蔬菜价格波动与通货膨胀关系的实证分析：基于Bootstrap方法
Empirical Analysis of the Relationship between Vegetable Price Fluctuation and Inflation: A Bootstrap Approach
摘要
利用Census X12季节调整方法和HP滤波法，本文将蔬菜价格波动的来源分解为趋势变动、季节变动、循环变动和不规则变动。在此基础上，本文考察了上述菜价波动因素与中国通货膨胀之间的关联。实证检验的结果表明，菜价波动对消费者物价指数（CPI）产生影响的主要渠道是季节变动（天气因素变化的影响）和不规则变动（自然灾害等突发因素）；季节变动对CPI的影响呈季节周期性，不规则变动对CPI的冲击在最初时最为显著，随后逐渐减弱；通货膨胀存在自我维持机制；CPI的上涨并不能充分解释菜价的波动。
Abstract
Using the method of Census X12 seasonal adjustment and HP filter, the source of vegetable price fluctuation is decomposed into four components, namely trend factor, seasonal factor, cyclical factor and irregular component. Based on this, this paper examines the relationship between the above components and inflation in China. The result shows that, vegetable price fluctuation mainly impacts on CPI through seasonal factor (changes in weather) and irregular component (natural disasters and other unexpected factors). Seasonal factor impacts on CPI with seasonal periodicity. The impact of irregular component on CPI is the most significant initially, and then gradually decreases. There exists self-sustaining mechanism of inflation. However, the variation of CPI is unable to fully explain the fluctuation in vegetable price.关键词
蔬菜价格/通货膨胀/Bootstrap仿真/VAR模型Key words
Vegetable price/Inflation/Bootstrap Simulation/VAR Model引用本文复制引用
李崇光,涂涛涛.蔬菜价格波动与通货膨胀关系的实证分析：基于Bootstrap方法[EB/OL].(2011-09-22)[2026-04-03].http://www.paper.edu.cn/releasepaper/content/201109-299.学科分类
经济学/农业经济
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