国际粮食价格对中国粮食价格的非对称性影响研究

发布时间：2018-01-20 20:07

本文关键词： 国内外粮食价格非对称性影响 MS-TVTP模型时变转移概率　出处：《资源科学》2016年05期 　论文类型：期刊论文

【摘要】：随着经济全球化与中国粮食市场开放程度的不断提高,国内外粮食价格的关联性日益增强,然而国际粮食价格的上涨和下跌对国内粮食价格的影响作用机制存在差异。本文基于时变概率马尔科夫区制转移(MSTVTP)模型,实证分析在粮食市场的不同运行阶段下,中国的合成粮食价格以及小麦、大米、大豆、玉米四类粮食价格受到国际价格的非对称性影响及其差异性。研究发现国际粮食价格通过贸易途径对国内粮食价格的影响存在非对称性效应,国内粮食价格倾向于对国际粮食价格上涨时的波动产生过度反应,而对国际粮食价格下跌时的波动反应不足。大豆受到国际价格影响最为显著,其正向影响作用在国内大豆价格上涨阶段大于下跌阶段;小麦、大米、玉米受到的非对称性影响形式因贸易形势、自给率等决定的价格传递形式不同而呈现差异。大豆低自给率和较高外贸依存度要求政府需健全大豆市场的政策保障,合理利用国际大豆价格的影响,规避国际市场异常波动对国内市场价格的冲击。
[Abstract]:With the development of economic globalization and the opening of China's grain market, the correlation of grain prices at home and abroad is increasing day by day. However, there are differences in the mechanism between the rise and fall of international food prices on domestic grain prices. This paper is based on the time-varying probabilistic Markov system transfer (MSTV) model. Empirical analysis of China's synthetic grain prices and wheat, rice, soybean under different stages of grain market operation. Four kinds of corn grain prices are affected by the asymmetry of international prices and their differences. It is found that there are asymmetric effects of international food prices on domestic food prices through trade channels. Domestic food prices tend to overreact to the fluctuations of international food prices, while they do not respond enough to the fluctuations of international food prices. Soybeans are most significantly affected by international prices. The positive effect was greater in the rising stage of domestic soybean price than in the declining stage. The asymmetric effects of wheat, rice, and corn are due to the trade situation. The low self-sufficiency rate and high dependence on foreign trade require the government to improve the policy guarantee of soybean market and make use of the influence of international soybean price. Avoid the impact of abnormal fluctuations in the international market on the domestic market prices.
【作者单位】：湖南大学经济与贸易学院;两型社会与生态文明协同创新中心;
【基金】：国家自然科学基金国际合作与交流项目(71420107027);国家自然科学基金青年项目(71303076) 湖南省软科学重点项目(2015zk2002)
【分类号】：F323.7
【正文快照】： 1引言伴随着农产品贸易壁垒的逐年削弱,国内外农产品市场的联系也日益密切。2005年以来,中国农产品进出口总额保持年均14.29%的增速,至2014年底已达到3344.5亿美元,成为世界上主要农产品贸易国之一。其中,受2008年国际粮食危机影响,中国粮食贸易顺差转变为贸易逆差,贸易逆差由

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