘　　要：利用1957年～2010年中国工业经济数据,运用基于VAR的计量分析方法 ,研究中国工业经济运行效率与通货膨胀的关系。结果表明通货膨胀是中国工业经济运行效率的格兰杰原因,从脉冲响应上来看,通货膨胀对中国工业经济运行效率的负面影响主要在短期,从中长期来看适度的通货膨胀有助于中国工业经济运行效率的提升,但我们必须规避高通胀,从方差分解上来看,通货膨胀对中国工业经济运行效率的贡献约为8%,说明制约中国工业经济运行效率提升的根本性因素在于工业经济自身,而不是通货膨胀,因此转变工业发展模式,提升工业发展效率成为当前中国工业经济的重中之重。This paper studies the relationship between China＇s industrial economic efficiency and inflation based on VAR analysis method by using China＇s economic data in 1957-2010 years. The result indicates that inflation is China＇s industrial economic efficiency＇s Granger Causality, and the inflation, according to impulse response, has a negative effect on China＇s industrial economic efficiency in the short term, but in the long term moderate inflation can help enhance China＇s industrial economic efficiency, thus high inflation must be avoided. What＇s more, the rate of inflation contributing to China＇s industrial economic efficiency is about 8% from the perspective of variance decomposition, indicating that the root of restricting China＇s industrial economic efficiency＇s improvement lies in China＇s industrial economy itself, not the inflation. Therefore, changing industrial economy＇s development model and upgrading industrial development efficiency is very vital and urgent in China＇s industrial economy.

关 键 词：通货膨胀 工业经济 效率 

分 类 号：F062.9[经济管理—政治经济学]