摘要
本文首先运用比较分析手段,将近年价格形势与历史时期进行对比,发现"十一五"时期价格波动新特征。然后运用近十年的数据进行实证分析,运用因子分析法和向量自回归(VAR)模型的方差分解法研究各因素对价格波动的影响程度。通过模型研究和现实因素分析判断:目前我国价格波动的源动力已从需求拉动型逐渐演变为成本、资金共同推动型,且受国际市场传导影响加深。初步判断,"十二五"时期我国价格上升压力进一步加大,抗通胀形势不容乐观。因此建议:一是建立完善农产品供需信息平台和产供销体系;二是战略性地谋划基础资源产业,稳步推进资源产品价格改革;三是疏导全社会过于敏感的通胀预期;四是加大保障民生持续改善的制度和运作机制体系建设力度。
In this paper,we found out the new features of price volatility in the ＂Eleventh Five-Year＂ period,by the comparison between the price movement in recent years with that in the historical period Then we made empirical analysis with the data in nearly a decade,to research the degree of the price fluctuations through various factors by factor analysis and vector auto regression（VAR） model.Through the research and analysis,we found that： China＇s current power source of price fluctuations evolved from the demand-pull to the cost capital-driven,and was deepened by the impact of the international market conduct.Our preliminary judgment is： in the ＂Twelve Five-Year＂ period,the pressure on our price rising will further increase,and we cannot be optimistic of the inflation.Therefore we recommend： firstly,to establish and improve the supply and demand platform of agricultural production and information system;secondly,to plan the construction of basic resource industries strategically,and steadily reform the resource pricing mechanism;thirdly,to ease the sensitive expectation of the high inflation in the whole society;fourthly,to increase the efforts on protection system and operation mechanism of people＇s livelihood continuous improvement.
出处
《上海经济研究》
CSSCI
北大核心
2011年第11期3-15,共13页
Shanghai Journal of Economics
关键词
价格波动
因子分析
方差分解
通胀
Price fluetuation
Factor analysis
Variance decomposition
Inflation
