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Author:

何维炜 (何维炜.) | 田皓 (田皓.)

Indexed by:

PKU CSSCI WF

Abstract:

本文在建立向量自回归模型的基础上,运用脉冲响应函数和方差分解方法对中国居民消费价格指数的影响因素进行实证分析.研究结果表明,我国居民消费价格指数的影响因素主要来自食品和居住两大类别,而且长期的响应程度是显著的,带来的影响有其滞后性.因此,在当前物价上涨的严峻形势下,针对消费价格指数的两大主要影响因素,应采取长期而非短期的宏观调控政策.

Keyword:

方差分解 脉冲响应函数 向量自回归模型 消费价格指数

Author Community:

  • [ 1 ] [何维炜]西安交通大学
  • [ 2 ] [田皓]西安交通大学

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Source :

统计与决策

ISSN: 1002-6487

Year: 2007

Issue: 23

Page: 66-68

Cited Count:

WoS CC Cited Count: 0

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 15

Affiliated Colleges:

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