中国CPI与PPI相关关系研究——兼析我国CPI与PPI走势背离原因

Study on the Correlation between CPI and PPI in China——with Analysis on the Cause of Deviation of CPI and PPI in China

本文在国内外学者的研究基础上,对我国近20年来CPI与PPI走势的相关性分阶段进行分析,并对CPI与PPI走势背离的原因进行深入分析。并通过实证研究,借助协整分析和VAR模型进一步检验了CPI与PPI之间的传递效应和时滞效果。最后,基于研究结论,本文从供给端、消费端等角度提出了相应的对策建议。

The paper is based on the research of domestic and foreign scholar and analyze the correlation of trend of CPI and PPI of China in re- cent 20 years by dividing them into different phases. Then, we make a deep analysis of the reasons for the deviation between CPI and PPI. Through the empirical research, we further examine the transmission effect and the lag effect between CPI and PPI with cointegration analysis and VAR model. Finally, the paper puts forward corresponding countermeasures and suggestions from the perspectives of supply side and consumer side.