摘要
通过考察我国商品期货价格指数与主要宏观经济变量之间的相互影响关系，发现商品期货价格指数对物价、国内生产总值、利率、人民币汇率均有明显的引导作用和直接影响，并且能够领先CPI指标约5-7个月。商品期货价格指数作为CPI的先行指标具有一定的可行性。
By the mutual influence between the study of China＇s commodity futures price index and macroeconomic variables, the author discoveries of commodity futures price index on prices, GDP, interest rate, exchange rate of RMB which has played a guiding role and influence, and to lead the CPI index is about 5-7 months. Commodity futures prices index as a leading indicator of CPI has certain feasibility.
出处
《经济与管理》
CSSCI
2014年第1期51-55,共5页
Economy and Management
基金
北京市哲学社会科学规划重点项目(10AbJG366)
关键词
商品期货价格指数
宏观经济
期货市场
Commodity futures price index
Macro-economy
Futures market
