本文结合当前国际石油价格大幅攀升、人民币大幅升值和我国通货膨胀压力增大的现状,利用VAR模型,通过协整检验,对国际油价攀升、人民币升值与通货膨胀三者之间的关系进行了实证分析,得到了三者的长期均衡关系及其向量误差修正模型,在此基础上提出了几点政策启示。 In this paper, the current international oil prices rose sharply, the substantial appreciation of the renminbi and inflation in China increased the status quo, the use of VAR model, through the cointegration test on the international oil prices, RMB appreciation and inflation between the three empirical evidence After analyzing, we get the long-term equilibrium relationship between the three and the vector error correction model. Based on this, we put forward some policy implications.