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本文选取2002年1月至2013年8月的月度数据,对我国工业生产者价格指数、农业生产者价格指数与CPI的内在关系进行了实证研究。VAR模型结果显示,我国农业生产者价格指数对CPI影响较大。同时,CPI波动向农业生产者价格指数的传导相对畅通,而对于工业生产者价格指数的传导则有一定的迟滞性。最后,本文基于实证研究的结果提出了相应对策建议。
This paper selects the monthly data from January 2002 to August 2013, and conducts an empirical study on the intrinsic relationship between the CPI, the producer price index and the CPI in China. The results of VAR model show that the price index of agricultural producers in China has a great influence on CPI. In the meantime, CPI fluctuations have relatively smooth transmission to the price index of agricultural producers, while there has been some hysteresis to the transmission of the price index of industrial producers. Finally, based on the results of empirical research, this paper puts forward the corresponding countermeasures and suggestions.