小宗农产品价格波动及货币供应量的影响--基于蛛网模型和VAR模型的数理和实证研究  

The Price Fluctuation of Minor Agricultural Products and Money Supply Influence Based on Cobweb Model and VAR model

作　　者：张树忠[1] 刘磊[2,1] 

机构地区：[1]中国人民银行郑州中心支行,河南郑州450040 [2]河南大学经济学院,河南开封475000

出　　处：《金融理论与实践》2012年第11期75-79,共5页Financial Theory and Practice

摘　　要：近年来小宗农产品价格的剧烈波动在一定程度上影响了农业生产秩序和物价稳定,加剧了通胀预期。为此采用发散型蛛网模型深入研究小宗农产品的价格形成机制,并采用VAR模型分析货币因素对小宗农产品价格波动的影响,在此基础上分析小宗农产品价格异常波动的原因及影响,并有针对性地提出构建我国小宗农产品价格稳定机制的对策建议。In recent years, the dramatic fluctuation of the minor agricultural products price has an effect on the agricultural production and price stability, and increase the inflation expectation. In reaction to this phenomenon, this paper adopts the divergent cobweb model to study the pricing mechanism of the minor agricultural products, and uses VAR model to analyze the impact of monetary factor on the price fluctuation of minor agricultural products. On this basis, this paper analyzes the causes and influence of abnormal price fluctuation of minor agricultural products, and makes suggestions on price stabilization mechanism of minor agricultural products.

关 键 词：小宗农产品价格 发散型蛛网模型 VAR模型 

分 类 号：F820.3[经济管理—财政学]