本文以CPI的基本理论与对近年来的物价波动的表现、原因、走势等为主要研究对象，在理论研究和实证分析的基础上，对CPI做出有一定理论价值和现实意义的诠释。本文的第一部分，是结合相关文献，对CPI相关理论进行深入探究。从概念入手，揭示其编制原理、作用、使用方法、反映程度及数值性质，并指出其局限。本文的第二部分，是对CPI的实证分析。首先对我国近期CPI走势进行描述性统计分析，其次通过方差分析，表明近两年省区间CPI有显著差异，进而利用偏态和标准离差分析全国及省际月度CPI波动的具体特征，再次基于Eviews统计软件的Hodrick-Prescott滤波分析方法，对全国同各个省区CPI的趋势成分的相关性和省际之间CPI趋势成分的相关性分析进行分析，以探究省际CPI的同步性；同时，本文对比分析了2006年及2007年的月度居民消费价格分类指数，进而做出2007年食品价格上涨引发CPI高涨的定量分析。最后本文简析了CPI所反映的目前经济形势。

The thesis is researching basing on the fundamental CPI theory and the price fluctuation behavior, cause, and trend in recent years .According to an theoretical and empirical study on CPI, the author makes some annotation of certain theoretical value and practical significance. The first part of the thesis is some thorough exploration on the theory of CPI according to relevant references. Starting with its concept, further research is established on its compilation principle, effect, usage, reflective degree, numerical character and its limitation. The second part of the thesis is the empirical study on CPI. Firstly, descriptive analysis of recent CPI is drawn and analysis of variance is employed to prove that the CPI is obviously different between provinces .Then skewness and standard deviation are calculated to describe the specific characteristic of the fluctuation of national and provincial CPI .After that, the data analytical software Eviews is employed to do Hodrick-Prescott filtering wave analysis, and the correlativity analysis is drawn between the trend component of national and provincial CPI, so as to clarify the simultaneity among different provinces. Meanwhile, the monthly classified consumer price index of 2006 and 2007 is analyzed and the quantitative analysis is drawn toward that the increase of food price has caused the sharp increase of CPI. Finally, the current economy trend reflected by CPI is analyzed.