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我国当前食品价格与CPI变动关系研究——基于VAR模型的实证分析 被引量:3

Research of the Relations of Food Prices and CPI in Current China: Empirical Analysis Based on VAR Model
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摘要 居民消费价格指数(CPI)与食品价格之间变动关系十分密切。在从理论方面研究二者之间相互影响的基础上,运用VAR模型、协整检验及向量误差修正模型研究二者的相关关系。结果表明,食品价格和CPI相互之间有正向推动作用。针对定性和定量分析得出结论,对控制食品价格和CPI提出相应的5个建议。 CPI(Consumer Price Index)and food prices are closely correlated.On the basis of theoretical study,this paper uses VAR model,cointegration test and VEC model to study the correlativity.Results show that there exists a positive function between food prices and CPI.On the basis of the qualitative analysis and quantitative analysis,this article draws conclusions and proposes suggestions from five aspects on controlling food prices and CPI.
作者 魏振香 陈媛
出处 《价格月刊》 北大核心 2012年第9期22-26,共5页
关键词 食品价格 CPI VAR模型 协整检验 向量误差修正模型 food prices CPI(Consumer Price Index) VAR model cointegration test VEC model
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