我国食品价格对CPI的非线性冲击及其政策启示——基于STR模型的实证研究

发布时间：2018-05-05 12:36

本文选题：食品价格 + CPI　；参考：《华东经济管理》2017年02期

【摘要】：文章基于2002年2月至2016年5月的食品价格和CPI数据,利用平滑转换回归模型刻画我国食品价格对CPI冲击的非线性特征。结论表明:食品价格对CPI的冲击具有非线性性,即当食品价格变动小于门槛值-1.2157或大于门槛值1.1031时,当月食品价格对当月的CPI将产生更强的同向推动作用;CPI受到食品价格影响容易从低水平快速攀升;我国通货膨胀具有一定的惯性,通货膨胀具有自我强化的作用。研究结果的政策启示在于:政策制定者应关注食品价格对CPI冲击效应的门槛值,把握主动权;当CPI上涨过快时,更要果断采取措施,预防食品价格上涨对CPI的快速扩散;决策部门应密切关注食品价格对CPI影响的累积效应。
[Abstract]:Based on the food price and CPI data from February 2002 to May 2016, this paper describes the nonlinear characteristics of the impact of food prices on CPI in China by using a smooth transformation regression model. The results show that the impact of food price on CPI is nonlinear, that is, when the food price change is less than the threshold value -1.2157 or larger than the threshold value of 1.1031, The food price of that month will have a stronger codirectional effect on the CPI of that month. The food price will easily rise from the low level, and the inflation in China has a certain inertia, and inflation has the function of self-strengthening. The policy implications of the research results are as follows: policy makers should pay attention to the threshold value of food price impact effect on CPI and grasp the initiative; when CPI rises too fast, it is necessary to take decisive measures to prevent the rapid spread of food price increase to CPI; Decision-makers should pay close attention to the cumulative effects of food prices on CPI.
【作者单位】：厦门理工学院经济与管理学院;
【基金】：教育部人文社会科学研究青年基金项目(15YJC790045) 福建省自然科学基金项目(2016J01342) 福建省社会科学规划项目(2014C043;FJ2016C133;FJ2015B231) 福建省中青年教师教育科研项目(JAS150413) 福建省高校杰出青年科研人才培育计划项目福建省高校新世纪优秀人才支持计划项目
【分类号】：F224;F426.82;F726

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