| 我国商品期货价格指数与宏观经济指标关系的实证研究简 |
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| 引用本文： | 冯科,李昕昕.我国商品期货价格指数与宏观经济指标关系的实证研究简[J].经济与管理,2014(1):51-55. |
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| 作者姓名： | 冯科 李昕昕 |
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| 作者单位： | [1]北京大学经济学院,北京100871 [2]北京大学软件与微电子学院,北京102600 |
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| 基金项目： | 北京市哲学社会科学规划重点项目（10AbJG366） |
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| 摘 要： | 通过考察我国商品期货价格指数与主要宏观经济变量之间的相互影响关系，发现商品期货价格指数对物价、国内生产总值、利率、人民币汇率均有明显的引导作用和直接影响，并且能够领先CPI指标约5-7个月。商品期货价格指数作为CPI的先行指标具有一定的可行性。
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| 关 键 词： | 商品期货价格指数 宏观经济 期货市场 |
An Empirical Analysis of the Relationship of Futures Prices Index and Macro-economy Variables |
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| Feng Ke,Li Xinxin.An Empirical Analysis of the Relationship of Futures Prices Index and Macro-economy Variables[J].Economy and Management,2014(1):51-55. |
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| Authors: | Feng Ke Li Xinxin |
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| Institution: | 1. School of Economics, Peking University, Beijing 100871, China; 2. School of Software and Microelectronics, Peking University, Beijing 102600, China) |
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| Abstract: | By the mutual influence between the study of China＇s commodity futures price index and macroeconomic variables, the author discoveries of commodity futures price index on prices, GDP, interest rate, exchange rate of RMB which has played a guiding role and influence, and to lead the CPI index is about 5-7 months. Commodity futures prices index as a leading indicator of CPI has certain feasibility. |
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| Keywords: | Commodity futures price index Macro-economy Futures market |
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