我国粮食价格与CPI互动关系研究
发布时间：2018-11-09 11:54
【摘要】：物价稳定是国家粮食安全的必要条件也是宏观经济良好运行的重要保障,粮食价格与CPI之间的关系一直是社会各界关注的焦点。文章基于粮食价格与CPI线性关系视角,采取关联性和作用机制研究相结合的定性方法,利用脉冲响应分析、Granger因果关系检验等定量方法研究了1995—2016期间两者之间的互动关系。实证结果表明,短期内粮食价格决定CPI波动,两者之间对来源于对方同样大小冲击的波动反应呈现非对称性,粮食价格对CPI的解释效果强于CPI对粮食价格的解释效果,两者受到冲击后在长期内均趋于收敛。
[Abstract]:Price stability is a necessary condition for national food security and an important guarantee for good macroeconomic operation. The relationship between grain price and CPI has always been the focus of attention of all walks of life. Based on the perspective of linear relationship between grain price and CPI, this paper studies the interaction between grain price and CPI from 1995 to 2016 by using quantitative methods such as impulse response analysis and Granger causality test. The empirical results show that grain price determines the volatility of CPI in the short term, and the volatility response of the two to the same shock from the other side is asymmetric. The effect of grain price on CPI is stronger than that of CPI on grain price. Both of them tend to converge in the long run after shock.
【作者单位】： 信阳师范学院当代马克思主义研究所;
【基金】：河南省社会科学规划项目(2017CJJ094) 河南省教育厅人文社科规划项目(2017-ZZJH-470) 信阳市社会科学规划课题(2016JJ002) 信阳师范学院青年骨干教师资助计划(2015GGJS-20);信阳师范学院高层次人才科研启动基金资助项目(0201452);信阳师范学院“南湖学者奖励计划”青年项目
【分类号】：F323.7;F726
本文编号：2320340
[Abstract]:Price stability is a necessary condition for national food security and an important guarantee for good macroeconomic operation. The relationship between grain price and CPI has always been the focus of attention of all walks of life. Based on the perspective of linear relationship between grain price and CPI, this paper studies the interaction between grain price and CPI from 1995 to 2016 by using quantitative methods such as impulse response analysis and Granger causality test. The empirical results show that grain price determines the volatility of CPI in the short term, and the volatility response of the two to the same shock from the other side is asymmetric. The effect of grain price on CPI is stronger than that of CPI on grain price. Both of them tend to converge in the long run after shock.
【作者单位】： 信阳师范学院当代马克思主义研究所;
【基金】：河南省社会科学规划项目(2017CJJ094) 河南省教育厅人文社科规划项目(2017-ZZJH-470) 信阳市社会科学规划课题(2016JJ002) 信阳师范学院青年骨干教师资助计划(2015GGJS-20);信阳师范学院高层次人才科研启动基金资助项目(0201452);信阳师范学院“南湖学者奖励计划”青年项目
【分类号】：F323.7;F726
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