货币流动性对中国农产品价格的影响——基于随机波动的TVP-VAR模型的实证分析

发布时间：2018-06-15 23:45

本文选题：货币流动性 + TVP-VAR模型　；参考：《经济问题》2016年02期

【摘要】：考察货币的流动性与农产品价格的关系是经济领域的重要课题,这涉及如何制定合适的货币政策来诱导农产品价格的合理区间,使农业生产健康稳定地可持续发展。选择2000年1月到2014年12月的月度数据,建立TVP-VAR模型,在不同经济环境下,观察货币流动性对中国农产品价格是否具有时序性特征的影响,以便增强货币政策的作用力度。主要研究结论是:农产品价格对货币流动性存在滞后性反应;农产品价格对不同来源的货币流动性在中长期中出现反方向效应;农产品价格对货币流动性的响应在不同经济状况下的作用程度不同。
[Abstract]:It is an important subject in the economic field to investigate the relationship between the liquidity of money and the price of agricultural products, which involves how to make appropriate monetary policy to induce the reasonable range of agricultural product prices and to make the agricultural production develop healthily and steadily. Based on the monthly data from January 2000 to December 2014, TVP-VAR model is established to observe the influence of monetary liquidity on the price of Chinese agricultural products in different economic environments, so as to enhance the effect of monetary policy. The main conclusions are as follows: the price of agricultural products has a lag response to monetary liquidity, and the price of agricultural products has a reverse effect on monetary liquidity from different sources in the medium and long term. The response of agricultural product price to monetary liquidity is different in different economic conditions.
【作者单位】：山西财经大学经济学院;暨南大学经济学院;
【分类号】：F323.7;F822

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