摘要
通过VAR建模、协整检验、脉冲响应分析和VEC建模,验证了CCI与CGPI的三类细分指数(农产品价格指数API、矿产品价格指数MPI、煤油电价格指数KPI)之间的关系,得到CCI和CGPI各细分指数之间存在长期均衡关系,且API对CCI有抑制作用,MPI和KPI则促进CCI发展的结论。
The relationship of CCI and every kind of CGPI(API, KPI and MPI) through the techniques such as VAR modeling, co-integration testing, impulse response analysis and VEC modeling is studied. The long-term eqoilibrium relationship between CCI and CGPI subdivisions was obtained.In a long-term period, API has an inhibitory effect on the CCI, but MPI and KPI can promote CCI.
作者
梁丽芳
张浩敏
蒋晓艺
LIANG Li-fang;ZHANG Hao-min;JIANG Xiao-yi(College of Science,Guilin University of Technology,Guilin 541006,China;Institute of Applied Statistics,Guilin University of Technology,Guilin 541006,China)
出处
《桂林理工大学学报》
CAS
北大核心
2019年第2期508-515,共8页
Journal of Guilin University of Technology
基金
国家自然科学基金项目(71762008
61763008)
