基于VAR模型的我国GDP与M2对CPI的影响

CPI已经成为当前社会各界对国家经济形势进行分析和判断的重要的参考指标。通过建立VAR模型进行协整分析并运用脉冲响应函数以及GRANGER检验分析M2和GDP的变化对CPI的影响,指出在短期内GDP与M2的增加都会促进CPI的上升,但是在长期内,GDP与M2在对CPI的影响上则会产生一定的相互抵消作用。

GDP and M2's Iimpact on CPI in China based on VAR Model

CPI has already became the current community's important norm to analyze and judge the state economy situation.By establishes the cointegration function,Impulse response function and Granger Causality Tests in VAR model to analyzes M2 and the GDP's effect on CPI,and pointed out that in a short time GDP and M2 increase can promote the CPI rise,but in long-term,GDP and M2 in the will influence have certain mutual counter-balance function to CPI.