Chinese Commodity Price Evidence Study for COVID-19 Shock and Price Stickiness Model Design

Author:

Qin Jie1ORCID,Wang Jiawei1,Zheng Tiandan2

Affiliation:

1. School of Business, Renmin University of China, Beijing, China

2. School of Business, Nanjing University of Information Science & Technology, Nanjing, China

Abstract

Based on the high-frequency price data, this article estimates the extent of price stickiness, identifies the pricing model, and applies the micro-results to analyze the dynamic characteristics of inflation. The results show that the price moves downward steadily during the COVID-19 epidemic. Secondly, the commodity price displays low stickiness, and the pricing model shows the time-dependent pricing (TDP) model in general. Finally, the inflation inertia is negative, indicating the macro-control is effective on COVID-19 epidemic and has the feature of contradiction to the economic cycle. And inflation inertia mainly comes from food commodities, which means that the anchoring object of the policy should be food commodities during the COVID-19 pandemic.

Publisher

Hindawi Limited

Subject

Computer Science Applications,Software

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