计量经济学论文《通货膨胀率与失业率的关系》

********大学《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I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；最小二乘法通货膨胀率与失业率的关系IIAbstractTheearliestsystematicresearchonthecorrelationbetweeninflationandunemploymentrateeconomists,possiblyinNewZealandPhillipsBritisheconomist.In1958hepublished18611957Britishunemploymentandmonetarywagechangerateoftherelationshipbetween,accordingtonearly100yearsofdata,verifytheunemploymentrateandthemoneywagechangeratebetweenthenegativecorrelationbetween.In1960,SoloandSamuelsonAmericaeconomistsAmericadata,verifythePhillipsprinciple,neoclassicalsynthesisrepresentedbySamuelsonthentookPhillipscurveforthetransformationoftherelationshipbetweeninflationandunemployment,andregarditasapartofthenewclassicandintegratedtheory,isusedtoexplaininflation.Putforwardcorrespondingchangesinreversetheunemploymentrateandtherateofpriceincreasepresentingrelationship,inaneconomiccyclewhenthepricerises,theunemploymentratedecreased,whilethedeclineinprices,risingunemployment.AmericaeconomistOkunputforwardin1962,inthecorrespondingrelationshipbetweentheunemploymentratechangeswithreverseandeconomicgrowthrate.In1986,representativesofmonetarism,USAeconomistFreedmanpointedoutaseriousdefectanalysisofPhillipscurve,thatis,itignoresanimportantfactoraffectingthewagechanges:Workers'expectationsofinflation.Peopleexpectedinflationrateishigh,nominalwagesincreasedmorequickly.Therefore,Freedmanandothersputforwardtheconceptoftheshort-runPhillipscurve,namelytheexpectedinflationrateremainedunchanged,indicatingarelationshipbetweeninflationrateandunemploymentratecurve,theexpectationsaugmentedPhillipscurve.Keywords:Eviews;regressionmodel;leastsquaremethod通货膨胀率与失业率的关系I目录摘要................................................................................................................................IAbstract...............................................................................................................................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.....................................................................................................-9-4.3t检验....................................................................................................................-9-4.4F检验.................................................................................................................-10-4.5DW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...............................................................................................-12-5.2.1DW检验法..........................................................................................-12-5.2.2LM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..............................................................