PPI、GDP和CPI三者变动的时差相关分析.pdfVIP

摘要: CPI,PPI和GDP是国务院定期发布的重要经济指标.物价稳定是宏观调控的四大目 标之一，物价指数已经成为影响资本市场，外汇市场，期货市场 经济领域的重 要参数.CPI,PPI和GDP是政府制定货币政策和经济计划的重要依据.另外，它们 对普通居民的生活也有重要的影响.自2002年以来，我国价格领域出现了工业品 出厂价格与居民消费价格指数增长不同步的现象，引起国内外的普遍关注.CPI 与PPI的时滞性到底是谁先谁后，以及滞后的时间等需要我们认真研究. 关键词 CPI PPI GDP 相关分析 时滞性 Abstract : CPI, PPI and GDP are important economic indicators which were regularly released by the state council. Price stability is one of the four goals of macroeconomic regulation. Price index has become the important parameters in the field of economy, such as capital market, foreign exchange market and futures market. CPI, PPI and GDP are the important basis of monetary policy and economic plan. In addition, they also have the important influence on the resident’s life. Since 2002, the phenomenon, that price index growth between factory-gate prices and resident consumption are out of sync, has drawn the worldwide attention. The time lag of CPI and PPI which comes first, as well as the length of lag time, will need us to study intensively. Keywords: CPI PPI GDP Correlation Analysis Time Lag I 目录 摘要 III 目录 IV 1．绪 1 1.1研究背景及意义 1 1.2研究目的及方法 1 二．CPI,PPI和GDP 1 2.1 CPI1 2.2 PPI 1 2.3 GDP 2 2.4 CPI与PPI的相互关系2 2.5 PPI与GDP的相互关系··········································································2 三．数据收集2 四．CPI,PPI,GDP的变动分析2 4.1 CPI的变动2 4.2 PPI的变动3 4.3 GDP的变动3 五．CPI，PPI和GDP的时差相关分析4 5.1 时差相关分析4 5.2 CPI与PPI的时差相关分析4 II 5.2.1 计算4 5.2.2 结 6 5.3 PPI与GDP的时差相关分析6 5.3.1 计算6 5.3.2 结 9 六．小结9 参考文献10 附录 11