基于金融状况指数的我国通货膨胀预测研究.pdf

《基于金融状况指数的我国通货膨胀预测研究.pdf》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。

1、ΑȾЩ˼zšϷ͹˜ßȖȼ˶ǵŖϣΨ͗͜Цʲ̘̆ſ̒hkzϷ͹ſſ˯ΜzatȖƑ͎ƯzŽͩϊȭ΃В́ǵŖαɩƬŚpǺřƬŚ˶īƟwϷ͹°̭ϠʕÆÏpϷ͹̿ɹfɂ¤Čw`ɅРαʆʪĄ̀Ψƫȷ̤Ȱ³ƱɴɄ˶ЕЩwı`ɅРwαʆ³r`oɣȸ½ǫχ°wƐƃ΅̾ʳϒͺʞƴ˶ЦʲňĪƻ͚“Ϡʕţ》qϓƵɴwǵŖǺřʆfɂĒ一w͖̏ʆŬƳʪĄwƶiϣΨ͗͜ʞƴƞ一fewŒʔwɹǂ̠③ǵŖƇЊϷ͹ǭß˶Ϸ͹˜ßȖȼƐǵŖΨƫȷ̤Ȱ³͞Ôϴ΃qőХ˾ÔȾ˟ijīˤwŘǂ̛Ϸ͹˜ßȖȼȖʁϟĬɅРwŬϭéȾ˟šɩϱ˭ƇЊóˠpƇЊɣ

2、ȸʡˠpƇЊǺpƇЊ͖ϕãoĮ϶qŘȖʁ˶ɭϴ΋̧ɅʧdРŬ͟ɣŐ̑ɅʧwċȓǩЙʠɅ̖͊âDžp͛ÝŊƻéɺpŒźéɺʧpŬŝƃ΅̾ʳʎŝqɩȾŘĦ˓úſ͐ɹǂϷ͹˜ßȖȼ˶ɅʧwŘdϙŐoĮ϶˶š̈dţĂƇЊΨƫ¸ƻ϶ϕ`Ȗʁwɹϥɞ̠③pŖƇЊŖǭ˶Ϸ͹˜ßȖȼqŘϷ͹˜ßȖȼɭϴ˶΋̧ɅʧdРwɩȾɹǂm̑ɭϴ˶Ϸ͹˜ßȖȼwšǩЙʠ͊âDžǻ΋̧å˶Нǥɭϴ˶Ϸ͹˜ßȖȼuFCI_svĨŘǩЙʠ͊âDž˶š̈dó˭˜ǥ̙Єʎŝɹǂɭϴ̭ȼɌĮ˶Ϸ͹˜ßȖȼuFCI_mvwϣϑƐʛwòɂm̑ɭϴǻǂ̛˶Ϸ͹

3、˜ßȖȼŋo͚ɞŴ˶ЦʲϣΨ͗͜uCPIpPPIv˶ĮČqŘЦʲϑ̖pwfϖͺʃɩÙ˶Цʲϔϖͺʃɩũ˶ЦʲwéɺϷ͹˜ßȖȼƐϣΨ͗͜ɐľƐʃɩÙũ˶ȼȟϯɣǗŴ˶ЦʲȸɻqϣϑƇΓ̘̆Ǚå˶̿Αċȓz`pȖȼpf④˶Ϸ͹Į϶ǻě˶ɭϴżŘɍɑ˶ƨλwΛɍf④Į϶ƐϣΨ͗͜˶ǒŊ̖ƿ{ɑͱf④qϱ˭͇③Īɏ`Ŗóˠpʡˠp˾ÔαʆĨΨƫ¸ƻ϶̢Ϸ͹Į϶˶Ϸ͹˜ßȖȼʛϱ˭Ė`˶Ϸ͹Į϶ɞ③˧pɞÏРqpϣϑʃɩÙ˶IĄǥ˾ÔǨéɺpʆÒɶŒɻʋЯpVAR͛ÝŊƻéɺwʎŝ˶ʗƨƴɅéɺ˶̿ɻij̃wϷ͹˜ßȖ

4、ȼƐCPIpPPIŘʃɩÙɣǗŴ˶ЦʲȸɻqƶiFCIŘPPI˶ɡ¤Цʲˆ⑥ɦ΃ŬŘCPI˶ɡ¤ˆ⑥ɦwżŘϕʃ˶ƨ。ij͚ɐˮ͝2004Ƶ、ŶˮƞʜƐ̼̞ʷΰʼn˶ЙʠåˤɑͱĮČwˮʔ¶eˁōʼnʆƱĄdˁʼnʆīˬɍɑĮČqcpϷ͹˜ßȖȼƐCPIpPPIʃɩũ˶Цʲȸɻfū˧Ǯqϣϑ②ʎŝśɅʅΚƨ˶ƐʛéɺwòɂϷ͹˜ßȖȼɐľ͚Ȫ一ƐCPIpPPI˶Цʲ̬ƿqˮˆ⑥ɦ˶f̊Ƅw͑iƶfɐǻɣ˶ˆ⑥ɦś͚Ȫ一Цʲ̬ƿwϕƙƑ͟ŘЦʲϑ̖pf͚á̊˶̊ƄϷ͹˜ßȖȼ˶ˆ⑥ɦɴЦʲʃɩũ˶ϣΨ͗͜ȖʁwrЦʲʃ

5、ɩr˶ϣΨ͗͜ţĂЕƿqŒʔwϷ͹˜ßȖȼŘƇЊЦʲϣΨ͗͜˶ϑ̖p˶ϒ˭đéɣЎw¬ij³röƄȷ̤ϑ̖p˶`oωąĦ͏ƥÖqŐpĄǥɭϴ˶Ϸ͹˜ßȖȼŘʃɩÙ˶Цʲȸɻ΃¤Нǥɭϴ˶Цʲȸɻw¬Ɛʃɩũ˶Цʲwm͐˶ЦʲȸɻżŘf̊ƄǨqÔЀΖzϷ͹˜ßȖȼ^Ąǥɭϴ^Нǥɭϴ^ϣΨ͗͜ЦʲΑȾ̪ŝzʈ·éɺIIAbstractWiththedevelopmentofthecapitalmarket,therealestatemarket,thefinancialsystemandstructure,ont

6、heonehand,assetpricevolatilityhasbroughtnewchallengestothemonetarypolicy.Ontheotherhand,theabilityoftheassetpricetoforecastthemacroeconomiclevelhasbeenimproved.Inrecentyears,thepriceofthehousepricehasbeenimproved,thevolatilityofthestockpricehasbeenincreased

7、andtheinflationisveryhigh.Thus,creatingtheFCIaccordingtoourownfinancialsituationisveryimportanttoourmonetarypolicy.Afterreviewingrelevantliteratures,wecanfindthatmostoftheliteraturesusethevariableofinterestrate,realeffectiveexchangerateandrealstockpriceinth

8、easpectofchoosingindex.Intheaspectofcalculatingweightofindex,wehavefourmethodsofchoosingindex.Intheaspectofcalculatingweightofindex,wehavefourmethodsincludingreduceaggregatedemandequationformula,impuls