石油价格波动对粮食价格的传导效应研究——基于APT-ECM模型的实证检验
发布时间：2019-03-28 11:49
【摘要】：石油价格是影响粮食价格走势的重要因素,将传统的误差修正模型(ECM)改进,并加入农业生产资料价格作为石油价格向粮食价格传递的中间变量,分析了石油价格和农资价格在上涨和下跌阶段对粮食价格传递的非对称性,此外还对石油价格与粮食价格间的传导效率和传导强度进行实证检验.研究结果表明:石油价格、农资价格和粮食价格之间存在长期均衡关系,石油和农资价格下降要比价格上升更快速和完全的传递给粮食价格;石油价格向粮食价格的传导存在滞后,石油价格的增长不会快速放大粮食价格变化.
[Abstract]:The oil price is an important factor that affects the grain price trend. The traditional error correction model (ECM) is improved, and the price of agricultural means of production is added as the intermediate variable of the oil price passing from the oil price to the grain price. This paper analyzes the asymmetry of the transmission of oil price and agricultural price to grain price in the rising and falling stages, and makes an empirical test on the transmission efficiency and intensity between oil price and grain price, in addition, the transmission efficiency and transmission intensity between oil price and grain price are also tested. The results show that there is a long-term equilibrium relationship among oil price, agricultural price and grain price, and the decline of oil and agricultural price is more rapid and completely transmitted to the grain price than the increase of price. The transmission of oil price to grain price lags behind, and the increase of oil price will not magnify the change of grain price rapidly.
【作者单位】： 东北农业大学经济管理学院;东北农业大学理学院;
【基金】：教育部人文社会科学研究项目(08JA790016)
【分类号】：F764.1;F323.7;F224
[Abstract]:The oil price is an important factor that affects the grain price trend. The traditional error correction model (ECM) is improved, and the price of agricultural means of production is added as the intermediate variable of the oil price passing from the oil price to the grain price. This paper analyzes the asymmetry of the transmission of oil price and agricultural price to grain price in the rising and falling stages, and makes an empirical test on the transmission efficiency and intensity between oil price and grain price, in addition, the transmission efficiency and transmission intensity between oil price and grain price are also tested. The results show that there is a long-term equilibrium relationship among oil price, agricultural price and grain price, and the decline of oil and agricultural price is more rapid and completely transmitted to the grain price than the increase of price. The transmission of oil price to grain price lags behind, and the increase of oil price will not magnify the change of grain price rapidly.
【作者单位】： 东北农业大学经济管理学院;东北农业大学理学院;
【基金】：教育部人文社会科学研究项目(08JA790016)
【分类号】：F764.1;F323.7;F224
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