山东省农产品价格与CPI的相关性研究  

Study on the correlation between agricultural prices and CPI in Shandong province

作　　者：杨继梅[1] 赵寅洁 刘丽 YANG Ji-mei;ZHAO Yin-jie;LIU Li(College of Economics and Management,Qingdao University of Science and Technology,Qingdao 266061,China;Auditting Division,Qingdao University of Science and Technology,Qingdao 266061,China)

机构地区：[1]青岛科技大学经济与管理学院,山东青岛266061 [2]青岛科技大学审计处,山东青岛266061

出　　处：《青岛科技大学学报（社会科学版）》2018年第4期25-31,共7页Journal of Qingdao University of Science and Technology(Social Sciences)

基　　金：全国统计科学研究项目(2017LY46)

摘　　要：近年来农产品价格的暴涨给山东人民的生活水平造成冲击,进而影响了山东经济的可持续发展。通过对山东省农产品价格与物价水平关联性的理论分析,选取2006年一季度至2017年三季度的山东省农产品价格和CPI的季度数据,建立VAR模型,实证研究二者的相关性,得出以下结论:农产品价格对CPI具有显著影响且二者同方向变动;CPI对农产品价格影响不显著,即CPI变动不一定会引起农产品价格变动。基于以上结论,提出缓解通货膨胀、稳定物价的政策建议。In recent years,the soaring price of agricultural products has impacted the living standard of Shandong people and affected the sustainable development of Shandong economy.Through the theoretical analysis of the correlation between agricultural product price and price level in Shandong province,selecting agricultural prices and CPI quarterly data of Shandong province from the first quarter of 2006 to the third quarter of 2017,establishing the VAR model,and making an empirical research on the correlation between the two,we draw the following conclusions:agricultural prices have a significant impact on CPI and both are changing in the same direction;CPI has no significant impact on agricultural prices,that is,changes in the CPI does not necessarily cause the changes of agricultural prices.And based on the above conclusions,this study puts forward some policy suggestions for easing inflation and stabilizing prices.

关 键 词：居民消费价格指数 农产品价格 相关性 VAR模型 

分 类 号：F303.7[经济管理—产业经济]