Економетричний аналіз чинників інфляції в України
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Файли
Дата
2019
Автори
Жерліцин, Д. М.
Кучебо, О. С.
Zherlitsyn, D. M.
Kuchebo. O. S.
ORCID
DOI
Назва журналу
Номер ISSN
Назва тому
Видавець
Класичний приватний університет
Анотація
Інфляція є важливим чинником розвитку економіки країни та інструментом бюджетної політики. Ключовим завданням цен-трального банку країни є підтримка курсу національної валюти, а інфляція є індикатором ефективності цієї політики. У роботі проведено ідентифікацію чинників, що впливають на рівень ін-фляції в Україні. Визначено суттєві чинники впливу та залежні змінні. Проведено оцінку параметрів щільності залежностей та значущості коефіцієнтів багатофакторної регресійної моделі за-лежності індексу споживчих цін від макроекономічних чинників. Представлено висновки щодо тенденцій та проблем у реалізації грошово-кредитної політики України за індикатором індексу спо-живчих цін. Сформульовано напрями подальших досліджень у прогнозуванні інфляційних та курсоутворюючих чинників роз-витку національної економіки та фінансової системи України.
Inflation is an important factor of the national economy devel-opment and the key instrument of fiscal policy. The main task of the central bank of the country is to support the national curren-cy, and inflation is an indicator of the effectiveness of this policy. Therefore, the purpose of the work is to define the theoretical sub-stantiation of the basic inflation factors and their determination on the consumer price index in Ukraine. The work shows the results of the identification of factors affecting on the level of inflation in Ukraine. Significant influencing factors and dependent variables are identified. The parameters of the functions of dependence and the significance of the coefficients of a multifactorial regression model for the consumer price index influence on the macroeco-nomic factors are estimated. The study bases on the well-known economic and mathematical methods of statistical analysis, such as correlation, regression analysis, linear alignment, minimization prediction errors etc. A correlation-regression analysis of the basic factors of the Ukrainian consumer price index dynamic is made. The paper presents conclusions regarding trends and problems in the implementation of Ukraine’s monetary policy in terms of the consumer price index indicator. This article shows the results of the econometric study of the key inflation factors influence on the consumer price index level for the period from 2010 till 2018, the dynamics of the latter is contradictory to the principles of the clas-sical economic theory. Firstly, the basic macroeconomic indicators (GDP and industrial production index) demonstrate not significant effect on CPI. Secondly, the depreciation of the national currency rate to the US dollar during certain periods leads to a decrease in inflation. Thirdly, the discount rate, which is used as regulatory instrument of the National bank of Ukraine, is directly proportional to the CPI. The results of this study show the structural problems of the Ukrainian economy and subjectivity to the calculation of CPI, which is based on estimates of the value of goods and services of the minimum consumer basket. The directions of further research in forecasting inflationary and course-forming factors of the devel-opment of the national economy and financial system of Ukraine are formulated.
Inflation is an important factor of the national economy devel-opment and the key instrument of fiscal policy. The main task of the central bank of the country is to support the national curren-cy, and inflation is an indicator of the effectiveness of this policy. Therefore, the purpose of the work is to define the theoretical sub-stantiation of the basic inflation factors and their determination on the consumer price index in Ukraine. The work shows the results of the identification of factors affecting on the level of inflation in Ukraine. Significant influencing factors and dependent variables are identified. The parameters of the functions of dependence and the significance of the coefficients of a multifactorial regression model for the consumer price index influence on the macroeco-nomic factors are estimated. The study bases on the well-known economic and mathematical methods of statistical analysis, such as correlation, regression analysis, linear alignment, minimization prediction errors etc. A correlation-regression analysis of the basic factors of the Ukrainian consumer price index dynamic is made. The paper presents conclusions regarding trends and problems in the implementation of Ukraine’s monetary policy in terms of the consumer price index indicator. This article shows the results of the econometric study of the key inflation factors influence on the consumer price index level for the period from 2010 till 2018, the dynamics of the latter is contradictory to the principles of the clas-sical economic theory. Firstly, the basic macroeconomic indicators (GDP and industrial production index) demonstrate not significant effect on CPI. Secondly, the depreciation of the national currency rate to the US dollar during certain periods leads to a decrease in inflation. Thirdly, the discount rate, which is used as regulatory instrument of the National bank of Ukraine, is directly proportional to the CPI. The results of this study show the structural problems of the Ukrainian economy and subjectivity to the calculation of CPI, which is based on estimates of the value of goods and services of the minimum consumer basket. The directions of further research in forecasting inflationary and course-forming factors of the devel-opment of the national economy and financial system of Ukraine are formulated.
Опис
Ключові слова
інфляція , індекс споживчих цін , грошово-кредитна політика , макроекономічний чинник , індикатор ефективності , регресійна модель , економетрика , inflation , consumer price index , monetary policy , macroeconomic factor , efficiency indicator , regression model , econometrics
Бібліографічний опис
Жерліцин Д. М., Кучебо О. С. Економетричний аналіз чинників інфляції в Україні. Приазовський економічний вісник. 2019. № 3 (14). С. 447-450. URL: 76.pdf (kpu.zp.ua).