我国生产环节与消费环节价格传导机制的再考察  

The Re-inspection of Price Transmission Mechanism of Production Link and Consumption Link in China

作　　者：吴崇宇[1] 孙飞[2] 

机构地区：[1]中国人民大学经济学院,北京100872 [2]中国人民大学商学院,北京100872

出　　处：《河北经贸大学学报》2015年第1期46-51,共6页Journal of Hebei University of Economics and Business

摘　　要：以CPI为参照,通过完善生产环节价格指数消除生产环节与消费环节的内容对应性问题,对我国生产环节与消费环节价格传导机制进行再考察。利用Toda-Yamamoto-Dolado-Lutkepohl检验方法,通过MWALD检验对我国生产环节到消费环节的价格传导效应进行了因果关系检验,并得出结论:我国从生产到消费的价格传导机制并不畅通;从CPI到PPI的价格倒逼机制实际存在;进口商品价格指数变动没有对国内价格指数产生明显影响。Taking the CPI for reference, through the improvement of price index in production link to eliminate the content equivalent problems between production link and consumption link, and inspect the price conduction mechanism of this two links again. By using the Toda-Yamamoto-Dolado-Lutkepohl test method, causality was tested for price conduction effect through, and draws the conclusion： in our country from production to consumption, price transmission mechanism is not smooth; from CPI to PPI price reversed transmission mechanism actually exists; changes of imported commodities price index have no obvious effect on the domestic price index.

关 键 词：生产 消费 价格传导 消费者价格指数 生产者价格指数 农产品生产价格指数 服务业生产者价格指数 进口商品价格指数 

分 类 号：F014.31[经济管理—政治经济学]