食品价格水平持久性对总体价格水平持久性的影响研究——基于相关性UC模型
发布时间：2019-02-19 09:49
【摘要】：本文利用2001年1月至2013年8月的月度数据,用相关性UC模型实证分析出总体价格水平、食品消费价格水平、非食品消费价格水平中起决定作用的都是相应的持久性成分。进一步实证得出,食品价格水平持久性对总体价格水平持久性的贡献度,在大部分时间内都在1/3以上,平均贡献度为34.40%,大于食品价格水平在总体价格水平中的权重值33.16%,说明我国食品价格水平的持久性在很大程度上影响总体价格水平的长期潜在趋势。
[Abstract]:Based on the monthly data from January 2001 to August 2013, this paper empirically analyzes the total price level, the food consumption price level and the non-food consumption price level by using the correlation UC model. Further empirical results show that the contribution of persistence of food price level to the persistence of overall price level is more than one third of the total price level for most of the time, with an average contribution of 34.40 percent. It shows that the persistence of the food price level in China largely affects the long-term potential trend of the overall price level.
【作者单位】： 华侨大学数量经济研究院;
【基金】：国家自然科学基金面上项目(71273096) 教育部新世纪优秀人才支持计划(NCET-12-0673)的资助
【分类号】：F726;F426.82
[Abstract]:Based on the monthly data from January 2001 to August 2013, this paper empirically analyzes the total price level, the food consumption price level and the non-food consumption price level by using the correlation UC model. Further empirical results show that the contribution of persistence of food price level to the persistence of overall price level is more than one third of the total price level for most of the time, with an average contribution of 34.40 percent. It shows that the persistence of the food price level in China largely affects the long-term potential trend of the overall price level.
【作者单位】： 华侨大学数量经济研究院;
【基金】：国家自然科学基金面上项目(71273096) 教育部新世纪优秀人才支持计划(NCET-12-0673)的资助
【分类号】：F726;F426.82
【参考文献】
相关期刊论文 前10条
1 苏h椒，
本文编号：2426389
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