| 国际初级产品分类价格对中国物价传导效应的实证研究 |
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| 引用本文： | 王晓芳,王永宁,李洁. 国际初级产品分类价格对中国物价传导效应的实证研究[J]. 经济与管理研究, 2011, 0(7) |
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| 作者姓名： | 王晓芳 王永宁 李洁 |
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| 作者单位： | 西安交通大学经济与金融学院;西北工业技术研究院; |
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| 摘 要： | 文章基于2001年1～12月的月度数据,对国际初级产品分类价格对中国物价的传导效应进行了实证分析。结果表明:国际初级产品价格对国内物价的传导效应具有由短期波动到长期均衡的动态机制特征,其对PPI和CPI均具有显著的正向影响。各分类价格指数对国内物价的影响之间存在较大差异,燃料价格对国内物价的影响最大且持续时间最长,非燃料价格的影响较小且持续时间相对短。燃料价格和农业原材料价格对PPI的影响显著,燃料价格、农业原材料价格和食品价格对CPI的影响显著,其他子成分的影响力很弱。
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| 关 键 词： | 国际初级产品 分类价格 PPI CPI 传导效应 |
Empirical Analysis on the Effects of World Primary Commodity Classified Prices on Chinese Domestic Prices |
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| WANG Xiao - fang,WANG Yong - ning,LI Jie. Empirical Analysis on the Effects of World Primary Commodity Classified Prices on Chinese Domestic Prices[J]. Research on Economics and Management, 2011, 0(7) |
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| Authors: | WANG Xiao - fang WANG Yong - ning LI Jie |
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| Affiliation: | WANG Xiao - fang~1,WANG Yong - ning~1,LI Jie~2 (1.School of Economics and Finance,Xi'an Jiaotong University,Xi'an 710061,2.Northwest Industrial Technology Research Institute,Xi'an 710072) |
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| Abstract: | This paper empirically studies the effects of world primary commodity classified prices on Chinese domestic prices based on monthly data during the period of 2001 - 2010.The conclusions show that world primary commodity classified prices are positively correlated to domestic prices with the dynamic mechanism of short - term fluctuations and longterm equilibrium.The effects of fuel and non - fuel prices on the domestic price are quite different,the former are stronger and longer,the latter are relatively wea... |
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| Keywords: | World Primary Commodity Classified Prices PPI CPI Transmission Effect |
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