بررسی رابطه علیت میان شاخص بهای کالاها و خدمات مصرفی (CPI) و شاخص بهای تولیدکننده (PPI) با استفاده از مدل تصیح خطا(VECM) و علیت گرنجر

اقتصاد پولی مالی

مقاله 6، دوره 22، شماره 9، مرداد 1394، صفحه 208-229   

نوع مقاله: پژوهشی

شناسه دیجیتال (DOI): 10.22067/pm.v22i9.18216

نویسندگان

محمد رضایی^{* 1}؛ علیرضا باستانی²

¹تربیت مدرس

²فردوسی مشهد

چکیده

شاخص قیمت مصرف کننده (CPI) و شاخص قیمت تولید کننده (PPI)، دارای مفاهیم مرتبطی هستند. روابط بین این دو ممکن است از نوع علی و یا غیر علی باشد. این پژوهش به بررسی رابطه علیت میان شاخص قیمت مصرف کننده(CPI) با شاخص قیمت تولیدکننده(PPI) طی دوره 1378:01 تا 1390:01 در ایران می پردازد. نتایج بدست آمده از روش علیت گرنجر نشان می دهد که PPI علیت گرنجری CPI بوده است. همچنین نتایج مدل تصحیح خطا نیز نتایج این آزمون را مورد تایید قرار می دهد.. نتایج مطالعه گویای این است که در اقتصاد ایران، عوامل سمت تقاضا نقش مهم تری نسبت به عوامل طرف عرضه دارا می باشند، گر چه دو طرف عرضه و تقاضا بر روند تورم داخلی که توسط CPI اندازه گیری موثر می باشند.

کلیدواژه‌ها

شاخص قیمت مصرف کننده(CPI)؛ شاخص قیمت تولیدکننده(PPI)؛ علیت گرنجر؛ الگوی تصحیح خطای برداری(VECM)

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