Dissertation > Excellent graduate degree dissertation topics show

CPI and PPI study the nonlinear relationship

Author: DengYueMing
Tutor: LiXingXu
School: Yunnan University of Finance
Course: Statistics
Keywords: CPI PPI Nonlinear dynamical system
CLC: F726;F222.3
Type: Master's thesis
Year: 2011
Downloads: 245
Quote: 0
Read: Download Dissertation

Abstract


In recent years, China's CPI and PPI growth rate has shown a significant growth rate is not synchronized, the gap is significantly increased, there has been inversion phenomenon. And this phenomenon seems to run counter to traditional economic theory, according to industry economics and the theory of price transmission, price changes in the upstream industry products delivered to the downstream industry, has been passed to the consumer. PPI is the first industrial prices into circulation, is the development of industrial wholesale price and retail price basis. Theoretically, PPI's ups and downs can be transmitted to the circulation of CPI. There are two ways of conduction: PPI-production-CPI; PPI-life data-CPI. Analysis clearly the relationship between the two can help us better understand the economic situation, macroeconomic policies have some help. Firstly, through the China's CPI and PPI content composition, calculation methods and the reality of economic data for visual analysis shows that China's CPI and PPI non-linear relationship exists between. Then select the country in January 1993 - September 2010 monthly CPI and PPI data, minus the base 100, through the establishment of nonlinear dynamical systems (C-PNLDS) model to further study and validation exists between the two in the end How nonlinear relationship. And concluded conclusions: First, through C-PNLDS model CPI equation coefficients of various significant variables can know their own country's CPI growth inhibition; PPI on CPI growth impetus, that the PPI prices will cause the CPI to rise, this conclusion with the traditional theory of price transmission mechanism is consistent; CPI and PPI coupling effect has a positive effect on the CPI, the CPI is beneficial. Second, through the C-PNLDS PPI model equation coefficients of various significant variables can be seen, PPI also has its own growth inhibition; however PPI squared term for their own role in promoting growth, indicating that there is PPI accelerated development mechanism; CPI squared term growth for the PPI also promoted, indicating that PPI CPI growth is a accelerator; CPI and PPI PPI coupling effects on the growth inhibition. Third, from the CPI and PPI respectively, both coupling term effect of view, the CPI growth promoting effect, while PPI growth was inhibited, so the CPI and PPI are prey relationships. Fourth, to study each variable coefficients derived PPI growth rate greater than 2.69 when it accelerated development mechanisms inhibitory effect was greater than their own; when the CPI growth rate is greater than PPI1.81 times, CPI growth accelerated on the role of PPI to clear display. Fifth, C-PNLDS analysis of stability can know, in the four C-PNLDS equilibrium point, only the point is stable, so the C-PNLDS of a certain degree is stable. Six, C-PNLDS initial values ??of the CPI and PPI, a unit of the impact of new information has obvious reaction, but the initial value of the new interest rates caused by changes in C-PNLDS ultimately disappear, so that the C-PNLDS interaction within a certain relationship stability. And then select the same data set VAR model, from C-PNLDS comparison of model and the VAR model can be seen, C-PNLDS model and the F value at the AIC was superior to VAR model, so the model is better than C-PNLDS VAR model has obvious advantages. The most important thing is just a VAR model CPI and PPI revealed a linear relationship between, only shows CPI and PPI of each order lag on CPI and PPI is how it affects, and the C-PNLDS model reveals between the CPI and PPI The non-linear relationship.

Related Dissertations

  1. A Study of Schizophrenia Model by Chronic and Acute NMDAR Antagonist MK-801 Exposure in Perinatal and Adult Rats,R749.3
  2. Correlation between the Expression of PKCβ/CPI-17 System in Uterine Smooth Muscle During Pregnant and the on Set of Labor,R714.3
  3. An Analysis of the Causes for China’s Inflation During 2003-2008,F224
  4. An empirical study of the fluctuations in the consumer price index,F126
  5. Analysis and Prediction Based on China’s CPI Series,F224;F726
  6. Energy prices and the general price level of Relationship,F726;F224
  7. The Role of Proton Pump-inhibitor in Patients with Non-erosive Reflux Disease (NERD),R571
  8. Glycerol biological disproportionation 1,3 - propanediol mixed nonlinear dynamical system identification,Q93
  9. Study on the Relationship Between Currency Amount and Price Level in China,F822;F726
  10. Isolating and Function Identification of Cysteine Proteinase Inhibitor Gene from Populus Hopeiersis,S767
  11. Nonlinear dynamical system bifurcation control of delayed feedback,O231.2
  12. Quasi-static and Dynamical Analysis for Viscoelastic Structures with Fractional Derivative Constitutive Relation,O345
  13. Research on Instantaneous Mechanical Model and Nonlinear Dynamic Characteristics for Milling Process System,TG54
  14. Simplest Normal Form and Study on Bifurcation and Chaos of Electromechanical Coupled Nonlinear Dynamical System,N941.3
  15. The Parameter Estimation and Application Research on Threshold Cointegration,F224
  16. Lurch and Expectation of Money Cooperation in East Asia,F823
  17. The Research of Portable Searching Induction Radar Targets Tracking Method,TN953
  18. Double-Crane Pharmaceutical Co., Ltd. Changsha performance management system design,F426.7
  19. Research of Automation Monitor System of Film Water Treatment Based on USS Protocol and Configuration Software,X703
  20. Remote diagnostics in industrial control applications,TP277

CLC: > Economic > Economic planning and management > Economic calculation, economic and mathematical methods > Economic Statistics > Specialized economic statistics
© 2012 www.DissertationTopic.Net  Mobile