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时间:2020-01-18
《《计量经济学》(庞浩第一版)第七章分布滞后模型与自回归模型eviews上机操作.doc》由会员上传分享,免费在线阅读,更多相关内容在应用文档-天天文库。
1、第七章分布滞后模型与自回归模型案例分析一、问题的提出和模型设定货币主义学派认为,产生通货膨胀的必要条件是货币的超量供应。物价变动与货币供应量的变化有着较为密切的联系,但是二者之间的关系不是瞬时的,货币供应量的变化对物价的影响存在一定时滞。在中国,大家普遍认同货币供给的变化对物价具有滞后影响,但滞后期究竟有多长,还存在不同的认识。下面采集1996-2005年全国广义货币供应量和物价指数的月度数据对这一问题进行研究。月度广义货币M2广义货币增长量M2z居民消费价格同比指数tbzs 月度广义货币M2广义货币增长量M2z居民消费价格同比指数tbzs(
2、千亿元)(千亿元)(千亿元)(千亿元)Jan-9658.401 Oct-00129.522-0.9518100Feb-9663.7785.377109.3 Nov-00130.99411.4721101.3Mar-9664.5110.733109.8 Dec-00134.61033.6162101.5Apr-9665.7231.212109.7 1-Jan137.54362.9333101.2May-9666.881.157108.9 1-Feb136.2102-1.3334100Jun-9668.1321.252108.6 1-Mar1
3、38.74452.5343100.8Jul-9669.3461.214108.3 1-Apr139.94991.2054101.6Aug-9672.3092.963108.1 1-May139.0158-0.9341101.7Sep-9669.643-2.666107.4 1-Jun147.80978.7939101.4Oct-9673.15223.5092107 1-Jul149.22871.419101.5Nov-9674.1420.9898106.9 1-Aug149.94180.7131101Dec-9676.09491.952910
4、7 1-Sep151.82261.880899.9Jan-9778.6482.5531105.9 1-Oct151.4973-0.3253100.2Feb-9778.9980.35105.6 1-Nov154.08832.59199.7Mar-9779.8890.891104 1-Dec158.30194.213699.7Apr-9780.8180.929103.2 2-Jan159.63931.337499May-9781.1510.333102.8 2-Feb160.93561.2963100Jun-9782.7891.638102.8
5、2-Mar164.06463.12999.2Jul-9783.460.671102.7 2-Apr164.57060.50698.7Aug-9784.7461.286101.9 2-May166.0611.490498.9Sep-9785.8921.146101.8 2-Jun169.60123.540299.2Oct-9786.6440.752101.5 2-Jul170.85111.249999.1Nov-9787.590.946101.1 2-Aug173.25092.399899.3Dec-9790.99533.4053100.4 2
6、-Sep176.98243.731599.3Jan-9892.21141.2161100.3 2-Oct177.29420.311899.2Feb-9892.024-0.187499.9 2-Nov179.73632.442199.3Mar-9892.015-0.009100.7 2-Dec185.00735.27199.6Apr-9892.6620.64799.7 3-Jan190.48835.481100.4May-9893.9361.27499 3-Feb190.1084-0.3799100.2Jun-9894.6580.72298.7
7、 3-Mar194.48734.3789100.9Jul-9896.3141.65698.6 3-Apr196.13011.6428101Aug-9897.2990.98598.6 3-May199.50523.3751100.7Sep-9899.7952.49698.5 3-Jun204.93145.4262100.3Oct-98100.87521.080298.9 3-Jul206.19311.2617100.5Nov-98102.2291.353898.8 3-Aug210.59194.3988100.9Dec-98104.49852.
8、269599 3-Sep213.56712.9752101.1Jan-99105.51.001598.8 3-Oct214.46940.9023101.8Feb-9
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