论文部分内容阅读
本文选择农产品价格指数和居民消费价格指数作为衡量指标构建VAR模型,运用Granger因果关系检验、脉冲响应和方差分解的方法实证研究二者的互动机制。研究结果表明二者之间存在双向的Granger因果关系,但脉冲响应和方差分解的结果显示农产品不是导致通货膨胀的根源。因此,文中提出通过抑制农产品价格控制通货膨胀的做法是不合理的。
This article chooses the agricultural product price index and the consumer price index as the measurement index to construct the VAR model, and uses Granger causality test, impulse response and variance decomposition to empirically study the interaction mechanism between them. The results show that there is a two-way Granger causality between the two, but the impulse response and variance decomposition results show that agricultural products are not the root cause of inflation. Therefore, it is unreasonable to suggest that inflation should be controlled by curbing the price of agricultural products.