中国城乡食品价格的非线性互动关系及其政策启示——基于两区制门槛向量误差修正模型的实证研究

发布时间：2018-04-03 13:02

本文选题：农村食品价格　切入点：城镇食品价格　出处：《统计与信息论坛》2015年03期

【摘要】：利用2007年1月至2013年6月的城乡食品价格数据,运用两区制门槛向量误差修正模型研究城乡食品价格互动关系中的非线性特征。结果发现,城乡食品价格之间存在显著的非线性协整关系,即在以误差修正项的门槛值划分的两个不同区制内,二者的互动关系存在显著差异;在不同区制内,城镇食品价格的调整速度均大于农村食品价格,且二者调整的方向不一致;城乡食品价格在实现长期均衡的短期调整中,调整主要是由城镇食品价格来完成的,而且这种调整主要发生在二者偏离程度较小的区制一;在不同的区制下,二者的因果关系存在显著差异。在实证研究的基础上,提出了防范中国城乡食品通胀风险的政策建议。
[Abstract]:Based on the urban and rural food price data from January 2007 to June 2013, the nonlinear characteristics of the interaction between urban and rural food prices were studied by using the two-region threshold vector error correction model.The results show that there is a significant nonlinear cointegration relationship between urban and rural food prices.The adjustment speed of urban food price is higher than that of rural food price, and the direction of adjustment is not the same. In the short-term adjustment of urban and rural food price, the adjustment is mainly accomplished by urban food price.Moreover, this adjustment mainly occurs in the regional system where the deviation degree is small, and there is a significant difference in the causality between the two systems under different regional systems.On the basis of empirical research, the paper puts forward some policy suggestions to prevent the risk of food inflation in urban and rural China.
【作者单位】：厦门理工学院商学院;
【基金】：福建省社会科学规划项目《汇率变动对福建省就业的影响与财政政策选择研究》(2014C043) 厦门理工学院国家基金预研项目《中国不完全汇率传递研究:阶段特征、区域差异性与货币政策》(XYS201407) 厦门理工学院高层次人才引进项目《人民币汇率变动对国内价格传递研究》(YSK11009R)
【分类号】：F426.82;F224

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