Analysis of Transmission Mechanism of CPI Based on VAR Model

摘要：

In this paper, we will have a description of the statistical properties of the CPI and the Index of the corresponding basket commodities in the last decade. By using the VAR model and the impulse response function, we will study the economic variables which are affected by the CPI, and on this basis, we can analyze the transmission mechanism of the CPI.

关键词： CPI VAR the impulse response function the transmission mechanism

作者: SONG Tingshan WANG Meilu

作者单位: School of Statistics and Mathematics, Shandong Economic University, P.R.China, 250014

会议类型: 国际会议

会议名称: The 3rd International Institute of Statistics & Management Engineering Symposium(2010 国际统计与管理工程研讨会 IISMES)

会议地点: 威海

会议语种:英文

页码: 253-260

在线出版日期: 2010-07-24（万方平台首次上网日期，不代表论文的发表时间）