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基于VAR的我国产业间价格传导实证分析 被引量:23

An Empirical Research on Price Transmission among Industries in China:Based on VAR Models
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摘要 价格传导机制是价格机制作用于微观经济主体、发挥资源配置功能的重要载体。我国顺向价格传导机制在工业品出厂价格指数向居民消费物价指数传导环节出现阻滞,而逆向价格传导机制则比较顺畅。这表明我国当前基本不存在成本推动型通货膨胀的价格传导条件,而需求拉上型通货膨胀的价格传导机制却比较顺畅。 Price transmission mechanism is an important cartier of price mechanism allocating resource by affecting micro economy main bodies. China' s forward direction price transmission mechanism has a block in the link between PPI and CPI, hut reverse direction price transmission mechanism is very smooth. So there isn' t the price transmission condition of cost - push inflation in China now, but the price transmission mechanism condition of demand - driven inflation is practising.
作者 袁闯 李松龄
出处 《财经理论与实践》 CSSCI 北大核心 2009年第4期86-89,共4页 The Theory and Practice of Finance and Economics
基金 国家社会科学重大项目(07&ZD017)
关键词 价格传导 通货膨胀 向量自回归 脉冲响应 Price transmission mechanism Inflation VAR Impulse response
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