计量经济学论文《通货膨胀率与失业率的关系》

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《计量经济学》课程论文

题 目：通货膨胀率与失业率的关系 学生姓名： 学 号： 专 业：金融学 班 级：

任课教师：

2014年12月

通货膨胀率与失业率的关系

摘 要

最早系统性研究通胀与失业率之间相关性的经济学家，可能是在英国的新西兰经济学家菲利普斯。他在1958年发表的《1861－1957年英国失业和货币工资变动率之间的关系》中，根据将近100年的数据，验证了失业率与货币工资变化率两者间呈现负相关的关系。1960年，美国经济学家索洛和萨缪尔森用美国的数据，验证了菲利普斯原理，以萨缪尔森为代表的新古典综合派随后便把菲利普斯曲线改造为失业和通货膨胀之间的关系，并把它作为新古典综合理论的一个组成部分，用以解释通货膨胀。提出了失业率与物价上涨率两者呈现的反向对应变动关系，在一个经济周期中当物价上涨时，失业率下降，而物价下降时，失业率上升。

美国经济学家奥肯在1962年则提出，在失业率与经济增长率具有反向的对应变动关系。1986年，货币主义的代表人物，美国经济学家弗里德曼指出了菲利普斯曲线分析的一个严重缺陷，即它忽略了影响工资变动的一个重要因素：工人对通货膨胀的预期。人们预期通货膨胀率越高，名义工资增加越快。由此，弗里德曼等人提出了短期菲利普斯曲线的概念，即预期通货膨胀率保持不变时，表示通货膨胀率与失业率之间关系的曲线，附加预期的菲利普斯曲线。

关键词：Eviews；回归模型；最小二乘法

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通货膨胀率与失业率的关系

Abstract

The earliest systematic research on the correlation between inflation and unemployment rate economists, possibly in New Zealand Phillips Britisheconomist. In 1958 he published \monetary wage change rate of the relationship between\to nearly 100 years of data, verify the unemployment rate and the money wage change rate between the negative correlation between. In 1960, Solo and SamuelsonAmerica economists America data, verify the Phillips principle, neoclassical synthesis represented by Samuelson then took Phillips curve for the transformation of the relationship between inflation and unemployment, and regard it as a part of the new classic and integrated theory, is used to explaininflation. Put forward corresponding changes in reverse the unemployment rate and the rate of price increase presenting relationship, in an economic cycle when the price rises, the unemployment rate decreased, while thedecline in prices, rising unemployment.

America economist Okun put forward in 1962, in the correspondingrelationship between the unemployment rate changes with reverse and economic growth rate. In 1986, representatives of monetarism, USA economist Freedman pointed out a serious defect analysis of Phillips curve, that is, it ignores an important factor affecting the wage changes: Workers' expectations of inflation. People expected inflation rate is high, nominal wages increased more quickly. Therefore, Freedman and others put forward the concept of the short-run Phillips curve, namely the expected inflation rate remained unchanged, indicating a relationship between inflation rate and unemployment rate curve, the expectations augmented Phillips curve.

Keywords: Eviews; regression model; least square method

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通货膨胀率与失业率的关系

目 录

摘 要 ................................................................................................................................ I Abstract ............................................................................................................................... II 一、通货膨胀率与失业率的关系 ................................................................................... - 1 - 二、数据的预处理 ........................................................................................................... - 2 -

2.1 输入数据 ............................................................................................................. - 2 - 2.2 绘制动态曲线图 ................................................................................................. - 4 - 2.3 绘制散点图 ......................................................................................................... - 6 - 2.4 简单相关分析 ..................................................................................................... - 6 - 三、最小二乘估计 ........................................................................................................... - 8 - 四、回归检验 ................................................................................................................... - 9 -

4.1 经济意义检验 ..................................................................................................... - 9 - 4.2 拟合优度检验 ..................................................................................................... - 9 - 4.3 t检验 .................................................................................................................... - 9 - 4.4 F检验 ................................................................................................................. - 10 - 4.5 DW检验 ............................................................................................................. - 10 - 五、模型检查 ................................................................................................................. - 11 -

5.1 多重共线性检查 ............................................................................................... - 11 - 5.2 自相关性的诊断 ............................................................................................... - 12 -

5.2.1 5.2.2

DW检验法 .......................................................................................... - 12 - LM检验法 ........................................................................................... - 12 -

5.3 自相关的克服方法 ........................................................................................... - 13 - 5.4 检验异方差性 ................................................................................................... - 16 - 六、模型预测 ................................................................................................................. - 17 -

6.1 菜单方式进行预测 ........................................................................................... - 17 - 6.2 预测评价 ........................................................................................................... - 17 -

6.2.1 6.2.2

基于预测误差的评价指标 ................................................................. - 17 - 误差成分分析 ..................................................................................... - 18 -

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通货膨胀率与失业率的关系

七、结论 ......................................................................................................................... - 19 - 参考文献 ......................................................................................................................... - 19 -

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