| 我国通货膨胀对经济增长影响的非线性研究; The Nonlinear Research of the Inflation of China's Impact on Economic Growth | |
| 李小胜 ; 朱建平 | |
| 2013-11-15 | |
| 关键词 | 通货膨胀 经济增长 面板平滑转换 Inflation Economic Growth Panel Smooth Transition |
| 英文摘要 | 通货膨胀是影响经济增长的重要因素,以往的研究都是建立在线性或门槛回归模型基础上的。本文则采用面板平滑转换回归模型,对这二者之间的关系进行重新检验。通过检验发现通货膨胀对经济增长的线性假设明显被拒绝,平滑转换模型较好地刻画了这二者之间的关系。研究发现通货膨胀的门槛值为14.9%,随着这个值的逐渐降低,对经济增长的作用逐渐增大;高于14.9%时,随着通货膨胀的继续上升,对经济增长的作用逐渐减小,甚至为负,非对称性明显存在。对边际效应的分析表明,各省的通货膨胀对经济增长的系数明显不一样,异质性明显,通货膨胀在不发达省份对经济增长的效应大于发达省份。检验的结果还表明投资对经济增长的贡献最大,其次是对外贸易水平,政府消费和人口自然增长率对经济增长影响为负,且比较稳健。; Inflation is an important factor affecting economic growth.Previous studies are built on the basis of linear or threshold regression model.In this paper,panel smooth transition regression model is used to re-test the relationship between them.Through the test we find that the assumption of linearity of inflation on economic growth is significantly rejected,and the smooth transition model better characterizes the relationship between them.The study finds that the threshold value of the inflation is 14.9%.As this value decreased gradually,its effects on economic growth increase gradually; when the threshold value is higher than 14.9%,as inflation continues to increase,its effects decrease gradually,even negative,asymmetry exists evidently.The analysis of marginal effect shows that the coefficient of inflation on economic growth is obviously not the same for each province with obvious heterogeneity,the effect of inflation on economic growth in underdeveloped provinces is greater than that in developed provinces.The test results show that the contribution of investment to economic growth is the greatest, followed by the level of foreign trade; government consumption and the natural population growth rate have negative impacts on economic growth,which is more robust. |
| 语种 | zh_CN |
| 内容类型 | 期刊论文 |
| 源URL | [http://dspace.xmu.edu.cn/handle/2288/112917]  |
| 专题 | 经济学院－已发表论文 |
| 推荐引用方式 GB/T 7714 | 李小胜,朱建平. 我国通货膨胀对经济增长影响的非线性研究, The Nonlinear Research of the Inflation of China's Impact on Economic Growth[J],2013. |
| APA | 李小胜,&朱建平.(2013).我国通货膨胀对经济增长影响的非线性研究.. |
| MLA | 李小胜,et al."我国通货膨胀对经济增长影响的非线性研究".(2013). |
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