居民消费价格指数的LASSO分位回归分析

LASSO Quantile Regression Analysis of Consumer Price Index

居民消费价格指数(CPI)变化的影响分析对制定国民经济政策、促进居民消费供给侧结构改革、提高居民生活水平有重要意义。本文基于分位回归及LASSO型分位回归方法,对我国2016年4月~2019年3月的CPI数据进行了实证研究。研究结果发现,近年来影响CPI的重要因素已经由传统的衣着类、生活用品及服务类及其他用品和服务类等消费价格指数更多地向食品烟酒类、居住类、教育文化娱乐类和交通通信类等消费价格指数转变。这反映出近年来居民消费结构的巨大变化,除满足于通讯等消费有了更高需求,积极推进这方面供给侧结构改革对促进现阶段居民消费转型升级,推进国民经济健康发展,提高人民生活水平有重要意义。

Consumer Price Index(CPI) is of great significance to the formulation of national economic policy, the reform of consumer supply side structure and the upgrade of living standard. Based on the methods of quantile regression(QR) and LASSO QR, this paper studies the CPI data from April 2016 to March 2019 and finds that, in recent years, the important factors affecting CPI have been food, tobacco, housing, education, culture and entertainment, transportation and communications rather than the traditional consumer price indices such as clothing, daily necessities and services and other goods. This reflects the huge changes in the consumption structure of residents in recent years. It is very important to promote the reform of supply side structure and the development of national economy and improve people′s lives.