基于VAR模型的我国农产品生产价格指数与CPI关系的实证分析  

Empirical research of the relationship between China's agricultural price index and CPI based on VAR model

作　　者：高红梅[1] 邹正方[2] 

机构地区：[1]天津农学院经济管理系,天津300384 [2]中国人民大学经济学院,北京100872

出　　处：《广东农业科学》2013年第9期205-208,共4页Guangdong Agricultural Sciences

基　　金：天津市哲学社会科学基金(TJYY12107)

摘　　要：CPI上扬与农产品价格上涨有着密不可分的关系,政府和相关部门也在利用农产品价格上涨的契机推动粮食、生猪等农产品产业结构调整,以确保农民增收。结合经济学原理和相关学者的研究对农产品价格和CPI的关系问题进行了经验分析,并选定时间序列数据,构建合适的VAR模型对农产品生产价格和CPI的关系进行实证分析,运用格兰杰因果检验来完善检验的结果,对农产品价格和CPI的关系进行定性和定量的分析,并提出相应的对策建议。This article researches the relationship between China＇s agricultural prices and CPI. First, this article reviews the research about this subject, then we do empirical analysis on the relationship between agricultural prices and CPI based on the principles of economics and former research. Second, we select the time series data to build a suitable VAR model to analyse the relationship between agricultural producer prices and CPI, and then apply Granger causality test to improve test results. With the help of experience and empirical analysis, we do qualitative and quantitative analysis on the relationship between agricultural prices and CPI. At last, we give some recommendations on the policies.

关 键 词：农产品生产价格指数 CPI 传导机制 VAR模型 

分 类 号：F323.7[经济管理—产业经济]