PPI、企业商品价格指数、M2与CPI之间关系研究  

A Empirical Study on the Relationship between PPI,Corporate Goods Price Index,M2 and CPI

作　　者：陈钰[1] 

机构地区：[1]中央财经大学经济学院,北京100081

出　　处：《辽宁大学学报（哲学社会科学版）》2011年第3期97-103,共7页Journal of Liaoning University(Philosophy and Social Sciences Edition)

摘　　要：本文运用格兰杰因果检验和协整理论研究了工业出厂品价格指数PPI、企业商品价格指数、货币供应量M2与消费价格指数CPI之间的关系。协整分析表明PPI、企业商品价格指数、M2对CPI存在着长期稳定的均衡关系。格兰杰因果检验表明我国企业商品价格指数是消费价格指数的格兰杰原因,更适于作为分析消费价格指数的前导指标。In this paper,the writer uses the Granger causality test and the cointegration test to study the relationship between the price index of industrial manufactured goods（PPI）,corporate goods price index,money supply（M2）and consumer price index（CPI））.Cointegration analysis shows that there is the long-term stable equilibrium relationship between the PPI,the corporate goods price index,M2 and CPI.The Granger causality test indicates that China＇s corporate goods price index is the Granger cause of consumer price index,and that it is more suitable to take corporate goods price as a leading indicator in analyzing the consumer price index.

关 键 词：企业商品价格指数 季节调整 消费价格指数 协整分析 

分 类 号：F726[经济管理—产业经济]