Економетрична модель впливу окремих економічних показників на індекс споживчих цін в Україні

Abstract

Узагальнено основні теоретичні підходи до визначення сутності поняття інфляції, індексу споживчих цін та впливу на нього важливих економічних показників. Побудовано багатофакторну лінійну економетричну модель залежності індексу споживчих цін (ІСЦ) як основного індикатора інфляції в Україні. Обчислено коефіцієнт кореляції, коефіцієнт детермінації, коефіцієнти еластичності та зроблено відповідні висновки. Запропоновано використання цієї економетричної моделі під час прогнозування темпу зростання індексу споживчих цін при заздалегідь відомих значеннях показників. The article summarizes the main theoretical approaches to determining the essence of the concept of inflation, the consumer price index and the impact of the main economic indicators on it.A multifactorial linear econometric model of the influence of the producer price index, real incomes of the population and the money supply on the consumer price index in Ukraine is developed: Y = 100,6468 + 0,461 6X2 – 0,7469X4 + 0,2995X5. It is determined that when under all equal conditions the producer price index or the money supply increases by one, the consumer price index also increases by 0,4616 or 0, 2995 unities, respectively. If, under other fixed conditions, the real incomes of the population increase by one, the consumer price index decreases by 0,7469 unities. The correlation coefficient, coefficient of determination, elasticity coefficients are calculated, the corresponding conclusions are drawn.It is proposed to use this econometric model in forecasting the growth rates of the consumer price index with previously known values of the indicators. Based on the research, it was noted that inflation makes the main macroeconomic problems of the national economy.The impact of inflation on the economy is extremely high, since inflation indicators are used to solve many issues of public policy, analyze and forecast prices and pricing processes, revise the size of people’s money income, resolve disputes, recalculate the system of national accounts and business entities into fixed prices and it provides possibility of international comparisons.That is why the presence of a qualitative forecast of the level of inflation is one of the most important prerequisites for its effective state regulation. It is pointed out that the developed model of the relationship between the consumer price index and the producer price index, the real incomes of the population and the money supply is adequate,the model parameters are statistically significant.In addition, the probability of the accuracy of the results obtained with the help of this model is high, since the correlation coefficient approaches the unity and constitutes 0,88. Therefore, this econometric model can be a powerful tool in forecasting the level of inflation.