CAJ | 학술논문

对我国货币结构因素和物价变动之间是否存在共同趋势或波动模式进行定量分析，利用协整关系检验来判断它们之间长期关系，建立变量间的VAR模型以研究货币结构对物价造成影响的动态过程，进行脉冲响应分析以探索货币结构变量的冲击下物价波动的响应状况。
대아국화폐결구인소화물개변동지간시부존재공동추세혹파동모식진행정량분석，이용협정관계검험래판단타문지간장기관계，건립변량간적VAR모형이연구화폐결구대물개조성영향적동태과정，진행맥충향응분석이탐색화폐결구변량적충격하물개파동적향응상황。
In this paper, the quantitative analysis about whether there are common trends or wave patterns between China's monetary structure factors and price fluctuation is conducted. The long-term relationship between them is estimated by co-integration regression test. The VAR model between variables is established to study the dynamic process of the impact of monetary structure on pricing. The impulse response analysis is carried out to explore the response status of the price fluctuation under the impact of monetary structure variables.