货币总量与通货膨胀的关系——以捷克共和国为例

IF 0.3 Q4 ECONOMICS Statistika-Statistics and Economy Journal Pub Date : 2023-09-15 DOI:10.54694/stat.2023.14
Stanislava Hronová, Richard Hindls, Luboš Marek
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引用次数: 0

摘要

本文试图在实证数据的基础上,对货币供给与通货膨胀的关系,即通货膨胀率与货币总量的关系进行一般的建模。我们的基本思想是估计时移参数,并随后给出一个领先指标,该指标将提供有关货币供应的变化是否以及以何种延迟反映在价格水平演变中的信息。本文的目的是制定并在数据的基础上,证实或反驳以下假设:货币总量的价值变化意味着通货膨胀率的变化,因此,货币总量是否是预示通货膨胀率进一步演变的某些指标。捷克共和国2002年至2022年的月度数据被用于建模和检验我们的假设。该分析未能显示个别货币总量与通货膨胀率之间存在统计学上显著的关系。
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The Relationship between Monetary Aggregates and Inflation – the Case of the Czech Republic
Based on empirical data, this paper attempts modelling, in general terms, the relationship between money supply and inflation, i.e., the relationship between the inflation rate and monetary aggregates. Our basic idea is to estimate time-shift parameters and, subsequently, a leading indicator that would provide information on whether and with what delay changes in the money supply will be reflected in the price level evolution. The aim of the paper is to formulate and, on the basis of the data, to confirm or refute the hypothesis that changes in the value of monetary aggregates imply changes in the inflation rate and, therefore, whether or not monetary aggregates are certain indicators signalling further evolution of the inflation rate. Monthly data for the Czech Republic from the years 2002–2022 have been used to model and test our hypotheses. The analysis has failed to show a statistically significant relationship between the individual monetary aggregates and the inflation rate.
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CiteScore
0.60
自引率
0.00%
发文量
23
审稿时长
24 weeks
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