신선식품 소비자 물가지수 간의 동태적 인과관계 분석

Abstract

The purpose of this study is to draw causality of a price index between vegetable, fruit, and marine products, by using a consumer price index, a representative price index of South Korea. To analyze, dynamic analysis was conducted by monthly data of a price index of perishable foods from January 1990 to August 2015. As a result of analysis, there is a close relation between vegetable and fruit rather than the order of vegetable, fruit, and marine products, a result of Granger Causality Test in casuality of a consumer price index of perishable foods. If the trend of above price index is examined, a vegetable price index that is variable according to the season reacts in advance, and then a fruit price index whose fluctuation is less than a vegetable price index reacts. After that, a marine products price index whose fluctuation according to the season is only a little reacts. In case of vegetable, supply of items such as Chinese cabbage concentrates in certain times such as the kimchi-making season, so price fluctuation according to the season grows bigger. As vegetable, fruit is shipped according to the season, so there is price fluctuation, but in case of vegetable, a characteristic as necessity is bigger than a characteristic in case of fruit, so price fluctuation of vegetable is bigger than price fluctuation of fruit, and seasonal characteristic of marine products is less than seasonal characteristic of vegetable and fruit, so causality of marine products is not big. In this fact, causality between vegetable, fruit, and marine products is showed between vegetable and fruit with big seasonal price fluctuation.