国内外小麦价格联动关系研究

发布时间：2018-06-03 03:32

本文选题：小麦价格波动特征 + 国际小麦价格　；参考：《价格理论与实践》2016年07期

【摘要】：本文运用2007年1月至2015年6月小麦月度价格数据,研究国内外小麦价格波动特征,发现国内外小麦价格波动差异很大,国内小麦价格一直处于上涨趋势,国际小麦价格自2011年至今一直处于下跌趋势,国内小麦价格波动的变异系数为0.157,国际小麦价格波动的变异系数为0.2340。同时,本文用格兰杰因果检验发现国内外小麦价格间不存在格兰杰因果关系,通过脉冲响应函数和方差分解证实了国内外小麦月度价格之间波动的脱离关系。最后,本文用带有外生变量的VAR模型实证表明:国内最低收购价政策起到了抬高小麦价格的主要作用,这也是国内小麦价格与国际小麦价格脱轨的主要原因。
[Abstract]:Based on the monthly wheat price data from January 2007 to June 2015, this paper studies the fluctuation characteristics of wheat price at home and abroad. It is found that the fluctuation of wheat price at home and abroad is very different, and the domestic wheat price has been on the rise trend. International wheat price has been in a downward trend since 2011. The variation coefficient of domestic wheat price fluctuation and international wheat price fluctuation is 0.157 and 0.2340 respectively. At the same time, the Granger causality test is used to find that there is no Granger causality between the domestic and foreign wheat prices. The pulse-response function and variance decomposition are used to prove the disconnection between the monthly fluctuation of wheat prices at home and abroad. Finally, the VAR model with exogenous variables is used to demonstrate that the domestic minimum purchase price policy has played a major role in raising wheat prices, which is also the main reason for the derailment of domestic and international wheat prices.
【作者单位】：中国社会科学院农村发展研究所;中国农业科学院农业经济与发展研究所;
【基金】：国家社科基金青年项目“我国粮食价格波动与政府调控政策研究”(项目号:14CJY051) 中国农业科学院科技创新工程”(ASTIP-IAED-2016-05)资助
【分类号】：F323.7

【相似文献】