市场猪肉价格对CPI传导效应研究——基于30个省份数据的比较分析  

Research on the Transmission Effect of Market Pork Prices on CPI——Comparative analysis based on data from 30 provinces

作　　者：刘皖青[1] 

机构地区：[1]江西师范大学科技学院

出　　处：《价格理论与实践》2020年第2期71-74,共4页Price:Theory & Practice

基　　金：江西省教育厅科技项目“创新链视角下江西区域创新驱动与产业升级的路径研究”(GJJ191577)阶段成果。

摘　　要：猪肉价格和CPI直接影响居民生活,一直是各级政府市场调控的重点。本文利用30省市2001年1月至2020年2月的月度同比数据,基于面板格兰杰因果检验和面板向量自回归模型(PVAR)分析猪肉价格对CPI的影响,发现猪肉价格是CPI变动的格兰杰原因。脉冲响应表明:猪肉价格对物价水平的冲击4个月左右达到最大,且冲击具有延续性;预测误差方差分解表明:CPI变动中,有32.1%可由猪肉价格的变动来解释。进一步对东、中、西部和主产区及主销区进行稳定性分析,基本得到一致的结果。基于此,本文得出稳定猪肉价格的相关启示,旨在对政府实现保供稳价工作目标有所裨益。Pork prices and CPI directly affect the lives of residents and have always been the focus of market regulation by governments at all levels.Based on monthly year-on-year data from Jan2001 to Feb2020 of 30 provinces and cities,this article analyzes the impact of pork price on CPI using panel granger causality test and panel vector autoregressive model(PVAR).The paper finds that pork price is the granger cause of CPI.The impulse response shows that the impact of pork prices on CPI has hysteresis and reaches its maximum at about 4 months.The forecast error variance shows that 32.1%of the changes in CPI can be explained by changes in pork prices.Analysis of the eastern,central,western,main production areas and main sales areas has obtained basically consistent and stable results.Based on these facts,this article draws the relevant enlightenment for stabilizing pork prices,which aims to help the government to achieve the goal of ensuring supply and price stability.

关 键 词：猪肉价格 CPI 格兰杰因果 PVAR 脉冲响应 

分 类 号：F323.7[经济管理—产业经济] F726