PMI,GDP和CPI的冲击传导效应研究  

The empirical study on PMI,GDP and CPI shock transmission

作　　者：梁艳艳[1] 罗林[1] 顾翠伶[1] 

机构地区：[1]周口师范学院数学与统计学院,河南周口466001

出　　处：《周口师范学院学报》2016年第2期51-55,共5页Journal of Zhoukou Normal University

基　　金：周口师范学院青年科研基金项目(No.zknuc0219)

摘　　要：选取采购经理人指数(PMI)、国内生产总值指数(GDP)和居民消费价格指数(CPI)分别作为经济预期、实体和价格指标,运用VAR模型和脉冲响应函数等方法,对中国经济波动特征进行分析,研究了PMI、GDP和CPI之间的短期和长期动态关系.结果表明,三种指数间的冲击传导过程具有时滞性;PMI对GDP的传导效应明显,对CPI的传导效应不明显;各类指数对其本身的响应更显著,指数具有长期趋于稳定的特性.Select the purchase management index（MPI）,gross domestic product index（GDP）and consumer price index（CPI）respectively as economic expectation,economic entity and price indicators to analyze the economic fluctuations in China.Using VAR model of the impulse response function,we aim to find out the internal relationship among them for longterm and short-term.The findings showed that：the conduction effect exists among PMI,GDP and CPI,while there is a time lag;conduction effect between MPI and GDP is obvious,but not obvious between MPI and CPI;all index are more sensitive to their own response;long-term fluctuate tend to be stable.

关 键 词：PMI指数 VAR模型 脉冲响应函数 冲击传导效应 

分 类 号：F830[经济管理—金融学]