关于对可能影响CPI的几个因素的研究

Research about Several Factors That May Affect CPI

本文通过实证检验,运用eviews计量工具研究了1978-2009年外汇储备量、金融机构贷款额和固定资产投资额对我国CPI的影响.本文在单位根检验、协整检验的基础上建立了向量误差纠正模型,使用Granger因果检验方法对上述几个影响可能CPI的因素进行了研究.得出的结论是:每年的金融机构贷款额以及固定资产投资额与CPI存在协整关系,而且是影响CPI的Granger原因,并且对CPI滞后影响比较显著;而外汇储备额与CPI根本不存在协整关系,可以认为其对CPI影响甚微,模型中忽略不计.

This article studies FE, LOAN and IV on China＇s CPI influence from 1978 to 2009 through empirical tests and eviews. We research about these several factors that may affect CPI through estab- lishing tile vector error correction model and using Granger causality test. The conclusion is： annual LOAN and IV have co-integration relationship with CPI. Also they are the Granger cause and lag effects are both significant to the CPI, The FE has no co-integration relationship with CPI, and it can be argued that its impact on the CPI is little. So it is neglected in model.