食品價格水平持久性對總體價格水平持久性的影響研究——基于相關(guān)性UC模型
發(fā)布時間:2019-02-19 09:49
【摘要】:本文利用2001年1月至2013年8月的月度數(shù)據(jù),用相關(guān)性UC模型實證分析出總體價格水平、食品消費價格水平、非食品消費價格水平中起決定作用的都是相應(yīng)的持久性成分。進一步實證得出,食品價格水平持久性對總體價格水平持久性的貢獻度,在大部分時間內(nèi)都在1/3以上,平均貢獻度為34.40%,大于食品價格水平在總體價格水平中的權(quán)重值33.16%,說明我國食品價格水平的持久性在很大程度上影響總體價格水平的長期潛在趨勢。
[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.
【作者單位】: 華僑大學數(shù)量經(jīng)濟研究院;
【基金】:國家自然科學基金面上項目(71273096) 教育部新世紀優(yōu)秀人才支持計劃(NCET-12-0673)的資助
【分類號】: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.
【作者單位】: 華僑大學數(shù)量經(jīng)濟研究院;
【基金】:國家自然科學基金面上項目(71273096) 教育部新世紀優(yōu)秀人才支持計劃(NCET-12-0673)的資助
【分類號】:F726;F426.82
【參考文獻】
相關(guān)期刊論文 前10條
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本文編號:2426389
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