影响广义货币发行量的因素分析【字数:10382】
目录
摘要....Ⅱ
关键词....Ⅱ
Abstract.......Ⅲ
引言
1.引言......................1
2.方案论证......................1
2.1多元线性模型.......1
2.1.1多元线性回归模型介绍及检验....1
2.1.2逐步回归....................3
2.2 ARIMA模型.........3
2.2.1 ARIMA模型介绍......4
2.2.2 ARIMA模型建立过程..4
3建模拟合与检验..5
3.1多元线性模型拟合.......5
3.1.1 模型建立.......................6
3.1.2 模型预测.......................8
3.2 ARIMA模型拟合.........8
3.2.1 平稳性检验...............8
3.2.2 模型设定...................9
3.2.3拟合模型..................10
3.2.4 模型评价.................10
3.2.5 预测.........................11
4结果分析........11
5讨论和结论....11
致谢.......11
参考文献...12
附录...........12
影响广义货币发行量的因素分析
摘 要
2008年, 发源于美国的金融危机给全球经济造成了巨大损失。我们从中得到的一个重要警示是, 一个国家的货币供应量一定要与实体经济相适应。根据收集到的资料和前人的研究分析可知,货币供应量可以影响通货膨胀以及货币市场和金融市场的均衡,可以对市场均衡利率产生决定性影响,可以反映社会总需求的变化从而对中央制定实施货币政策产生重大影响,甚至于GDP紧密相关,相互促 *51今日免费论文网|www.51jrft.com +Q: @351916072@
进。因此,对广义货币供应量的影响因素进行分析和预测可以在相当程度上影响国家的经济决策制定和发展战略规划,具有十分现实和重要的意义。本文统计研究分析所用的数据是统计年鉴所提供的数据,从中统计年鉴所提供的数据中选取从2009年到2018年十年间的真实数据,对数据进行处理分析,采用多元线性回归模型、ARIMA(p,d,q)时间序列模型等多种模型来对我国广义货币供应量(M2)进行拟合,并根据拟合得到的具体数字模型对影响因素进行分析预测,然后根据建立的模型确定评价指标体系,综合得到横向分析结果和纵向分析结果并将得到的结果用于对比分析。
Analysis of Factors Affecting the Issuance of Broad Currency
ABSTRACT
In 2008, the financial crisis that originated in the United States caused huge losses to the global economy. An important warning we get from this is that the money supply of a country must be compatible with the real economy. According to the collected data and previous research and analysis, it can be seen that the money supply can affect inflation and the equilibrium of the money market and the financial market. Monetary policy has a major impact, even closely related to GDP, and promote each other. Therefore, the analysis and prediction of the influencing factors of the broad money supply can affect the countrys economic decisionmaking and development strategic planning to a considerable extent, which has very realistic and important significance. The data used in the statistical research and analysis of this article is the data provided by the statistical yearbook. From the data provided by the statistical yearbook, the real data from 2009 to 2018 is selected for processing and analysis of the data. The multiple linear regression model, ARIMA ( p, d, q) time series model and other models to fit Chinas generalized money supply (M2), and analyze and predict the influencing factors according to the specific digital model obtained by fitting, and then determine the evaluation based on the established model The index system comprehensively obtains the results of horizontal analysis and vertical analysis and uses the obtained results for comparative analysis.
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