什么决定中国食品价格变动:供给抑或需求——基于随机波动时变参数模型

发布时间：2018-11-28 15:21

【摘要】：文章使用食品价格、肉蛋奶消费量、农业生产资料价格指数、受灾面积以及货币供给等变量,建立随机波动时变参数(SV-TVP)模型,通过Bayesian Gibbs Sampler方法估计模型参数的动态变化规律,对1994-2012年我国食品价格上涨的决定因素进行动态分析。结果显示:首先,自1994年以来的四次食品价格大幅上涨均以农资价格上涨推动为主;其次,只有出现较大的自然灾害才有可能影响食品价格,而一般的自然灾害对食品价格难以造成影响;再次,需求因素只能在长期造成食品价格缓慢上涨,不会造成食品价格的短期快速上涨;最后,超额货币对食品价格的影响虽然在统计学意义上显著,但实际的影响程度非常小。文章还提出了一系列稳定食品价格的对策建议,如提高流通效率、对农业生产资料退税、鼓励土地适度规模经营、促进农业科技创新、大力发展农业机械化以及逐步建立农产品目标价格制度等。
[Abstract]:Using the variables such as food price, consumption of meat, egg and milk, price index of agricultural means of production, disaster area and money supply, a stochastic fluctuating time-varying parameter (SV-TVP) model is established. The dynamic variation of the model parameters is estimated by Bayesian Gibbs Sampler method, and the determinants of food price increase in China from 1994 to 2012 are analyzed dynamically. The results showed that: first of all, since 1994, the four times of food price increase were mainly driven by the increase of agricultural material price; Secondly, only the occurrence of large natural disasters can affect food prices, and general natural disasters are difficult to affect food prices; Third, the demand factor can only cause the food price to rise slowly in the long run, will not cause the food price to rise quickly in the short term; Finally, the impact of excess money on food prices is statistically significant, but the actual impact is very small. The paper also puts forward a series of countermeasures and suggestions for stabilizing food prices, such as improving circulation efficiency, rebating agricultural means of production, encouraging land management on a moderate scale, and promoting innovation in agricultural science and technology. We will vigorously develop agricultural mechanization and gradually establish a target price system for agricultural products.
【作者单位】：华侨大学数量经济研究院;华侨大学经济与金融学院;
【基金】：国家自然科学基金面上项目(71273096) 教育部新世纪优秀人才支持计划(NCET-12-0673) 福建省教育厅(人文社科)项目(JA120245)
【分类号】：F426.82;F726;F224

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