江西省农产品价格与CPI的影响关系实证研究——基于VAR模型

Empirical Study on the Relationship between Agricultural Products Price and CPI in Jiangxi Province—Based on VAR Model

摘要: 农产品价格是百价之基，农产品价格的波动一直被居民热切关注，直接关系到市场价格稳定，关系到百姓幸福生活指数。本文以本省江西省为例，通过采取2004年第一季度到2019年第一季度共16年的季度数据，建立VAR模型，实证研究江西省居民消费价格指数(以下简称CPI)与农产品生产价格指数(以下简称API)之间的影响关系，得到以下结论：两者虽波动幅度不同但趋势大体一致，CPI对API有着显著影响，API对CPI的影响不够显著但不排除，且是同向变化，并预计未来几年我省农产品价格会不断上涨。并对稳定物价水平及农产品生产价格水平提出针对性建议。

Abstract: The price of agricultural products is the basis of a hundred prices. The fluctuation of agricultural products prices has been paid close attention by residents. It is directly related to the stability of market prices and the index of people's happy life. Taking Jiangxi Province as an example, this paper establishes a VAR model by taking the 16-year quarterly data from the first quarter of 2004 to the first quarter of 2019, and empirically studies the influence relationship between the consumer price index (CPI) and the agricultural product production price index (API) in Jiangxi Province. The following conclusions are drawn: although the fluctuation range of the two is dif-ferent, the trend is generally the same, CPI has a significant impact on API, and API's impact on CPI is not significant but not excluded, and is changing in the same direction. It is expected that the agricultural product price in our province will continue to rise in the next few years. And to stabilize the price level and agricultural product production price level, targeted suggestions are put forward.