一种贵州CPI影响因素动态关系分析方法

A Technique of Dynamic Relationship Analysis of Influencing Factors for Guizhou CPI

摘要: 本文根据相关经济学理论和前人研究的CPI影响因素研究体系，首先采用定性理论选取宏观经济指标作为影响贵州CPI宏观因素的候选指标，然后再采用定量分析方法选出影响贵州CPI波动的主要宏观因素。并将这最后选出的影响因素与CPI建立向量自回归模型，运用脉冲响应函数和方差分解方法对贵州CPI的主要外在影响因素做实证分析。实验结果表明，给CPI一个冲击，它对自身的冲击较快，其次是商品零售价格指数，同时其它的影响因素也对CPI的波动带来了一定的影响。

Abstract: Based on the relevant economic theory and the previous research system of influencing factors of CPI, in this paper, the qualitative theory was used to select the macroeconomic indicators as can-didate indicators for influencing CPI macroeconomic factors in Guizhou. Then, the quantitative analysis method was used to select the main macroeconomic factors influencing CPI fluctuation for Guizhou. The vector autoregressive model was established with these factors and CPI. The impulse response function and variance decomposition were used to analyze the main external factors of CPI in Guizhou. The results show that CPI is impacted more quickly than itself, followed by the commodity retail price index, while other factors also have a certain impact on the fluctuation of CPI.