基于VAR模型的中国通货膨胀诱因实证分析  

Empirical Analysis of Causes of the Inflation in China Based on VAR Model

作　　者：杨文玲[1] 

机构地区：[1]江西财经大学,江西南昌330013

出　　处：《科技广场》2014年第3期118-122,共5页Science Mosaic

摘　　要：我国进入后金融危机时代以来,通胀压力不容小觑。本文利用我国2008—2014年74个宏观经济的月度数据,通过VAR框架进行实证检验,采用协整检验、格兰杰因果关系检验、脉冲响应函数等方法探究影响我国通货膨胀的诱因。结果表明,输入性因素已成为我国通货膨胀主要影响因素,并以此提出相关建议。Since China entered into the post-financial crisis era, the inflation pressure should not be underesti-mated. By using China＆#39;s 74 monthly macroeconomic data between 2008 and 2014 and an empirical test with VAR framework, this paper explores the inflation incentive of China by adopting co-integration test, Granger causality test and impulse response function and etc.. The results show that input factors have become the main influencing factors of inflation, and then we put forward corresponding recommendations.

关 键 词：通货膨胀成因 VAR模型 协整分析 

分 类 号：F822.5[经济管理—财政学] F224