摘要
居民消费价格指数是衡量一国通货膨胀水平的重要指标之一,因此研究各类经济因素对其变动的影响效果亦成为政府和学术界所关注的热点。通过利用我国需求、供给和货币方面因素的代表变量构建VAR模型并运用脉冲响应函数进行分析,结果表明:居民收入与物价之间关联性较弱,需求和货币方面因素对物价波动的影响并不明显,而供给层面因素对物价的影响较大,因而我国近年来居民消费价格的变动主要来自于供给方面的推动。
CPI is an important indicator of inflation. Governments and academic circles of every country are focusing on the economic variables that influence the changes of CPI. Based on a VAR model structured by demand, supply and currency and a pulse-response function analysis, the statistics shows that the connection between income and price is weak; the influences of demand and currency on price fluctuation are not obvious; supply has significant impact on price changes. Thus it is clear that supply is the main factor causing price changes in recent years in China.
出处
《延边大学学报(社会科学版)》
2009年第2期97-101,共5页
Journal of Yanbian University:Social Science Edition
基金
国家社会科学基金项目(06BGJ021)