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Research on the Relationship between CPI and PPI Based on VEC Model

机译：基于VEC模型的CPI与PPI关系研究

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By establishing the VEC model, the relationship between Consumer Price Index (CPI) and Producer Price Index (PPI) is explored by using Johansen cointegration test and impulse response function. The results show that there is a long-term equilibrium cointegration relationship between CPI and PPI. CPI has a certain impact on PPI. PPI also has a certain impact on CPI. PPI has a great impact on itself both in the long-term and short-term. The current CPI will be adversely affected by the previous CPI and the positive impact of the previous PPI. The current PPI will be positively affected by the previous phase of CPI and the previous phase of PPI.
机译：通过建立VEC模型，利用Johansen协整检验和冲激响应函数，探索了消费者价格指数（CPI）和生产者价格指数（PPI）之间的关系。结果表明，CPI与PPI之间存在长期均衡协整关系。 CPI对PPI有一定影响。 PPI对CPI也有一定影响。 PPI的长期和短期影响都很大。当前的CPI将受到先前CPI以及先前PPI的积极影响的不利影响。当前的PPI将受到CPI上一阶段和PPI上一阶段的积极影响。

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