Many scholars have paid attentions to the impacts of consumer confidence index on consumer price index. Through employing PDL model and Granger causality test model as well as the monthly data from Jan. 1999 to Dec. 2006, this paper tests empirically the impacts of the CCI on the CPI of urban and rural consumers. The results show that the effects of CCI to CPI are influenced by the difference between urban and rural consumption, and rural consumers are mor...