【摘要】 对我国货币结构因素和物价变动之间是否存在共同趋势或波动模式进行定量分析,利用协整关系检验来判断它们之间长期关系,建立变量间的VAR模型以研究货币结构对物价造成影响的动态过程,进行脉冲响应分析以探索货币结构变量的冲击下物价波动的响应状况。更多还原

【Abstract】 In this paper, the quantitative analysis about whether there are common trends or wave patterns betweenChina’s monetary structure factors and price fluctuation is conducted. The long-term relationship between them isestimated by co-integration regression test. The VAR model between variables is established to study the dynamicprocess of the impact of monetary structure on pricing. The impulse response analysis is carried out to explore theresponsestatus of the price fluctuation under the impact of monetary structure variables.更多还原