经济数学2016，Vol.33Issue(4)：58-62,5.
消费者价格指数与生产者价格指数“倒挂”之谜∗
The Enigma of “Upside Down”between the Consumer Price Index and the Producer Price Index
摘要
Abstract
Abstract The consumer price index (CPI)and the producer price index (PPI)are the two most important price indices in China.Generally speaking,CPI and PPI should be synchronized.However,since 2000,there have been many “upside down”phenomenon about CPI and PPI,which undoubtedly has brought challenges to judging the current situation of economic inflation.The seasonal trend of China's CPI and PPI index was adjusted by using the latest X-13-ARIMA-SEATS method. Based on the spectral analysis,the trend-cycle factors were decomposed by BK filtering method to obtain the trend factor and cycle factor.The study found that the economic cycle led to the “upside down”phenomenon.关键词
统计学/倒挂/季节调整/BK滤波Key words
statistical/upside down/seasonal adjustment/BK filtering分类
管理科学引用本文复制引用
余品..消费者价格指数与生产者价格指数“倒挂”之谜∗[J].经济数学,2016,33(4):58-62,5.基金项目
中央高校基本科研业务费专项资金项目(12JNQM006) （12JNQM006）
