通货膨胀影响因素的多元线性模型分析

Multivariate Linear Model Analysis of Inflation Influencing Factors

摘要: 通货膨胀是现代市场经济发展到一定阶段之后的必然产物，我国的经济发展和人民群众的日常生活也会受到其一定程度的影响。在我国，有很多因素都会对通货膨胀产生影响，找到这些有效的因素将有助于通货膨胀控制相关方面的研究。居民消费价格指数在很大程度上能够反映通货膨胀的程度。本文基于2008年01月至2019年05月的月度数据，使用逐步判别法来对变量进行筛选，然后再使用多元线性回归模型来对数据进行拟合，进而得到模型。模型显示，工业生产者出厂价格指数、货币和准货币供应量的期末值、月内人民币的平均汇率都对居民消费价格指数有显著影响。

Abstract: Inflation is an inevitable with the development of modern market economy, and the development of economic and the daily life of the people will be affected in some way. There are many factors that have an impact on inflation in China. Finding these effective factors will advance the research how to control inflation. The consumer price index can reflect the degree of inflation. We will filter variables by using the stepwise discrimination and generate the model by using multiple linear regression model based on the monthly data from January 2008 to May 2019. The conclusion indicates that the index of producer price, M2 and the monthly average exchange rate of RMB have a significant impact on the consumer price index.