我国生产环节与消费环节价格传导机制的再考察被引量：1

The Re-inspection of Price Transmission Mechanism of Production Link and Consumption Link in China

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摘要以CPI为参照,通过完善生产环节价格指数消除生产环节与消费环节的内容对应性问题,对我国生产环节与消费环节价格传导机制进行再考察。利用Toda-Yamamoto-Dolado-Lutkepohl检验方法,通过MWALD检验对我国生产环节到消费环节的价格传导效应进行了因果关系检验,并得出结论:我国从生产到消费的价格传导机制并不畅通;从CPI到PPI的价格倒逼机制实际存在;进口商品价格指数变动没有对国内价格指数产生明显影响。 Taking the CPI for reference, through the improvement of price index in production link to eliminate the content equivalent problems between production link and consumption link, and inspect the price conduction mechanism of this two links again. By using the Toda-Yamamoto-Dolado-Lutkepohl test method, causality was tested for price conduction effect through, and draws the conclusion： in our country from production to consumption, price transmission mechanism is not smooth; from CPI to PPI price reversed transmission mechanism actually exists; changes of imported commodities price index have no obvious effect on the domestic price index.

作者吴崇宇孙飞

机构地区中国人民大学经济学院中国人民大学商学院

出处《河北经贸大学学报》 CSSCI 北大核心 2015年第1期46-51,共6页 Journal of Hebei University of Economics and Business

关键词生产消费价格传导消费者价格指数生产者价格指数农产品生产价格指数服务业生产者价格指数进口商品价格指数 production consumption price transmission consumer price index producer price index price index of agricultural products producer price index of services imported commodity price index

分类号 F014.31 [经济管理—政治经济学]

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