基于VAR模型的山东省通货膨胀与经济增长实证分析

Empirical Analysis of Inflation and Economic Growth in Shandong Province Based on VAR Model

基于通货膨胀与经济增长关系理论,选用1980—2011年山东省经济增长和通货膨胀数据,构建VAR模型,并进行检验。得出结论:山东省经济增长与通货膨胀之间存在格兰杰因果关系,并且经济增长是通货膨胀的格兰杰原因。而且滞后一期的经济增长每增加1%,会引起通货膨胀比率上升0.39%,滞后二期的经济增长每增加1%,通货膨胀比率降低0.02%。

Relations theory based on inflation and economic growth, the choice of the 1980 - 201.1 Shandong e conomic growth and inflation data,builds a VAR model, and tested. It concluded：Granger causality exists between economic growth and inflation in Shandong Province and the economic growth Granger causes inflation. Economic growth and a lag each 1% increase will cause the inflation rate rise 0.39% ,the lag two economic growth for every 1% increased, the inflation ratio decreased by 0.02%.