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基于VAR的我国产业间价格传导实证分析
引用本文:袁闯,李松龄.基于VAR的我国产业间价格传导实证分析[J].财经理论与实践,2009,30(4).
作者姓名:袁闯  李松龄
作者单位:湖南大学经济研究中心,湖南长沙,410079
基金项目:国家社会科学重大项目(07&ZD017)
摘    要:价格传导机制是价格机制作用于微观经济主体、发挥资源配置功能的重要载体。我国顺向价格传导机制在工业品出厂价格指数向居民消费物价指数传导环节出现阻滞,而逆向价格传导机制则比较顺畅。这表明我国当前基本不存在成本推动型通货膨胀的价格传导条件,而需求拉上型通货膨胀的价格传导机制却比较顺畅。

关 键 词:价格传导  通货膨胀  向量自回归  脉冲响应  

An Empirical Research on Price Transmission among Industries in China: Based on VAR Models
YUAN Chuang,LI Song-ling.An Empirical Research on Price Transmission among Industries in China: Based on VAR Models[J].The Theory and Practice of Finance and Economics,2009,30(4).
Authors:YUAN Chuang  LI Song-ling
Institution:Center of Economic Research of Hunan University;Changsha;Hunan 410079;China
Abstract:Price transmission mechanism is an important carrier of price mechanism allocating resource by affecting micro economy main bodies.China's forward direction price transmission mechanism has a block in the link between PPI and CPI,but reverse direction price transmission mechanism is very smooth.So there isn't the price transmission condition of cost-push inflation in China now,but the price transmission mechanism condition of demand-driven inflation is practising.
Keywords:Price transmission mechanism  Inflation  VAR  Impulse response  
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