| CPI、PPI、PMI对经济发展影响的实证研究--基于SVAR模型的分析 |
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| 引用本文： | 赵怡.CPI、PPI、PMI对经济发展影响的实证研究--基于SVAR模型的分析[J].保定学院学报,2016(4):41-45. |
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| 作者姓名： | 赵怡 |
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| 作者单位： | 安徽财经大学 金融学院,安徽 蚌埠,233030 |
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| 摘 要： | 随着社会主义市场经济和经济全球化进程的深入发展，市场竞争日益激烈，影响经济发展的因素也日渐繁多。这一变化固然给国家经济发展带来了更多的机遇，但也增加了经济增长预测的难度。由此，及时准确地把握市场经济走向，了解经济运行态势显得尤为重要。将价格指数CPI、PPI与采购经理指数PMI相结合，且用月度的工业增加值来代替季度的GDP指标，运用结构向量自回归（SVAR）模型来建立一个新的经济增长预测模型。实证结果表明，综合考虑了CPI、PPI、PMI三个指标的新模型，具有更好的拟合效果和预测效果。
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| 关 键 词： | 居民消费价格指数 生产者价格指数 采购经理指数 工业增加值 |
An Applied Study on the Economic Development by CPI,PPI, PMI---Based on SVAR Model |
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| Abstract: | With the deep development of the socialist market economy and economic globalization, market competition becomes fiercer than ever before and the factors that affect economic development are also increasing. This change brings more opportunities to the national economic development, but it also increases the difficulty of economic growth forecast. Therefore, timely and accurately to grasp the trend of market economy and to learn the economic situation is particularly important. This thesis combines the price index CPI, PPI and Purchase Managers Index (PMI) to discuss the above problem, and the quarterly GDP index is replaced by the monthly industrial added value in addition. In this paper, a new model of economic growth forecast is established by using the Structural Vector Auto-regression and the result suggest that the new model has the better fitting effect and prediction effect. |
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| Keywords: | Consumer Price Index Producer Price Index Purchase Managers Index industrial added value |
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