本文選題：居民消費(fèi) + 價(jià)格指數(shù)　； 參考：《技術(shù)經(jīng)濟(jì)與管理研究》2014年06期

【摘要】：文章基于深圳市2005年1月至2013年12月的居民消費(fèi)價(jià)格指數(shù)(CPI)和工業(yè)生產(chǎn)者出廠價(jià)格指數(shù)(PPI),運(yùn)用非線性Granger因果關(guān)系檢驗(yàn),從非線性的角度考察深圳市的CPI與PPI之間的作用關(guān)系,并采用逐步檢驗(yàn)方法對(duì)CPI與PPI之間在不同時(shí)期的作用關(guān)系進(jìn)行動(dòng)態(tài)分析。非線性Granger因果關(guān)系檢驗(yàn)的結(jié)果表明,在所考察的樣本時(shí)期內(nèi),存在著由PPI到CPI的單向非線性Granger因果關(guān)系。逐步檢驗(yàn)則進(jìn)一步顯示,PPI是引起CPI變化的非線性Granger因果原因。這說(shuō)明供給因素在以CPI衡量的通貨膨脹中占優(yōu)于需求因素,也意味著上游生產(chǎn)要素的價(jià)格上漲將傳導(dǎo)至下游消費(fèi)品的價(jià)格,以致加大了成本推動(dòng)通貨膨脹的壓力。因此,治理通貨膨脹應(yīng)采取以供給調(diào)控為主的政策,并適時(shí)適度地根據(jù)CPI與PPI之間的動(dòng)態(tài)關(guān)系進(jìn)行宏觀調(diào)控。
[Abstract]:Based on the consumer price index (CPI) of Shenzhen from January 2005 to December 2013, and the factory price index (PPI) of industrial producers, this paper applies the nonlinear Granger causality test to investigate the relationship between CPI and PPI in Shenzhen City from a nonlinear point of view. The dynamic relationship between CPI and PPI in different periods was analyzed by step-by-step test method. The results of nonlinear Granger causality test show that there is a one-way nonlinear Granger causality from PPI to CPI in the sample period. The stepwise test further showed that PPI was the nonlinear Granger causality cause of CPI change. This suggests that the supply factor is better than the demand factor in inflation as measured by CPI. It also means that higher prices of upstream factors of production will be transmitted to the prices of downstream consumer goods, thus increasing the pressure on costs to drive inflation. Therefore, to control inflation, we should adopt the policy of supply control, and adjust and control macroscopically according to the dynamic relationship between CPI and PPI.
【作者單位】： 北京大學(xué)經(jīng)濟(jì)學(xué)院;深圳市政府投資項(xiàng)目評(píng)審中心;
【基金】：中國(guó)博士后科學(xué)基金面上資助項(xiàng)目(2013M530448)
【分類(lèi)號(hào)】：F224;F726;F424

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本文編號(hào)：1850385