| 摘要: |
| 针对现实经济从投资、生产到消费各领域物价水平之间存在联动关系的现象，提出运用多元统计中因子模型分析的方法，从我国现行编制的各类物价指数中提炼具有综合性的公共因子，以此反映整体物价的共同波动规律,研究结果显示:各类物价指数之间具有较强的相关性，能从中提炼出有现实意义的潜在公共因子；并且，相比较于传统的单一物价指数，用具有很强综合性的公共因子能更全面反映生产、消费、投资等领域的物价总水平的变动，从而为监测我国实体经济整体通胀水平提供科学的参考。 |
| 关键词: 物价指数 因子分析 通货膨胀 |
| DOI： |
| 分类号: |
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| Factor Analysis Model on the Relationship of Price Indexes in China |
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SHI Kai
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| Abstract: |
| In view of the relationship between the price level of the real economy from investment，production to consumption，this paper used the method of factor analysis model to extract comprehensive public factors from all kinds of price indices in China，and to reflect the overall price level through this factor. The results show that there is a strong correlation between the various price indexes，so the common factor is effective. At the same time，compared with the single price index，the common factor can more effectively and comprehensively reflect the changes of price in the fields of production，consumption and investment. By this common factor，we can provide more scientific reference for the level of inflation. |
| Key words: price index factor analysis inflation |
