国际粮食价格是如何影响中国粮食价格的  

How International Grain Price Affects Grain Price of China?

作　　者：高帆[1] 龚芳[1] 

机构地区：[1]复旦大学经济学院

出　　处：《财贸经济》2012年第11期119-126,共8页Finance & Trade Economics

摘　　要：在经济全球化背景下,我国国内粮食价格与国际粮食价格的关联性在不断增强。本文以1997年4月至2012年3月国际国内粮食价格数据为样本,借助协整分析和VEC模型得知国际国内粮价存在长期稳定的同向波动关系,相对于国际整体粮价、大米、大豆、玉米和小麦波动1%,国内对应品种的粮价分别波动0.614%、0.413%、0.849%、0.576%和0.362%。整体上国际国内粮价存在1～5个月的传导时滞。贸易传导和信息诱发是国际粮价影响国内粮价的两种基本方式,当前国际价格首先借助贸易或汇率渠道的直接传导影响国内大豆价格,其后国内大豆价格借助替代效应等信息诱发渠道影响其他品种和整体粮价波动。从上述结论出发可以引申出对我国构建粮价预警机制、实现粮食安全目标的若干政策建议。Based on the data of grain price from April 1997 to March 9,012, this paper declared that there was stable and positive connection between domestic and international grain price. With 1% price fluctuation of international grain, rice, soybeans, corn and wheat, the price fluctuation in domestic market each type was 0. 614%, 0. 413%, 0. 849%, 0. 576% and 0. 362%,respectively, and there were lags from one to five months of this conduction. Basic influencing ways were trade conduction mechanism and information induced mechanism. Firstly, with direct conduction of trade and exchange rate, international grain price led the fluctuation of domestic soybeans price. Then, by way of substitution effect and other information induced mechanism, the fluctuation of soybeans price spread to gross grain price. Upon such conclusions, this paper supplied some policy suggestions for grain warning system and food security of China.

关 键 词：国际粮价 国内粮价 贸易传导 信息诱发 

分 类 号：F323.7[经济管理—产业经济] F313.7F224