基于VAR的居民消费价格指数预测  

Forecast of Consumer Price Index Based on VAR

作　　者：张涵[1] 范晔[1] 

机构地区：[1]广西大学商学院,广西南宁530004

出　　处：《区域金融研究》2012年第12期74-81,共8页Journal of Regional Financial Research

摘　　要：我国经济增长自2010年一季度创造出新一轮经济增长周期高点以后,2011年全年至2012年一季度一直呈现出缓慢下降态势。但居民消费价格指数在大幅上涨后仍高位运行,抑制通货膨胀的压力依然很大。2012年能否实现预期的通货膨胀控制目标?仍需要采取一系列宏观调控措施。为了解决这些问题,本文运用向量自回归(VAR)模型,对当前的经济周期态势和物价波动形态以及影响因素进行探讨和分析,同时采用误差修正和向量自回归等计量模型对居民消费价格指数等经济指标走势进行预测和分析,并在此基础上对下一步的宏观调控提出政策建议。After reaching the peak of an economic cycle since the first quarter of 2010, the economic growth of China has been gradually slowing down from 2011 to the first quarter of 2012. Nevertheless, the CPI is still running high after a sharply growth, which strengthens the pressure of inflation control. Whether the government can achieve the expected inflation control purpose depends on a series of macro-control measures and their execution affect. In or- der to explore the answer and the solution of these puzzles scientifically, this article proposes to use the vector auto re- gression （VAR） model to analyze the trend of the current economic cycle, the price fluctuation morphology, and the in- fluence factors. It also proposes to predict and analyze economic indicators such as the CPI with the error correction and vector autoregressive model. Basing on these studies and researches, this article tries to make some macro-control policy recommendations to solve the problems.

关 键 词：CPI 预测 VAR模型 

分 类 号：F830[经济管理—金融学]